# EDGAR Filing Document

**Accession Number:** 0000822977
**File Stem:** 0001145549-25-038942
**Filing Date:** 2025-6
**Character Count:** 2848496
**Document Hash:** a5e82db4f8f33cc4bb778577058a8865
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038942.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038942

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GOLDMAN SACHS TRUST
- **CENTRAL INDEX KEY:** 0000822977

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05349
- **FILM NUMBER:** 251030201

**BUSINESS ADDRESS:**
- **STREET 1:** 71  SOUTH WACKER DRIVE
- **STREET 2:** C/O GOLDMAN SACHS & CO
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3126554400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19910711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT INTERMEDIATE GOVERNMENT FUND
- **DATE OF NAME CHANGE:** 19900104

## Series and Classes Contracts Data

### Goldman Sachs Financial Square Government Fund (Series ID: S000009242)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000025196 | Institutional Shares         | FGTXX           |
| C000025197 | Administration Shares        | FOAXX           |
| C000025198 | Service Shares               | FOSXX           |
| C000025199 | Preferred Shares             | GPGXX           |
| C000025200 | Select Shares                | GSGXX           |
| C000025201 | Capital Shares               | GCGXX           |
| C000088802 | Cash Management Shares       | GVCXX           |
| C000088803 | Premier Shares               | GGPXX           |
| C000088804 | Resource Shares              | GVRXX           |
| C000166882 | Class A Shares               | FSOXX           |
| C000166883 | Class C Shares               | FSGXX           |
| C000167141 | Class R6 Shares              | FGGXX           |
| C000214495 | Drexel Hamilton Class Shares | VETXX           |
| C000229774 | Seelaus Class Shares         | WMNXX           |
| C000229775 | Loop Class Shares            | LDIXX           |
| C000237844 | Class D Shares               | GSAXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000822977

### General Information

**Report for (YYYY-MM-DD):** 2025-05-30

**Registrant Full Name:** Goldman Sachs Trust

**CIK Number of Registrant:** 0000822977

**LEI of Registrant:** S2FHCT8U6D2VORP0J605

**Name of Series:** Goldman Sachs Financial Square Fund - Government

**LEI of Series:** 549300BRJMXN4GUWZ402

**EDGAR Series Identifier:** S000009242

**Total number of share classes in the series:** 16

**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            | Goldman Sachs Asset Management, L.P.                    | 801-37591         |
| Independent Public Accountant | PricewaterhouseCoopers LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | Goldman Sachs Asset Management, L.P.                    |  |
| Transfer Agent                | Goldman Sachs & Co. LLC<br>CIK: 0000734700              | 084-01100         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-17619

- **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:** 48 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $249149002889.82

- **Amortized Cost of Portfolio Securities:** $249148038053.63

- **Cash:** $2213339130.27

- **Total Other Assets:** $1649998143.32

- **Total Liabilities:** $7729171802.14

- **Net Assets of Series:** $245282203525.08

- **Number of Shares Outstanding (Series):** 245281258643.3000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $176684409381.71          | $233541950609.57           | 67.2600%                  | 88.9100%                   |
| 2025-05-02 | $181570875596.70          | $237411617955.11           | 68.1200%                  | 89.0700%                   |
| 2025-05-05 | $179206047659.49          | $234552790017.90           | 67.9700%                  | 88.9600%                   |
| 2025-05-06 | $168907022299.08          | $224253764657.49           | 66.6700%                  | 88.5200%                   |
| 2025-05-07 | $170731491312.48          | $226078233670.89           | 66.8600%                  | 88.5400%                   |
| 2025-05-08 | $169976464523.59          | $225880756882.00           | 66.5900%                  | 88.4900%                   |
| 2025-05-09 | $166457314443.28          | $223346606801.69           | 65.8600%                  | 88.3700%                   |
| 2025-05-12 | $166923689133.01          | $227749981491.42           | 64.7600%                  | 88.3600%                   |
| 2025-05-13 | $165478635802.18          | $226304928160.59           | 64.4900%                  | 88.1900%                   |
| 2025-05-14 | $164710983017.59          | $225240275376.00           | 64.4500%                  | 88.1400%                   |
| 2025-05-15 | $163607627967.67          | $224134674924.62           | 64.2600%                  | 88.0300%                   |
| 2025-05-16 | $159088119082.96          | $220040166039.91           | 63.4900%                  | 87.8200%                   |
| 2025-05-19 | $164946677988.96          | $226069029945.91           | 64.3300%                  | 88.1700%                   |
| 2025-05-20 | $168049812551.77          | $229921229508.72           | 64.7500%                  | 88.5900%                   |
| 2025-05-21 | $173855601702.85          | $235979018659.80           | 65.4400%                  | 88.8300%                   |
| 2025-05-22 | $163350976584.88          | $225474393541.83           | 64.0200%                  | 88.3700%                   |
| 2025-05-23 | $159884220959.69          | $222052931916.64           | 63.5500%                  | 88.2600%                   |
| 2025-05-27 | $163485075281.34          | $224904721238.29           | 64.2700%                  | 88.4100%                   |
| 2025-05-28 | $168623385889.23          | $230636031846.18           | 64.7400%                  | 88.5500%                   |
| 2025-05-29 | $170185460710.93          | $232189106667.88           | 64.9500%                  | 88.6200%                   |
| 2025-05-30 | $161423509160.06          | $223684066117.02           | 63.7900%                  | 88.4000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.4100%             |
| 2025-05-02 | 4.4100%             |
| 2025-05-05 | 4.4100%             |
| 2025-05-06 | 4.4000%             |
| 2025-05-07 | 4.4000%             |
| 2025-05-08 | 4.3900%             |
| 2025-05-09 | 4.3900%             |
| 2025-05-12 | 4.3700%             |
| 2025-05-13 | 4.3700%             |
| 2025-05-14 | 4.3700%             |
| 2025-05-15 | 4.3700%             |
| 2025-05-16 | 4.3700%             |
| 2025-05-19 | 4.3700%             |
| 2025-05-20 | 4.3700%             |
| 2025-05-21 | 4.3600%             |
| 2025-05-22 | 4.3600%             |
| 2025-05-23 | 4.3600%             |
| 2025-05-27 | 4.3500%             |
| 2025-05-28 | 4.3600%             |
| 2025-05-29 | 4.3600%             |
| 2025-05-30 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0000                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0000                      |
|  |  |
| 2025-05-09 | 1.0000                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 0.9999                      |
|  |  |
| 2025-05-15 | 1.0000                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0000                      |
|  |  |
| 2025-05-20 | 1.0000                      |
|  |  |
| 2025-05-21 | 1.0000                      |
|  |  |
| 2025-05-22 | 1.0000                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0000                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0000                      |
|  |  |
| 2025-05-30 | 1.0000                      |
|  |  |

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

### Class: Institutional Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $206515844739.84

- **Number of Shares Outstanding:** 206515049194.7550

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $10925942147.85           | $11725183693.53         |
| 2025-05-02 | $7753892733.74            | $6420041000.42          |
| 2025-05-05 | $5114617514.68            | $8200136437.38          |
| 2025-05-06 | $6672338039.61            | $7111092099.19          |
| 2025-05-07 | $6043796529.48            | $5353675754.62          |
| 2025-05-08 | $6741832815.44            | $6849965793.92          |
| 2025-05-09 | $6753929225.06            | $7054566476.94          |
| 2025-05-12 | $4904325925.40            | $5492394634.80          |
| 2025-05-13 | $7759590876.95            | $5156833498.90          |
| 2025-05-14 | $7296053238.39            | $8664861860.34          |
| 2025-05-15 | $11420246549.49           | $9271472294.45          |
| 2025-05-16 | $4138556618.24            | $7086337195.48          |
| 2025-05-19 | $4706769711.16            | $5687235799.54          |
| 2025-05-20 | $6535567604.98            | $5252839905.23          |
| 2025-05-21 | $8932039492.60            | $7888499479.19          |
| 2025-05-22 | $7504926716.93            | $9930736504.66          |
| 2025-05-23 | $4237227136.50            | $7741091432.77          |
| 2025-05-27 | $7270328015.51            | $4570077041.54          |
| 2025-05-28 | $5817587589.99            | $9661348563.08          |
| 2025-05-29 | $9043524365.63            | $6988370945.58          |
| 2025-05-30 | $9084177095.40            | $9606173594.91          |

**Total Gross Subscriptions (Month):** $148657269943.03

**Total Gross Redemptions (Month):** $155712934006.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.2300%         | 0.0000%              |

### Class: Administration Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $11897655277.02

- **Number of Shares Outstanding:** 11897609444.5940

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $434482648.42             | $330255673.35           |
| 2025-05-02 | $180194653.98             | $206820487.84           |
| 2025-05-05 | $145795357.54             | $247906377.21           |
| 2025-05-06 | $393435368.57             | $155747474.06           |
| 2025-05-07 | $196408210.01             | $181366282.10           |
| 2025-05-08 | $154625673.57             | $184401917.26           |
| 2025-05-09 | $106424821.06             | $146428067.76           |
| 2025-05-12 | $152182107.92             | $157001209.84           |
| 2025-05-13 | $145519464.14             | $142644988.65           |
| 2025-05-14 | $189974253.81             | $254845280.54           |
| 2025-05-15 | $113912561.17             | $212925725.79           |
| 2025-05-16 | $115329561.12             | $115591806.73           |
| 2025-05-19 | $113270365.36             | $108085528.19           |
| 2025-05-20 | $255840636.97             | $99824093.11            |
| 2025-05-21 | $61264463.43              | $74974953.80            |
| 2025-05-22 | $142094938.60             | $58131872.55            |
| 2025-05-23 | $131323623.47             | $168740537.18           |
| 2025-05-27 | $108882993.66             | $57332107.20            |
| 2025-05-28 | $130874668.70             | $205186018.22           |
| 2025-05-29 | $127359940.41             | $97904042.79            |
| 2025-05-30 | $240908918.47             | $181380716.90           |

**Total Gross Subscriptions (Month):** $3640105230.38

**Total Gross Redemptions (Month):** $3387495161.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9600%           |
| 2025-05-02 | 3.9600%           |
| 2025-05-05 | 3.9600%           |
| 2025-05-06 | 3.9500%           |
| 2025-05-07 | 3.9500%           |
| 2025-05-08 | 3.9400%           |
| 2025-05-09 | 3.9400%           |
| 2025-05-12 | 3.9200%           |
| 2025-05-13 | 3.9200%           |
| 2025-05-14 | 3.9200%           |
| 2025-05-15 | 3.9200%           |
| 2025-05-16 | 3.9200%           |
| 2025-05-19 | 3.9300%           |
| 2025-05-20 | 3.9300%           |
| 2025-05-21 | 3.9300%           |
| 2025-05-22 | 3.9200%           |
| 2025-05-23 | 3.9200%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9200%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.5100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3700%          | 0.0000%              |
| Depository institution or other banking institution |  | 8.2100%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 19.1000%         | 0.0000%              |
| Broker-dealer                                       |  | 5.1700%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.3700%          | 0.0000%              |

### Class: Service Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2147994651.84

- **Number of Shares Outstanding:** 2147986377.2910

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $83899231.66              | $15863659.00            |
| 2025-05-02 | $10499057.87              | $32649716.26            |
| 2025-05-05 | $22807503.20              | $17474538.42            |
| 2025-05-06 | $21417182.79              | $29208391.72            |
| 2025-05-07 | $11395129.70              | $17796117.81            |
| 2025-05-08 | $25680693.22              | $17538140.41            |
| 2025-05-09 | $6975785.96               | $45363914.32            |
| 2025-05-12 | $20176551.93              | $21012865.00            |
| 2025-05-13 | $21938234.28              | $16194265.07            |
| 2025-05-14 | $8636152.64               | $22003704.94            |
| 2025-05-15 | $14596670.08              | $12751213.30            |
| 2025-05-16 | $13204952.60              | $59212567.71            |
| 2025-05-19 | $17552251.66              | $17174411.86            |
| 2025-05-20 | $33646823.12              | $4682125.21             |
| 2025-05-21 | $22356390.66              | $22080017.68            |
| 2025-05-22 | $11581342.50              | $11662018.72            |
| 2025-05-23 | $4780543.47               | $31058515.15            |
| 2025-05-27 | $17565304.24              | $27967763.22            |
| 2025-05-28 | $23552453.95              | $8612138.32             |
| 2025-05-29 | $5583001.32               | $23382754.11            |
| 2025-05-30 | $20372099.21              | $19275471.69            |

**Total Gross Subscriptions (Month):** $418217356.06

**Total Gross Redemptions (Month):** $472964309.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.7100%           |
| 2025-05-02 | 3.7100%           |
| 2025-05-05 | 3.7100%           |
| 2025-05-06 | 3.7000%           |
| 2025-05-07 | 3.7000%           |
| 2025-05-08 | 3.6900%           |
| 2025-05-09 | 3.6900%           |
| 2025-05-12 | 3.6700%           |
| 2025-05-13 | 3.6700%           |
| 2025-05-14 | 3.6700%           |
| 2025-05-15 | 3.6700%           |
| 2025-05-16 | 3.6700%           |
| 2025-05-19 | 3.6800%           |
| 2025-05-20 | 3.6800%           |
| 2025-05-21 | 3.6800%           |
| 2025-05-22 | 3.6700%           |
| 2025-05-23 | 3.6700%           |
| 2025-05-27 | 3.6700%           |
| 2025-05-28 | 3.6700%           |
| 2025-05-29 | 3.6800%           |
| 2025-05-30 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 11.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.4700%         | 0.0000%              |
| Depository institution or other banking institution |  | 53.9900%         | 0.0000%              |

### Class: Preferred Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $1808968876.59

- **Number of Shares Outstanding:** 1808961908.0400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $34996820.98              | $8043062.86             |
| 2025-05-02 | $35181229.14              | $21477306.44            |
| 2025-05-05 | $20287001.46              | $12901757.70            |
| 2025-05-06 | $38146145.11              | $15608477.39            |
| 2025-05-07 | $4101132.37               | $39388681.17            |
| 2025-05-08 | $29853301.19              | $23391837.46            |
| 2025-05-09 | $26309263.97              | $4080074.77             |
| 2025-05-12 | $7220228.52               | $8581619.30             |
| 2025-05-13 | $24619641.03              | $9611186.23             |
| 2025-05-14 | $5521122.89               | $12899495.31            |
| 2025-05-15 | $24055817.15              | $125986571.61           |
| 2025-05-16 | $50446983.03              | $5721009.25             |
| 2025-05-19 | $519873048.41             | $6044326.18             |
| 2025-05-20 | $31661219.03              | $4908963.87             |
| 2025-05-21 | $11485967.95              | $49363600.27            |
| 2025-05-22 | $32275274.30              | $2748383.00             |
| 2025-05-23 | $16955947.15              | $2261843.06             |
| 2025-05-27 | $9211039.77               | $21698256.22            |
| 2025-05-28 | $15068077.00              | $398715535.04           |
| 2025-05-29 | $56494697.97              | $157122462.02           |
| 2025-05-30 | $30297528.75              | $72866198.77            |

**Total Gross Subscriptions (Month):** $1024061487.17

**Total Gross Redemptions (Month):** $1003420647.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1100%           |
| 2025-05-02 | 4.1100%           |
| 2025-05-05 | 4.1100%           |
| 2025-05-06 | 4.1000%           |
| 2025-05-07 | 4.1000%           |
| 2025-05-08 | 4.0900%           |
| 2025-05-09 | 4.0900%           |
| 2025-05-12 | 4.0700%           |
| 2025-05-13 | 4.0700%           |
| 2025-05-14 | 4.0700%           |
| 2025-05-15 | 4.0700%           |
| 2025-05-16 | 4.0700%           |
| 2025-05-19 | 4.0800%           |
| 2025-05-20 | 4.0800%           |
| 2025-05-21 | 4.0800%           |
| 2025-05-22 | 4.0700%           |
| 2025-05-23 | 4.0700%           |
| 2025-05-27 | 4.0700%           |
| 2025-05-28 | 4.0700%           |
| 2025-05-29 | 4.0800%           |
| 2025-05-30 | 4.0800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 8.9900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 57.7000%         | 0.0000%              |

### Class: Select Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $950729378.35

- **Number of Shares Outstanding:** 950725715.9200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4350395.14               | $273995478.38           |
| 2025-05-02 | $2818101.18               | $11673080.22            |
| 2025-05-05 | $1077683.54               | $429951.42              |
| 2025-05-06 | $3946854.88               | $271225.07              |
| 2025-05-07 | $409882.26                | $3340284.76             |
| 2025-05-08 | $118008.93                | $17615384.43            |
| 2025-05-09 | $344634.45                | $4964767.48             |
| 2025-05-12 | $14209303.13              | $3388094.37             |
| 2025-05-13 | $57388505.90              | $467301.99              |
| 2025-05-14 | $910186.67                | $3999810.80             |
| 2025-05-15 | $2141306.34               | $59816694.26            |
| 2025-05-16 | $2659456.51               | $34891549.73            |
| 2025-05-19 | $8712154.58               | $4253869.31             |
| 2025-05-20 | $1988966.99               | $1820000.00             |
| 2025-05-21 | $457984.39                | $11923184.16            |
| 2025-05-22 | $13332465.63              | $2425180.60             |
| 2025-05-23 | $17966127.74              | $4337700.87             |
| 2025-05-27 | $5732525.81               | $1833912.89             |
| 2025-05-28 | $18423017.19              | $2873425.45             |
| 2025-05-29 | $525314.45                | $2673447.75             |
| 2025-05-30 | $3529250.49               | $24740385.79            |

**Total Gross Subscriptions (Month):** $161042126.20

**Total Gross Redemptions (Month):** $471734729.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.1800%           |
| 2025-05-02 | 4.1800%           |
| 2025-05-05 | 4.1800%           |
| 2025-05-06 | 4.1700%           |
| 2025-05-07 | 4.1700%           |
| 2025-05-08 | 4.1600%           |
| 2025-05-09 | 4.1600%           |
| 2025-05-12 | 4.1400%           |
| 2025-05-13 | 4.1400%           |
| 2025-05-14 | 4.1400%           |
| 2025-05-15 | 4.1400%           |
| 2025-05-16 | 4.1400%           |
| 2025-05-19 | 4.1500%           |
| 2025-05-20 | 4.1500%           |
| 2025-05-21 | 4.1500%           |
| 2025-05-22 | 4.1400%           |
| 2025-05-23 | 4.1400%           |
| 2025-05-27 | 4.1400%           |
| 2025-05-28 | 4.1400%           |
| 2025-05-29 | 4.1500%           |
| 2025-05-30 | 4.1500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 7.6100%          | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 10.4600%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 5.7500%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 7.7800%          | 0.0000%              |
| Depository institution or other banking institution                         |  | 10.5600%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.0600%          | 0.0000%              |

### Class: Capital Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3969524374.36

- **Number of Shares Outstanding:** 3969509082.8600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $146649363.24             | $33977737.87            |
| 2025-05-02 | $34426784.21              | $140669054.39           |
| 2025-05-05 | $35042145.50              | $23270938.29            |
| 2025-05-06 | $36403783.70              | $24470861.19            |
| 2025-05-07 | $35319339.03              | $7042273.36             |
| 2025-05-08 | $35893097.27              | $18450612.94            |
| 2025-05-09 | $36810238.86              | $45041328.54            |
| 2025-05-12 | $33021064.42              | $25308610.37            |
| 2025-05-13 | $85710599.14              | $35052739.23            |
| 2025-05-14 | $8940202.17               | $69851244.88            |
| 2025-05-15 | $70682258.36              | $59416726.46            |
| 2025-05-16 | $29218578.14              | $12374293.80            |
| 2025-05-19 | $49049331.39              | $50445891.10            |
| 2025-05-20 | $39876528.97              | $66632091.41            |
| 2025-05-21 | $21796240.94              | $48444836.51            |
| 2025-05-22 | $16954771.26              | $48533122.84            |
| 2025-05-23 | $22776973.29              | $20978029.82            |
| 2025-05-27 | $127837821.86             | $22883161.17            |
| 2025-05-28 | $17923827.77              | $215306999.24           |
| 2025-05-29 | $10257712.33              | $122714317.43           |
| 2025-05-30 | $58184300.81              | $97300396.33            |

**Total Gross Subscriptions (Month):** $952774962.66

**Total Gross Redemptions (Month):** $1188165267.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.0600%           |
| 2025-05-02 | 4.0600%           |
| 2025-05-05 | 4.0600%           |
| 2025-05-06 | 4.0500%           |
| 2025-05-07 | 4.0500%           |
| 2025-05-08 | 4.0400%           |
| 2025-05-09 | 4.0400%           |
| 2025-05-12 | 4.0200%           |
| 2025-05-13 | 4.0200%           |
| 2025-05-14 | 4.0200%           |
| 2025-05-15 | 4.0200%           |
| 2025-05-16 | 4.0200%           |
| 2025-05-19 | 4.0300%           |
| 2025-05-20 | 4.0300%           |
| 2025-05-21 | 4.0300%           |
| 2025-05-22 | 4.0200%           |
| 2025-05-23 | 4.0200%           |
| 2025-05-27 | 4.0200%           |
| 2025-05-28 | 4.0200%           |
| 2025-05-29 | 4.0300%           |
| 2025-05-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.0600%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.0200%         | 0.0000%              |

### Class: Cash Management Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $768531889.16

- **Number of Shares Outstanding:** 768528928.6000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $81688045.49              | $9868131.38             |
| 2025-05-02 | $22127806.78              | $10009371.24            |
| 2025-05-05 | $8829634.61               | $6349282.69             |
| 2025-05-06 | $11418878.08              | $36753196.13            |
| 2025-05-07 | $8569739.71               | $2317671.62             |
| 2025-05-08 | $3372126.02               | $3633907.08             |
| 2025-05-09 | $24218717.14              | $8755528.02             |
| 2025-05-12 | $3580022.58               | $24819637.72            |
| 2025-05-13 | $26693369.63              | $2858142.66             |
| 2025-05-14 | $2627444.07               | $2970783.62             |
| 2025-05-15 | $12635903.07              | $15966089.96            |
| 2025-05-16 | $66374021.01              | $10073445.55            |
| 2025-05-19 | $8803798.21               | $15212374.07            |
| 2025-05-20 | $31649802.80              | $3756461.13             |
| 2025-05-21 | $2620538.41               | $68062549.96            |
| 2025-05-22 | $4062551.15               | $1844560.47             |
| 2025-05-23 | $3975377.05               | $22211210.37            |
| 2025-05-27 | $13326296.41              | $2427415.58             |
| 2025-05-28 | $21135879.54              | $2849543.60             |
| 2025-05-29 | $8678967.63               | $105482981.63           |
| 2025-05-30 | $14955677.46              | $13763363.13            |

**Total Gross Subscriptions (Month):** $381344596.85

**Total Gross Redemptions (Month):** $369985647.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.4100%           |
| 2025-05-02 | 3.4100%           |
| 2025-05-05 | 3.4100%           |
| 2025-05-06 | 3.4000%           |
| 2025-05-07 | 3.4000%           |
| 2025-05-08 | 3.3900%           |
| 2025-05-09 | 3.3900%           |
| 2025-05-12 | 3.3700%           |
| 2025-05-13 | 3.3700%           |
| 2025-05-14 | 3.3700%           |
| 2025-05-15 | 3.3700%           |
| 2025-05-16 | 3.3700%           |
| 2025-05-19 | 3.3800%           |
| 2025-05-20 | 3.3800%           |
| 2025-05-21 | 3.3800%           |
| 2025-05-22 | 3.3700%           |
| 2025-05-23 | 3.3700%           |
| 2025-05-27 | 3.3700%           |
| 2025-05-28 | 3.3700%           |
| 2025-05-29 | 3.3800%           |
| 2025-05-30 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 74.9600%         | 0.0000%              |

### Class: Premier Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $104672327.49

- **Number of Shares Outstanding:** 104671924.2630

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $987224.96                | $3195548.32             |
| 2025-05-02 | $1158976.65               | $1395410.50             |
| 2025-05-05 | $1843031.77               | $1035864.86             |
| 2025-05-06 | $1343859.75               | $591564.44              |
| 2025-05-07 | $1359482.92               | $259139.87              |
| 2025-05-08 | $728263.92                | $3097703.17             |
| 2025-05-09 | $942758.00                | $1249624.53             |
| 2025-05-12 | $3572299.02               | $2834700.99             |
| 2025-05-13 | $2300636.26               | $2594442.58             |
| 2025-05-14 | $185699.66                | $1945606.82             |
| 2025-05-15 | $1230197.20               | $1879387.24             |
| 2025-05-16 | $2062740.46               | $931935.41              |
| 2025-05-19 | $2670302.01               | $2011739.49             |
| 2025-05-20 | $665172.13                | $1805345.27             |
| 2025-05-21 | $568605.35                | $913619.91              |
| 2025-05-22 | $2297557.35               | $2454433.44             |
| 2025-05-23 | $757182.95                | $1950760.47             |
| 2025-05-27 | $2292616.20               | $687407.14              |
| 2025-05-28 | $951946.16                | $470445.45              |
| 2025-05-29 | $2013879.62               | $1474974.31             |
| 2025-05-30 | $448865.57                | $3122059.56             |

**Total Gross Subscriptions (Month):** $30381297.91

**Total Gross Redemptions (Month):** $35901713.77

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.8600%           |
| 2025-05-02 | 3.8600%           |
| 2025-05-05 | 3.8600%           |
| 2025-05-06 | 3.8500%           |
| 2025-05-07 | 3.8500%           |
| 2025-05-08 | 3.8400%           |
| 2025-05-09 | 3.8400%           |
| 2025-05-12 | 3.8200%           |
| 2025-05-13 | 3.8200%           |
| 2025-05-14 | 3.8200%           |
| 2025-05-15 | 3.8200%           |
| 2025-05-16 | 3.8200%           |
| 2025-05-19 | 3.8300%           |
| 2025-05-20 | 3.8300%           |
| 2025-05-21 | 3.8300%           |
| 2025-05-22 | 3.8200%           |
| 2025-05-23 | 3.8200%           |
| 2025-05-27 | 3.8200%           |
| 2025-05-28 | 3.8200%           |
| 2025-05-29 | 3.8300%           |
| 2025-05-30 | 3.8300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 54.7200%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.3800%         | 0.0000%              |

### Class: Resource Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $10148631.43

- **Number of Shares Outstanding:** 10148592.3400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $29729.18                 | $8380.89                |
| 2025-05-02 | $804.03                   | $143.89                 |
| 2025-05-05 | $4571.99                  | $0.00                   |
| 2025-05-06 | $0.00                     | $21080.51               |
| 2025-05-07 | $364.63                   | $111.03                 |
| 2025-05-08 | $0.00                     | $3063.38                |
| 2025-05-09 | $2184.20                  | $163.38                 |
| 2025-05-12 | $131.71                   | $76860.50               |
| 2025-05-13 | $596.81                   | $62733.29               |
| 2025-05-14 | $57.32                    | $83.97                  |
| 2025-05-15 | $3138.07                  | $158.70                 |
| 2025-05-16 | $0.00                     | $47898.29               |
| 2025-05-19 | $165.77                   | $157.11                 |
| 2025-05-20 | $0.00                     | $24412.89               |
| 2025-05-21 | $19733.18                 | $146.34                 |
| 2025-05-22 | $33234.31                 | $156.35                 |
| 2025-05-23 | $1199.24                  | $1575.57                |
| 2025-05-27 | $3523.02                  | $1666.68                |
| 2025-05-28 | $2998.18                  | $0.00                   |
| 2025-05-29 | $5345.86                  | $62.72                  |
| 2025-05-30 | $1234.32                  | $0.00                   |

**Total Gross Subscriptions (Month):** $109011.82

**Total Gross Redemptions (Month):** $248855.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.5600%           |
| 2025-05-02 | 3.5600%           |
| 2025-05-05 | 3.5600%           |
| 2025-05-06 | 3.5500%           |
| 2025-05-07 | 3.5500%           |
| 2025-05-08 | 3.5400%           |
| 2025-05-09 | 3.5400%           |
| 2025-05-12 | 3.5200%           |
| 2025-05-13 | 3.5200%           |
| 2025-05-14 | 3.5200%           |
| 2025-05-15 | 3.5200%           |
| 2025-05-16 | 3.5200%           |
| 2025-05-19 | 3.5300%           |
| 2025-05-20 | 3.5300%           |
| 2025-05-21 | 3.5300%           |
| 2025-05-22 | 3.5200%           |
| 2025-05-23 | 3.5200%           |
| 2025-05-27 | 3.5200%           |
| 2025-05-28 | 3.5200%           |
| 2025-05-29 | 3.5300%           |
| 2025-05-30 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 99.9900%         | 0.0000%              |

### Class: Class A Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $5255567976.77

- **Number of Shares Outstanding:** 5255547731.1390

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $42384281.09              | $12552228.79            |
| 2025-05-02 | $27337235.75              | $13899297.49            |
| 2025-05-05 | $25504846.05              | $13669027.90            |
| 2025-05-06 | $17387724.49              | $13487263.76            |
| 2025-05-07 | $23141651.71              | $16741677.38            |
| 2025-05-08 | $27490087.37              | $12474561.40            |
| 2025-05-09 | $32145101.37              | $46144423.32            |
| 2025-05-12 | $21698798.73              | $14063663.56            |
| 2025-05-13 | $32191896.80              | $17147898.33            |
| 2025-05-14 | $14583286.31              | $17111005.35            |
| 2025-05-15 | $15411735.29              | $18016578.00            |
| 2025-05-16 | $22939683.19              | $13558442.96            |
| 2025-05-19 | $18382337.51              | $26177946.33            |
| 2025-05-20 | $19152972.46              | $15635500.88            |
| 2025-05-21 | $21567995.21              | $16230846.34            |
| 2025-05-22 | $28814107.72              | $14817994.22            |
| 2025-05-23 | $18515343.62              | $21017094.99            |
| 2025-05-27 | $148006356.57             | $25640205.66            |
| 2025-05-28 | $17452534.50              | $28207309.09            |
| 2025-05-29 | $18486486.41              | $21108216.27            |
| 2025-05-30 | $24045218.24              | $20338345.97            |

**Total Gross Subscriptions (Month):** $616639680.39

**Total Gross Redemptions (Month):** $398039527.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9600%           |
| 2025-05-02 | 3.9600%           |
| 2025-05-05 | 3.9600%           |
| 2025-05-06 | 3.9500%           |
| 2025-05-07 | 3.9500%           |
| 2025-05-08 | 3.9400%           |
| 2025-05-09 | 3.9400%           |
| 2025-05-12 | 3.9200%           |
| 2025-05-13 | 3.9200%           |
| 2025-05-14 | 3.9200%           |
| 2025-05-15 | 3.9200%           |
| 2025-05-16 | 3.9200%           |
| 2025-05-19 | 3.9300%           |
| 2025-05-20 | 3.9300%           |
| 2025-05-21 | 3.9300%           |
| 2025-05-22 | 3.9200%           |
| 2025-05-23 | 3.9200%           |
| 2025-05-27 | 3.9200%           |
| 2025-05-28 | 3.9200%           |
| 2025-05-29 | 3.9300%           |
| 2025-05-30 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 11.7600%         | 0.0000%              |
| Broker-dealer |  | 73.0400%         | 0.0000%              |

### Class: Class C Shares

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $4589042.44

- **Number of Shares Outstanding:** 4589024.7580

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $14180.84                 | $286.76                 |
| 2025-05-02 | $0.00                     | $127.31                 |
| 2025-05-05 | $1350.86                  | $652.77                 |
| 2025-05-06 | $1750.00                  | $0.00                   |
| 2025-05-07 | $4751.68                  | $476.91                 |
| 2025-05-08 | $572.51                   | $0.00                   |
| 2025-05-12 | $1232.64                  | $32.07                  |
| 2025-05-13 | $37241.75                 | $18216.39               |
| 2025-05-14 | $3088.55                  | $499.13                 |
| 2025-05-15 | $262.01                   | $1644.12                |
| 2025-05-16 | $1750.00                  | $3918.68                |
| 2025-05-20 | $832.80                   | $484.94                 |
| 2025-05-21 | $3201.08                  | $0.00                   |
| 2025-05-22 | $407.45                   | $0.00                   |
| 2025-05-27 | $162.86                   | $3645.79                |
| 2025-05-28 | $5391.92                  | $5105.44                |
| 2025-05-29 | $2694.61                  | $0.00                   |

**Total Gross Subscriptions (Month):** $78871.56

**Total Gross Redemptions (Month):** $35090.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.2100%           |
| 2025-05-02 | 3.2100%           |
| 2025-05-05 | 3.2100%           |
| 2025-05-06 | 3.2000%           |
| 2025-05-07 | 3.2000%           |
| 2025-05-08 | 3.1900%           |
| 2025-05-09 | 3.1900%           |
| 2025-05-12 | 3.1700%           |
| 2025-05-13 | 3.1700%           |
| 2025-05-14 | 3.1700%           |
| 2025-05-15 | 3.1700%           |
| 2025-05-16 | 3.1700%           |
| 2025-05-19 | 3.1800%           |
| 2025-05-20 | 3.1800%           |
| 2025-05-21 | 3.1800%           |
| 2025-05-22 | 3.1700%           |
| 2025-05-23 | 3.1700%           |
| 2025-05-27 | 3.1700%           |
| 2025-05-28 | 3.1700%           |
| 2025-05-29 | 3.1800%           |
| 2025-05-30 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 36.0200%         | 0.0000%              |
| Retail investor |  | 57.4100%         | 0.0000%              |

### Class: Class R6 Shares

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $465152529.12

- **Number of Shares Outstanding:** 465150737.2510

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $4279880.15               | $23438929.64            |
| 2025-05-02 | $7385944.89               | $688183.51              |
| 2025-05-05 | $8323689.34               | $442442.53              |
| 2025-05-06 | $871139.56                | $2673056.74             |
| 2025-05-07 | $588894.74                | $2643811.97             |
| 2025-05-08 | $2945911.81               | $726811.73              |
| 2025-05-09 | $2917179.18               | $3503689.95             |
| 2025-05-12 | $624672.51                | $2837635.19             |
| 2025-05-13 | $7941453.28               | $2560082.35             |
| 2025-05-14 | $2152743.60               | $727498.54              |
| 2025-05-15 | $549792.00                | $3728358.73             |
| 2025-05-16 | $704866.20                | $10262747.92            |
| 2025-05-19 | $692415.76                | $5716434.43             |
| 2025-05-20 | $2797855.95               | $3790922.99             |
| 2025-05-21 | $5158041.35               | $2015094.18             |
| 2025-05-22 | $163669.83                | $4050179.54             |
| 2025-05-23 | $1353037.73               | $356758.45              |
| 2025-05-27 | $2126167.76               | $2020518.41             |
| 2025-05-28 | $3823689.94               | $451448.71              |
| 2025-05-29 | $7702727.07               | $3393979.40             |
| 2025-05-30 | $76377.63                 | $34818818.09            |

**Total Gross Subscriptions (Month):** $63180150.28

**Total Gross Redemptions (Month):** $110847403.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Pension plan                  |  | 14.8900%         | 0.0000%              |
| Registered investment company |  | 12.1800%         | 0.0000%              |
| Registered investment company |  | 32.3700%         | 0.0000%              |
| Retail investor               |  | 14.3800%         | 0.0000%              |
| Registered investment company |  | 10.9200%         | 0.0000%              |

### Class: Drexel Hamilton Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5232986601.83

- **Number of Shares Outstanding:** 5232966443.2000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $616219475.89             | $1469557941.00          |
| 2025-05-02 | $473834176.00             | $337901083.46           |
| 2025-05-05 | $237000000.00             | $163524086.00           |
| 2025-05-06 | $349779318.00             | $1159230000.00          |
| 2025-05-07 | $126926121.00             | $531190000.00           |
| 2025-05-08 | $317000000.00             | $322145901.62           |
| 2025-05-09 | $315551705.00             | $828563060.75           |
| 2025-05-12 | $1050741229.00            | $330250000.00           |
| 2025-05-13 | $654996250.00             | $165807408.00           |
| 2025-05-14 | $210350000.00             | $375557676.00           |
| 2025-05-15 | $238625289.00             | $996300000.00           |
| 2025-05-16 | $174365827.00             | $861815615.42           |
| 2025-05-19 | $1189071010.00            | $303900000.00           |
| 2025-05-20 | $234449714.46             | $506000000.00           |
| 2025-05-21 | $493500000.00             | $483048161.58           |
| 2025-05-22 | $367300000.00             | $440107969.00           |
| 2025-05-23 | $411598720.00             | $218000000.00           |
| 2025-05-27 | $424230981.77             | $331401709.00           |
| 2025-05-28 | $1248000000.00            | $140798806.00           |
| 2025-05-29 | $201442128.00             | $356100000.00           |
| 2025-05-30 | $437570571.00             | $1609600000.00          |

**Total Gross Subscriptions (Month):** $9772552516.12

**Total Gross Redemptions (Month):** $11930799417.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 32.0400%         | 0.0000%              |
| Non-financial corporation                           |  | 5.3500%          | 0.0000%              |
| Non-financial corporation                           |  | 8.8500%          | 0.0000%              |
| Depository institution or other banking institution |  | 10.8800%         | 0.0000%              |

### Class: Seelaus Class Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $3170110738.43

- **Number of Shares Outstanding:** 3170098526.4600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $84581041.53              | $8064170.14             |
| 2025-05-02 | $0.00                     | $34993643.20            |
| 2025-05-05 | $0.00                     | $20000000.00            |
| 2025-05-06 | $78000000.00              | $34786000.00            |
| 2025-05-07 | $0.00                     | $39000000.00            |
| 2025-05-08 | $26262295.53              | $41000000.00            |
| 2025-05-09 | $25000000.00              | $49000000.00            |
| 2025-05-12 | $25000000.00              | $9000000.00             |
| 2025-05-13 | $0.00                     | $4388307.49             |
| 2025-05-14 | $25000000.00              | $5000000.00             |
| 2025-05-15 | $20000000.00              | $111000000.00           |
| 2025-05-16 | $544000000.00             | $60000000.00            |
| 2025-05-19 | $181000000.00             | $28000000.00            |
| 2025-05-20 | $98000000.00              | $42000000.00            |
| 2025-05-21 | $116000000.00             | $148000000.00           |
| 2025-05-22 | $311000000.00             | $2000000.00             |
| 2025-05-23 | $40000000.00              | $98000000.00            |
| 2025-05-27 | $31000000.00              | $49000000.00            |
| 2025-05-28 | $23000000.00              | $85234450.56            |
| 2025-05-29 | $36000000.00              | $149000000.00           |
| 2025-05-30 | $63970000.00              | $60000000.00            |

**Total Gross Subscriptions (Month):** $1727813337.06

**Total Gross Redemptions (Month):** $1077466571.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 6.8400%          | 0.0000%              |
| Non-financial corporation |  | 9.5900%          | 0.0000%              |
| Non-financial corporation |  | 13.2500%         | 0.0000%              |
| Non-financial corporation |  | 27.4500%         | 0.0000%              |
| Non-financial corporation |  | 9.3700%          | 0.0000%              |

### Class: Loop Class Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2878405648.02

- **Number of Shares Outstanding:** 2878394559.7500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $289344485.98             | $15000.00               |
| 2025-05-02 | $10450681.97              | $122337000.00           |
| 2025-05-05 | $240904980.99             | $0.00                   |
| 2025-05-06 | $317835669.08             | $0.00                   |
| 2025-05-07 | $117566561.67             | $85010000.00            |
| 2025-05-08 | $12352500.75              | $128750000.00           |
| 2025-05-09 | $12831302.41              | $513250000.00           |
| 2025-05-12 | $167223430.89             | $301500000.00           |
| 2025-05-13 | $626022773.29             | $0.00                   |
| 2025-05-14 | $0.00                     | $653049082.91           |
| 2025-05-15 | $36298122.72              | $205018000.00           |
| 2025-05-16 | $15891771.99              | $660050000.00           |
| 2025-05-19 | $528427921.00             | $0.00                   |
| 2025-05-20 | $706076368.45             | $0.00                   |
| 2025-05-21 | $21623612.90              | $110076700.00           |
| 2025-05-22 | $288760718.65             | $400000000.00           |
| 2025-05-23 | $9061430.96               | $772100000.00           |
| 2025-05-27 | $461978992.71             | $200.00                 |
| 2025-05-28 | $2300000.00               | $154118289.97           |
| 2025-05-29 | $40397149.82              | $136960000.00           |
| 2025-05-30 | $525953450.42             | $120050000.00           |

**Total Gross Subscriptions (Month):** $4431301926.65

**Total Gross Redemptions (Month):** $4362284272.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 10.7400%         | 0.0000%              |
| Non-financial corporation                           |  | 30.2300%         | 0.0000%              |
| Non-financial corporation                           |  | 27.8700%         | 0.0000%              |
| Insurance company                                   |  | 5.4700%          | 0.0000%              |
| Non-financial corporation                           |  | 10.3200%         | 0.0000%              |

### Class: Class D Shares

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $101320842.39

- **Number of Shares Outstanding:** 101320452.0790

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0000          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0000          |
|  |  |
| 2025-05-09 | 1.0000          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 0.9999          |
|  |  |
| 2025-05-15 | 1.0000          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0000          |
|  |  |
| 2025-05-20 | 1.0000          |
|  |  |
| 2025-05-21 | 1.0000          |
|  |  |
| 2025-05-22 | 1.0000          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0000          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0000          |
|  |  |
| 2025-05-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1241091.83               | $436897.76              |
| 2025-05-02 | $1111232.00               | $708723.72              |
| 2025-05-05 | $74862.28                 | $143666.25              |
| 2025-05-06 | $218406.27                | $2355901.84             |
| 2025-05-07 | $297299.95                | $365137.46              |
| 2025-05-08 | $77018.02                 | $113485.46              |
| 2025-05-09 | $205356.22                | $235564.57              |
| 2025-05-12 | $532020.77                | $2967763.34             |
| 2025-05-13 | $215778.05                | $738333.26              |
| 2025-05-14 | $38919.22                 | $9681018.18             |
| 2025-05-15 | $3264357.44               | $329353.75              |
| 2025-05-16 | $482787.77                | $594665.82              |
| 2025-05-19 | $633711.41                | $646948.37              |
| 2025-05-20 | $137379.27                | $228989.82              |
| 2025-05-21 | $2668973.44               | $236375.22              |
| 2025-05-22 | $110258.10                | $335417.83              |
| 2025-05-23 | $122653.15                | $161205.15              |
| 2025-05-27 | $213211.25                | $144346.31              |
| 2025-05-28 | $1102237.12               | $261933.16              |
| 2025-05-29 | $542594.89                | $217985.35              |
| 2025-05-30 | $1295.36                  | $130552.12              |

**Total Gross Subscriptions (Month):** $13291443.81

**Total Gross Redemptions (Month):** $21034264.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 4.2100%           |
| 2025-05-02 | 4.2100%           |
| 2025-05-05 | 4.2100%           |
| 2025-05-06 | 4.2000%           |
| 2025-05-07 | 4.2000%           |
| 2025-05-08 | 4.1900%           |
| 2025-05-09 | 4.1900%           |
| 2025-05-12 | 4.1700%           |
| 2025-05-13 | 4.1700%           |
| 2025-05-14 | 4.1700%           |
| 2025-05-15 | 4.1700%           |
| 2025-05-16 | 4.1700%           |
| 2025-05-19 | 4.1800%           |
| 2025-05-20 | 4.1800%           |
| 2025-05-21 | 4.1800%           |
| 2025-05-22 | 4.1700%           |
| 2025-05-23 | 4.1700%           |
| 2025-05-27 | 4.1700%           |
| 2025-05-28 | 4.1700%           |
| 2025-05-29 | 4.1800%           |
| 2025-05-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWP61, C.4 - ISIN: US3130AWP611, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $300294960.44
- **C.18.a - Value (excl. sponsor support):** $300294960.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.484999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTE0, C.4 - ISIN: US3130AWTE00, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $66697091.81
- **C.18.a - Value (excl. sponsor support):** $66697091.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTG5, C.4 - ISIN: US3130AWTG57, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $182044964.66
- **C.18.a - Value (excl. sponsor support):** $182044964.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.479998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWTW0, C.4 - ISIN: US3130AWTW08, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $472515504.74
- **C.18.a - Value (excl. sponsor support):** $472515504.74
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 5: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LS2, C.4 - ISIN: US3130B2LS24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $375901450.32
- **C.18.a - Value (excl. sponsor support):** $375901450.32
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $494025515.03
- **C.18.a - Value (excl. sponsor support):** $494025515.03
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $221084650.13
- **C.18.a - Value (excl. sponsor support):** $221084650.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3GU1, C.4 - ISIN: US3130B3GU18, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $85484626.43
- **C.18.a - Value (excl. sponsor support):** $85484626.43
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-10
- **C.13 - Final Legal Maturity Date:** 2025-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.420001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RD7, C.4 - ISIN: US3130B3RD73, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48054629.62
- **C.18.a - Value (excl. sponsor support):** $48054629.62
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FQ9, C.4 - ISIN: US3130B4FQ97, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $352181631.88
- **C.18.a - Value (excl. sponsor support):** $352181631.88
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-06
- **C.13 - Final Legal Maturity Date:** 2027-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B52T4, C.4 - ISIN: US3130B52T42, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $48074524.06
- **C.18.a - Value (excl. sponsor support):** $48074524.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.375001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53X4, C.4 - ISIN: US3130B53X45, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240328756.28
- **C.18.a - Value (excl. sponsor support):** $240328756.28
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.420001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240274171.05
- **C.18.a - Value (excl. sponsor support):** $240274171.05
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.420001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57B8, C.4 - ISIN: US3130B57B88, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $480431439.98
- **C.18.a - Value (excl. sponsor support):** $480431439.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D70, C.4 - ISIN: US3130B5D701, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288116614.59
- **C.18.a - Value (excl. sponsor support):** $288116614.59
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y85, C.4 - ISIN: US3130B5Y855, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $288098714.63
- **C.18.a - Value (excl. sponsor support):** $288098714.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YC6, C.4 - ISIN: US3130B5YC65, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $240138858.34
- **C.18.a - Value (excl. sponsor support):** $240138858.34
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5YZ5, C.4 - ISIN: US3130B5YZ50, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $144577841.42
- **C.18.a - Value (excl. sponsor support):** $144577841.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZA9, C.4 - ISIN: US3130B5ZA90, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $192772605.73
- **C.18.a - Value (excl. sponsor support):** $192772605.73
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.4 - ISIN: US313385QZ29, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $547349971.56
- **C.18.a - Value (excl. sponsor support):** $547349971.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RL2, C.4 - ISIN: US313385RL24, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $182286987.40
- **C.18.a - Value (excl. sponsor support):** $182286987.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5M3, C.4 - ISIN: US3133EP5M35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112939197.66
- **C.18.a - Value (excl. sponsor support):** $112939197.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88744097.11
- **C.18.a - Value (excl. sponsor support):** $88744097.11
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPA21, C.4 - ISIN: US3133EPA217, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114271634.57
- **C.18.a - Value (excl. sponsor support):** $114271634.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158593765.71
- **C.18.a - Value (excl. sponsor support):** $158593765.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.524998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPLU7, C.4 - ISIN: US3133EPLU75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215599000.00
- **C.18.a - Value (excl. sponsor support):** $215599000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237658979.52
- **C.18.a - Value (excl. sponsor support):** $237658979.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.489999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $358378753.17
- **C.18.a - Value (excl. sponsor support):** $358378753.17
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.475002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWU5, C.4 - ISIN: US3133EPWU56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71950097.30
- **C.18.a - Value (excl. sponsor support):** $71950097.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-27
- **C.13 - Final Legal Maturity Date:** 2025-06-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80501344.12
- **C.18.a - Value (excl. sponsor support):** $80501344.12
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418462785.58
- **C.18.a - Value (excl. sponsor support):** $418462785.58
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $134488804.38
- **C.18.a - Value (excl. sponsor support):** $134488804.38
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.425001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $312205315.01
- **C.18.a - Value (excl. sponsor support):** $312205315.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.420001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76850408.25
- **C.18.a - Value (excl. sponsor support):** $76850408.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5G2, C.4 - ISIN: US3133ER5G21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $466020804.18
- **C.18.a - Value (excl. sponsor support):** $466020804.18
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.399999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168113694.57
- **C.18.a - Value (excl. sponsor support):** $168113694.57
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212176233.74
- **C.18.a - Value (excl. sponsor support):** $212176233.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBQ3, C.4 - ISIN: US3133ERBQ30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $339218899.42
- **C.18.a - Value (excl. sponsor support):** $339218899.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERC74, C.4 - ISIN: US3133ERC748, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $540591259.03
- **C.18.a - Value (excl. sponsor support):** $540591259.03
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDD0, C.4 - ISIN: US3133ERDD09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142389700.21
- **C.18.a - Value (excl. sponsor support):** $142389700.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120589720.95
- **C.18.a - Value (excl. sponsor support):** $120589720.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38095150.36
- **C.18.a - Value (excl. sponsor support):** $38095150.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHB0, C.4 - ISIN: US3133ERHB07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99141141.85
- **C.18.a - Value (excl. sponsor support):** $99141141.85
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHS3, C.4 - ISIN: US3133ERHS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142038681.90
- **C.18.a - Value (excl. sponsor support):** $142038681.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJT9, C.4 - ISIN: US3133ERJT96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189926971.36
- **C.18.a - Value (excl. sponsor support):** $189926971.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $154028548.50
- **C.18.a - Value (excl. sponsor support):** $154028548.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLD1, C.4 - ISIN: US3133ERLD17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123217822.61
- **C.18.a - Value (excl. sponsor support):** $123217822.61
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMN8, C.4 - ISIN: US3133ERMN89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $188949749.92
- **C.18.a - Value (excl. sponsor support):** $188949749.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMS7, C.4 - ISIN: US3133ERMS76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245502229.39
- **C.18.a - Value (excl. sponsor support):** $245502229.39
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45562107.39
- **C.18.a - Value (excl. sponsor support):** $45562107.39
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $207250734.36
- **C.18.a - Value (excl. sponsor support):** $207250734.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142162367.17
- **C.18.a - Value (excl. sponsor support):** $142162367.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $155022755.36
- **C.18.a - Value (excl. sponsor support):** $155022755.36
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS77, C.4 - ISIN: US3133ERS777, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $240698446.65
- **C.18.a - Value (excl. sponsor support):** $240698446.65
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-13
- **C.13 - Final Legal Maturity Date:** 2027-01-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $91866909.49
- **C.18.a - Value (excl. sponsor support):** $91866909.49
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSX0, C.4 - ISIN: US3133ERSX08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133376857.28
- **C.18.a - Value (excl. sponsor support):** $133376857.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.439999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTA9, C.4 - ISIN: US3133ERTA95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $89405389.16
- **C.18.a - Value (excl. sponsor support):** $89405389.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTH4, C.4 - ISIN: US3133ERTH49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $132299037.18
- **C.18.a - Value (excl. sponsor support):** $132299037.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERTW1, C.4 - ISIN: US3133ERTW16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $266441174.39
- **C.18.a - Value (excl. sponsor support):** $266441174.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.425001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV40, C.4 - ISIN: US3133ERV409, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $351670988.43
- **C.18.a - Value (excl. sponsor support):** $351670988.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $341007914.72
- **C.18.a - Value (excl. sponsor support):** $341007914.72
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33653713.62
- **C.18.a - Value (excl. sponsor support):** $33653713.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.510001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237943686.46
- **C.18.a - Value (excl. sponsor support):** $237943686.46
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158584239.02
- **C.18.a - Value (excl. sponsor support):** $158584239.02
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZP9, C.4 - ISIN: US3133ERZP90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $320919472.98
- **C.18.a - Value (excl. sponsor support):** $320919472.98
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $379121892.37
- **C.18.a - Value (excl. sponsor support):** $379121892.37
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETER4, C.4 - ISIN: US3133ETER42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1007520854.21
- **C.18.a - Value (excl. sponsor support):** $1007520854.21
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFE2, C.4 - ISIN: US3133ETFE20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $437655588.37
- **C.18.a - Value (excl. sponsor support):** $437655588.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-29
- **C.13 - Final Legal Maturity Date:** 2027-04-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFM4, C.4 - ISIN: US3133ETFM46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $325538728.39
- **C.18.a - Value (excl. sponsor support):** $325538728.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFT9, C.4 - ISIN: US3133ETFT98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $480000182.40
- **C.18.a - Value (excl. sponsor support):** $480000182.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $386511295.11
- **C.18.a - Value (excl. sponsor support):** $386511295.11
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGQ4, C.4 - ISIN: US3133ETGQ41, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81285442.38
- **C.18.a - Value (excl. sponsor support):** $81285442.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BANKS FUNDING CORPORATION

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 4.434998%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $267777049.39
- **C.18.a - Value (excl. sponsor support):** $267777049.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK SYSTEM

- **C.1 - Title:** FEDERAL HOME LOAN BANK SYSTEM 4.430002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: N.A.
- **C.18 - Value (incl. sponsor support):** $138729741.96
- **C.18.a - Value (excl. sponsor support):** $138729741.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $404816915.81
- **C.18.a - Value (excl. sponsor support):** $404816915.81
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $229833113.60
- **C.18.a - Value (excl. sponsor support):** $229833113.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $157734547.70
- **C.18.a - Value (excl. sponsor support):** $157734547.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.444999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2048265467.71
- **C.18.a - Value (excl. sponsor support):** $2048265467.71
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $125286594.42
- **C.18.a - Value (excl. sponsor support):** $125286594.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.465001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $988301647.53
- **C.18.a - Value (excl. sponsor support):** $988301647.53
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.470001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $864311363.32
- **C.18.a - Value (excl. sponsor support):** $864311363.32
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570171938, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 570171938
- **C.18 - Value (incl. sponsor support):** $398430000.00
- **C.18.a - Value (excl. sponsor support):** $398430000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $398430000.00      | $406398600.00      | U.S. Treasuries (including strips) |

### Security 83: THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY

- **C.1 - Title:** THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570171940, C.3 - LEI: 1DU7IM20QESYGDO4HO54, C.5 - Other ID: 570171940
- **C.18 - Value (incl. sponsor support):** $273750000.00
- **C.18.a - Value (excl. sponsor support):** $273750000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $273750000.00      | $279225000.00      | U.S. Treasuries (including strips) |

### Security 84: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173600, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173600
- **C.18 - Value (incl. sponsor support):** $209558823.54
- **C.18.a - Value (excl. sponsor support):** $209558823.54
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $209558823.50      | $213750000.00      | U.S. Treasuries (including strips) |

### Security 85: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173606, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173606
- **C.18 - Value (incl. sponsor support):** $94117647.06
- **C.18.a - Value (excl. sponsor support):** $94117647.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $94117647.06       | $96000000.00       | U.S. Treasuries (including strips) |

### Security 86: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173608, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173608
- **C.18 - Value (incl. sponsor support):** $151960784.30
- **C.18.a - Value (excl. sponsor support):** $151960784.30
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $151960784.30      | $155000000.00      | U.S. Treasuries (including strips) |

### Security 87: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173670, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173670
- **C.18 - Value (incl. sponsor support):** $171541666.68
- **C.18.a - Value (excl. sponsor support):** $171541666.68
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $171541666.70      | $174972500.00      | U.S. Treasuries (including strips) |

### Security 88: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173672, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173672
- **C.18 - Value (incl. sponsor support):** $222985294.12
- **C.18.a - Value (excl. sponsor support):** $222985294.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $222985294.10      | $227445000.00      | U.S. Treasuries (including strips) |

### Security 89: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570173674, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: 570173674
- **C.18 - Value (incl. sponsor support):** $214863970.58
- **C.18.a - Value (excl. sponsor support):** $214863970.58
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $214863970.60      | $219161250.00      | U.S. Treasuries (including strips) |

### Security 90: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174380, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174380
- **C.18 - Value (incl. sponsor support):** $20531250.00
- **C.18.a - Value (excl. sponsor support):** $20531250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $20531250.00       | $20941875.00       | U.S. Treasuries (including strips) |

### Security 91: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174385, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174385
- **C.18 - Value (incl. sponsor support):** $29750000.00
- **C.18.a - Value (excl. sponsor support):** $29750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 0.0000%  | 0.0000% | $29750000.00       | $30345000.00       | U.S. Treasuries (including strips) |

### Security 92: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174390, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174390
- **C.18 - Value (incl. sponsor support):** $5163750.00
- **C.18.a - Value (excl. sponsor support):** $5163750.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5163750.00        | $5267025.00        | U.S. Treasuries (including strips) |

### Security 93: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174394, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174394
- **C.18 - Value (incl. sponsor support):** $14535000.00
- **C.18.a - Value (excl. sponsor support):** $14535000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $14535000.00       | $14825700.00       | U.S. Treasuries (including strips) |

### Security 94: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174399, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174399
- **C.18 - Value (incl. sponsor support):** $22668750.00
- **C.18.a - Value (excl. sponsor support):** $22668750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $22668750.00       | $23122125.00       | U.S. Treasuries (including strips) |

### Security 95: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174408, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174408
- **C.18 - Value (incl. sponsor support):** $29181250.00
- **C.18.a - Value (excl. sponsor support):** $29181250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 0.0000%  | 0.0000% | $29181250.00       | $29764875.00       | U.S. Treasuries (including strips) |

### Security 96: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174412, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174412
- **C.18 - Value (incl. sponsor support):** $17712500.00
- **C.18.a - Value (excl. sponsor support):** $17712500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $17712500.00       | $18066750.00       | U.S. Treasuries (including strips) |

### Security 97: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174416, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174416
- **C.18 - Value (incl. sponsor support):** $19862500.00
- **C.18.a - Value (excl. sponsor support):** $19862500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 0.0000%  | 0.0000% | $19862500.00       | $20259750.00       | U.S. Treasuries (including strips) |

### Security 98: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174420, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174420
- **C.18 - Value (incl. sponsor support):** $6656250.00
- **C.18.a - Value (excl. sponsor support):** $6656250.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $6656250.00        | $6789375.00        | U.S. Treasuries (including strips) |

### Security 99: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174427, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174427
- **C.18 - Value (incl. sponsor support):** $38875000.00
- **C.18.a - Value (excl. sponsor support):** $38875000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 0.0000%  | 0.0000% | $38875000.00       | $39652500.00       | U.S. Treasuries (including strips) |

### Security 100: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174431, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174431
- **C.18 - Value (incl. sponsor support):** $27625000.00
- **C.18.a - Value (excl. sponsor support):** $27625000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $27625000.00       | $28177500.00       | U.S. Treasuries (including strips) |

### Security 101: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174439, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174439
- **C.18 - Value (incl. sponsor support):** $39000000.00
- **C.18.a - Value (excl. sponsor support):** $39000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $39000000.00       | $39780000.00       | U.S. Treasuries (including strips) |

### Security 102: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174442, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174442
- **C.18 - Value (incl. sponsor support):** $13756250.00
- **C.18.a - Value (excl. sponsor support):** $13756250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $13756250.00       | $14031375.00       | U.S. Treasuries (including strips) |

### Security 103: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174447, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174447
- **C.18 - Value (incl. sponsor support):** $162562500.00
- **C.18.a - Value (excl. sponsor support):** $162562500.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $162562500.00      | $165813750.00      | U.S. Treasuries (including strips) |

### Security 104: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174450, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174450
- **C.18 - Value (incl. sponsor support):** $5387500.00
- **C.18.a - Value (excl. sponsor support):** $5387500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $5387500.00        | $5495250.00        | U.S. Treasuries (including strips) |

### Security 105: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174454, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174454
- **C.18 - Value (incl. sponsor support):** $77187500.00
- **C.18.a - Value (excl. sponsor support):** $77187500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 0.0000%  | 0.0000% | $77187500.00       | $78731250.00       | U.S. Treasuries (including strips) |

### Security 106: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174459, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174459
- **C.18 - Value (incl. sponsor support):** $14437500.00
- **C.18.a - Value (excl. sponsor support):** $14437500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $14437500.00       | $14726250.00       | U.S. Treasuries (including strips) |

### Security 107: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174466, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174466
- **C.18 - Value (incl. sponsor support):** $12562500.00
- **C.18.a - Value (excl. sponsor support):** $12562500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.0000%  | 0.0000% | $12562500.00       | $12813750.00       | U.S. Treasuries (including strips) |

### Security 108: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174479, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174479
- **C.18 - Value (incl. sponsor support):** $38125000.00
- **C.18.a - Value (excl. sponsor support):** $38125000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $38125000.00       | $38887500.00       | U.S. Treasuries (including strips) |

### Security 109: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174486, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174486
- **C.18 - Value (incl. sponsor support):** $17955000.00
- **C.18.a - Value (excl. sponsor support):** $17955000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $17955000.00       | $18314100.00       | U.S. Treasuries (including strips) |

### Security 110: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174498, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174498
- **C.18 - Value (incl. sponsor support):** $22125000.00
- **C.18.a - Value (excl. sponsor support):** $22125000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $22125000.00       | $22567500.00       | U.S. Treasuries (including strips) |

### Security 111: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174502, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174502
- **C.18 - Value (incl. sponsor support):** $39025000.00
- **C.18.a - Value (excl. sponsor support):** $39025000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-11-15      | 0.0000%  | 0.0000% | $39025000.00       | $39805500.00       | U.S. Treasuries (including strips) |

### Security 112: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174505, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174505
- **C.18 - Value (incl. sponsor support):** $31392500.00
- **C.18.a - Value (excl. sponsor support):** $31392500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $31392500.00       | $32020350.00       | U.S. Treasuries (including strips) |

### Security 113: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174510, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174510
- **C.18 - Value (incl. sponsor support):** $26325000.00
- **C.18.a - Value (excl. sponsor support):** $26325000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $26325000.00       | $26851500.00       | U.S. Treasuries (including strips) |

### Security 114: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174514, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174514
- **C.18 - Value (incl. sponsor support):** $17036250.00
- **C.18.a - Value (excl. sponsor support):** $17036250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $17036250.00       | $17376975.00       | U.S. Treasuries (including strips) |

### Security 115: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174526, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174526
- **C.18 - Value (incl. sponsor support):** $49560000.00
- **C.18.a - Value (excl. sponsor support):** $49560000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $49560000.00       | $50551200.00       | U.S. Treasuries (including strips) |

### Security 116: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174531, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174531
- **C.18 - Value (incl. sponsor support):** $31093750.00
- **C.18.a - Value (excl. sponsor support):** $31093750.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 0.0000%  | 0.0000% | $31093750.00       | $31715625.00       | U.S. Treasuries (including strips) |

### Security 117: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174536, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174536
- **C.18 - Value (incl. sponsor support):** $12337500.00
- **C.18.a - Value (excl. sponsor support):** $12337500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 0.0000%  | 0.0000% | $12337500.00       | $12584250.00       | U.S. Treasuries (including strips) |

### Security 118: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174540, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174540
- **C.18 - Value (incl. sponsor support):** $17062500.00
- **C.18.a - Value (excl. sponsor support):** $17062500.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $17062500.00       | $17403750.00       | U.S. Treasuries (including strips) |

### Security 119: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174543, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174543
- **C.18 - Value (incl. sponsor support):** $25181250.00
- **C.18.a - Value (excl. sponsor support):** $25181250.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 0.0000%  | 0.0000% | $25181250.00       | $25684875.00       | U.S. Treasuries (including strips) |

### Security 120: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174552, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174552
- **C.18 - Value (incl. sponsor support):** $41325000.00
- **C.18.a - Value (excl. sponsor support):** $41325000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $41325000.00       | $42151500.00       | U.S. Treasuries (including strips) |

### Security 121: PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)

- **C.1 - Title:** PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 570174562, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: 570174562
- **C.18 - Value (incl. sponsor support):** $24000000.00
- **C.18.a - Value (excl. sponsor support):** $24000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 0.0000%  | 0.0000% | $24000000.00       | $24480000.00       | U.S. Treasuries (including strips) |

### Security 122: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903532E6, C.4 - ISIN: US6903532E65, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3365384.55
- **C.18.a - Value (excl. sponsor support):** $3365384.55
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533X3, C.4 - ISIN: US6903533X38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3045568.42
- **C.18.a - Value (excl. sponsor support):** $3045568.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2038-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534F1, C.4 - ISIN: US6903534F13, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8928569.82
- **C.18.a - Value (excl. sponsor support):** $8928569.82
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1894737.14
- **C.18.a - Value (excl. sponsor support):** $1894737.14
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7245000.00
- **C.18.a - Value (excl. sponsor support):** $7245000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $22000000.42
- **C.18.a - Value (excl. sponsor support):** $22000000.42
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535F0, C.4 - ISIN: US6903535F04, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4374999.32
- **C.18.a - Value (excl. sponsor support):** $4374999.32
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 130: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535K9, C.4 - ISIN: US6903535K98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4999999.11
- **C.18.a - Value (excl. sponsor support):** $4999999.11
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2027-09-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535N3, C.4 - ISIN: US6903535N38, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4497560.95
- **C.18.a - Value (excl. sponsor support):** $4497560.95
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535X1, C.4 - ISIN: US6903535X10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3374999.99
- **C.18.a - Value (excl. sponsor support):** $3374999.99
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903535Z6, C.4 - ISIN: US6903535Z67, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3968000.00
- **C.18.a - Value (excl. sponsor support):** $3968000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 134: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536A0, C.4 - ISIN: US6903536A08, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3912500.00
- **C.18.a - Value (excl. sponsor support):** $3912500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536S1, C.4 - ISIN: US6903536S16, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11904000.00
- **C.18.a - Value (excl. sponsor support):** $11904000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2035-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536T9, C.4 - ISIN: US6903536T98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $10172500.00
- **C.18.a - Value (excl. sponsor support):** $10172500.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2035-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537A9, C.4 - ISIN: US6903537A98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18837210.84
- **C.18.a - Value (excl. sponsor support):** $18837210.84
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-12-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 138: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537F8, C.4 - ISIN: US6903537F85, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8333333.10
- **C.18.a - Value (excl. sponsor support):** $8333333.10
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8500000.16
- **C.18.a - Value (excl. sponsor support):** $8500000.16
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A31, C.4 - ISIN: US690353A310, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4664600.01
- **C.18.a - Value (excl. sponsor support):** $4664600.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353A49, C.4 - ISIN: US690353A492, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11464800.02
- **C.18.a - Value (excl. sponsor support):** $11464800.02
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C39, C.4 - ISIN: US690353C399, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7868000.01
- **C.18.a - Value (excl. sponsor support):** $7868000.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 143: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353C96, C.4 - ISIN: US690353C969, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $26456603.77
- **C.18.a - Value (excl. sponsor support):** $26456603.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2030-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $26768954.73
- **C.18.a - Value (excl. sponsor support):** $26768954.73
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353J57, C.4 - ISIN: US690353J576, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3211408.21
- **C.18.a - Value (excl. sponsor support):** $3211408.21
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L21, C.4 - ISIN: US690353L218, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18401134.70
- **C.18.a - Value (excl. sponsor support):** $18401134.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353L62, C.4 - ISIN: US690353L622, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2930117.07
- **C.18.a - Value (excl. sponsor support):** $2930117.07
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 148: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353M46, C.4 - ISIN: US690353M463, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2461298.27
- **C.18.a - Value (excl. sponsor support):** $2461298.27
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353N52, C.4 - ISIN: US690353N529, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $8790350.97
- **C.18.a - Value (excl. sponsor support):** $8790350.97
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q59, C.4 - ISIN: US690353Q597, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $24253384.60
- **C.18.a - Value (excl. sponsor support):** $24253384.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q67, C.4 - ISIN: US690353Q670, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3192069.44
- **C.18.a - Value (excl. sponsor support):** $3192069.44
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2033-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Q75, C.4 - ISIN: US690353Q753, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6934400.00
- **C.18.a - Value (excl. sponsor support):** $6934400.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353T72, C.4 - ISIN: US690353T724, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7538460.78
- **C.18.a - Value (excl. sponsor support):** $7538460.78
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353V46, C.4 - ISIN: US690353V464, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $6894775.00
- **C.18.a - Value (excl. sponsor support):** $6894775.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $19750000.00
- **C.18.a - Value (excl. sponsor support):** $19750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W37, C.4 - ISIN: US690353W371, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3350000.00
- **C.18.a - Value (excl. sponsor support):** $3350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353W94, C.4 - ISIN: US690353W942, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4223680.00
- **C.18.a - Value (excl. sponsor support):** $4223680.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XQ5, C.4 - ISIN: US690353XQ53, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3250979.56
- **C.18.a - Value (excl. sponsor support):** $3250979.56
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-04
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.500001%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353Z83, C.4 - ISIN: US690353Z838, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3650175.00
- **C.18.a - Value (excl. sponsor support):** $3650175.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2040-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.589999%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353ZP5, C.4 - ISIN: US690353ZP52, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7137400.01
- **C.18.a - Value (excl. sponsor support):** $7137400.01
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2031-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 4.580002%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $18500000.99
- **C.18.a - Value (excl. sponsor support):** $18500000.99
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHP9, C.4 - ISIN: US90376PHP99, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3452070.62
- **C.18.a - Value (excl. sponsor support):** $3452070.62
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHQ7, C.4 - ISIN: US90376PHQ72, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2404120.61
- **C.18.a - Value (excl. sponsor support):** $2404120.61
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHS3, C.4 - ISIN: US90376PHS39, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2771391.36
- **C.18.a - Value (excl. sponsor support):** $2771391.36
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION

- **C.1 - Title:** U.S. INTERNATIONAL DEVELOPMENT FINANCE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 90376PHT1, C.4 - ISIN: US90376PHT12, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $534980.48
- **C.18.a - Value (excl. sponsor support):** $534980.48
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $730703352.63
- **C.18.a - Value (excl. sponsor support):** $730703352.63
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $520153157.84
- **C.18.a - Value (excl. sponsor support):** $520153157.84
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3491809389.15
- **C.18.a - Value (excl. sponsor support):** $3491809389.15
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2556234555.85
- **C.18.a - Value (excl. sponsor support):** $2556234555.85
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2861674151.88
- **C.18.a - Value (excl. sponsor support):** $2861674151.88
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1404880881.16
- **C.18.a - Value (excl. sponsor support):** $1404880881.16
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PP6, C.4 - ISIN: US912797PP64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4052414109.03
- **C.18.a - Value (excl. sponsor support):** $4052414109.03
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PQ4, C.4 - ISIN: US912797PQ48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3590321242.22
- **C.18.a - Value (excl. sponsor support):** $3590321242.22
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1644491996.45
- **C.18.a - Value (excl. sponsor support):** $1644491996.45
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $380806886.86
- **C.18.a - Value (excl. sponsor support):** $380806886.86
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1514472263.34
- **C.18.a - Value (excl. sponsor support):** $1514472263.34
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3170519195.59
- **C.18.a - Value (excl. sponsor support):** $3170519195.59
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1237905404.40
- **C.18.a - Value (excl. sponsor support):** $1237905404.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QH3, C.4 - ISIN: US912797QH30, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1510430989.71
- **C.18.a - Value (excl. sponsor support):** $1510430989.71
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QJ9, C.4 - ISIN: US912797QJ95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $815616966.44
- **C.18.a - Value (excl. sponsor support):** $815616966.44
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QK6, C.4 - ISIN: US912797QK68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7033510371.71
- **C.18.a - Value (excl. sponsor support):** $7033510371.71
- **C.19 - Percentage of Net Assets:** 2.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QL4, C.4 - ISIN: US912797QL42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6568679232.13
- **C.18.a - Value (excl. sponsor support):** $6568679232.13
- **C.19 - Percentage of Net Assets:** 2.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QM2, C.4 - ISIN: US912797QM25, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6640843698.91
- **C.18.a - Value (excl. sponsor support):** $6640843698.91
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1249562489.87
- **C.18.a - Value (excl. sponsor support):** $1249562489.87
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $53552890.54
- **C.18.a - Value (excl. sponsor support):** $53552890.54
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $780202159.22
- **C.18.a - Value (excl. sponsor support):** $780202159.22
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QT7, C.4 - ISIN: US912797QT77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3625744572.02
- **C.18.a - Value (excl. sponsor support):** $3625744572.02
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QU4, C.4 - ISIN: US912797QU41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $866364537.81
- **C.18.a - Value (excl. sponsor support):** $866364537.81
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4270647300.42
- **C.18.a - Value (excl. sponsor support):** $4270647300.42
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QW0, C.4 - ISIN: US912797QW07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6029954408.56
- **C.18.a - Value (excl. sponsor support):** $6029954408.56
- **C.19 - Percentage of Net Assets:** 2.4600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 2.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828K74, C.4 - ISIN: US912828K742, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $971547922.20
- **C.18.a - Value (excl. sponsor support):** $971547922.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $521359723.00
- **C.18.a - Value (excl. sponsor support):** $521359723.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $454355942.56
- **C.18.a - Value (excl. sponsor support):** $454355942.56
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $572759086.30
- **C.18.a - Value (excl. sponsor support):** $572759086.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $510570020.60
- **C.18.a - Value (excl. sponsor support):** $510570020.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195536198.30
- **C.18.a - Value (excl. sponsor support):** $195536198.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $110924356.39
- **C.18.a - Value (excl. sponsor support):** $110924356.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $854513184.15
- **C.18.a - Value (excl. sponsor support):** $854513184.15
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $140865035.50
- **C.18.a - Value (excl. sponsor support):** $140865035.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.456922%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1197488691.66
- **C.18.a - Value (excl. sponsor support):** $1197488691.66
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.471265%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1039938836.43
- **C.18.a - Value (excl. sponsor support):** $1039938836.43
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $122612942.33
- **C.18.a - Value (excl. sponsor support):** $122612942.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1509680381.94
- **C.18.a - Value (excl. sponsor support):** $1509680381.94
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.546264%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7740240067.79
- **C.18.a - Value (excl. sponsor support):** $7740240067.79
- **C.19 - Percentage of Net Assets:** 3.1600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $133548707.02
- **C.18.a - Value (excl. sponsor support):** $133548707.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $280985343.10
- **C.18.a - Value (excl. sponsor support):** $280985343.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1486857122.00
- **C.18.a - Value (excl. sponsor support):** $1486857122.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.483264%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $293488.34
- **C.18.a - Value (excl. sponsor support):** $293488.34
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.506264%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1956533806.04
- **C.18.a - Value (excl. sponsor support):** $1956533806.04
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: UNITED STATES DEPARTMENT OF THE TREASURY

- **C.1 - Title:** UNITED STATES DEPARTMENT OF THE TREASURY 4.507254%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2928195702.21
- **C.18.a - Value (excl. sponsor support):** $2928195702.21
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR053BE7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR053BE7779156BAN
- **C.18 - Value (incl. sponsor support):** $494000000.00
- **C.18.a - Value (excl. sponsor support):** $494000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2031-11-01      | 2.5000%  | 0.0000% | $93587115.00       | $15188335.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $19030000.00       | $14117953.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $20066000.00       | $16726620.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $16637000.00       | $15596945.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $16635231.00       | $15920182.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.0000%  | 0.0000% | $29600000.00       | $15409519.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | 0.0000% | $20100000.00       | $16757056.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $14639993.00       | $14114621.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $17823603.00       | $16819423.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $29197289.00       | $16148453.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $15378166.00       | $14801102.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 4.0000%  | 0.0000% | $75038301.00       | $14844756.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.0000%  | 0.0000% | $51309279.00       | $10274565.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $17255116.00       | $16599991.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $15778646.00       | $15289541.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $15772723.00       | $15593456.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $16281133.00       | $16577553.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $15428520.00       | $15648937.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $15824325.00       | $15732711.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-03-01      | 2.5000%  | 0.0000% | $77807555.00       | $14656247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $22500000.00       | $14954826.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $15007128.00       | $14536272.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $14570452.00       | $14196515.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $18500000.00       | $15406375.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $15571868.00       | $14217906.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | 0.0000% | $17328504.00       | $14111197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $22758803.00       | $14335053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-01-01      | 2.0000%  | 0.0000% | $80287398.00       | $16255185.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $25650000.00       | $14825828.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | 0.0000% | $9375976.00        | $6024056.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $18584000.00       | $15773882.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $16618404.00       | $15892963.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $15569796.00       | $15467791.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $16006686.00       | $16004182.00       | Agency Mortgage-Backed Securities |

### Security 212: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.340002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBB, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBB7791562HS
- **C.18 - Value (incl. sponsor support):** $3210000000.00
- **C.18.a - Value (excl. sponsor support):** $3210000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION        | 2031-03-01      | 8.0000%   | 0.0000% | $1977584.00        | $29843.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.0000%   | 0.0000% | $3000000.00        | $76346.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-11-01      | 6.5000%   | 0.0000% | $1966510.00        | $86044.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 5.5000%   | 0.0000% | $4052270.00        | $39256.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 5.0000%   | 0.0000% | $1700000.00        | $122876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 4.5000%   | 0.0000% | $875000.00         | $107290.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-07-01      | 4.0000%   | 0.0000% | $344256.00         | $31864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 3.5000%   | 0.0000% | $240000.00         | $34893.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 4.0000%   | 0.0000% | $66914944.00       | $7503950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-04      | 0.0000%   | 0.0000% | $3846000.00        | $3607583.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-10-24      | 4.1000%   | 0.0000% | $5670000.00        | $5387413.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-03-19      | 2.5900%   | 0.0000% | $5070000.00        | $3704741.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-05-14      | 1.6000%   | 0.0000% | $10000000.00       | $8142549.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-06-18      | 1.7800%   | 0.0000% | $2225000.00        | $1696487.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2045-09-25      | 2.0800%   | 0.0000% | $2000000.00        | $1181829.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-10-30      | 1.7000%   | 0.0000% | $2300000.00        | $1699743.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-05      | 1.8000%   | 0.0000% | $8445000.00        | $6277042.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-11-10      | 1.8700%   | 0.0000% | $6945000.00        | $5052098.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-25      | 2.0000%   | 0.0000% | $2035000.00        | $1552709.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-05-26      | 96.3600%  | 0.0000% | $5150000.00        | $4965396.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2043-03-10      | 98.3950%  | 0.0000% | $5000000.00        | $4985291.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-30      | 100.3150% | 0.0000% | $445000.00         | $453820.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2026-09-04      | 3.6250%   | 0.0000% | $285000.00         | $285806.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 4.5000%   | 0.0000% | $12574040.00       | $431407.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-01-01      | 3.5000%   | 0.0000% | $1559558.00        | $204819.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-01-01      | 4.0000%   | 0.0000% | $21814048.00       | $3058950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.0000%   | 0.0000% | $3500000.00        | $653644.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-07-01      | 3.5000%   | 0.0000% | $250000.00         | $41818.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%   | 0.0000% | $2000000.00        | $481251.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%   | 0.0000% | $43370000.00       | $8762599.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%   | 0.0000% | $600000.00         | $171260.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-11-01      | 4.0000%   | 0.0000% | $6700000.00        | $302344.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 4.0000%   | 0.0000% | $1000000.00        | $130754.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-08-01      | 3.5000%   | 0.0000% | $10000000.00       | $302328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 4.0000%   | 0.0000% | $640000.00         | $116893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%   | 0.0000% | $49700000.00       | $693890.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-11-01      | 3.5000%   | 0.0000% | $41759488.00       | $5297678.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-04-01      | 3.5000%   | 0.0000% | $6000000.00        | $1179156.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.0000%   | 0.0000% | $29556672.00       | $3440295.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 2.5000%   | 0.0000% | $1000000.00        | $184529.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 3.0000%   | 0.0000% | $1175000.00        | $252127.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 3.5000%   | 0.0000% | $785000.00         | $90046.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.0000%   | 0.0000% | $7372992.00        | $1022523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-09-01      | 3.5000%   | 0.0000% | $50215000.00       | $6017021.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%   | 0.0000% | $63850000.00       | $7932677.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 6.0000%   | 0.0000% | $2927912.00        | $451830.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%   | 0.0000% | $17727000.00       | $3149920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%   | 0.0000% | $9439424.00        | $684619.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-06-01      | 3.5000%   | 0.0000% | $230000.00         | $121168.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-03-01      | 4.0000%   | 0.0000% | $800000.00         | $240084.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-04-01      | 3.0000%   | 0.0000% | $3158152.00        | $2912262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 2.5000%   | 0.0000% | $14000.00          | $9745.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-09-01      | 5.5000%   | 0.0000% | $15001.00          | $11483.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-11-01      | 5.5000%   | 0.0000% | $23286976.00       | $20015167.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.0000%   | 0.0000% | $8700000.00        | $5397716.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%   | 0.0000% | $87780.00          | $25480.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%   | 0.0000% | $1400000.00        | $823873.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 2.0000%   | 0.0000% | $90000.00          | $49906.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.5000%   | 0.0000% | $10000.00          | $5235.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%   | 0.0000% | $801000.00         | $622350.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%   | 0.0000% | $2346000.00        | $1491749.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $61000.00          | $43687.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%   | 0.0000% | $35590016.00       | $27062796.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%   | 0.0000% | $200000.00         | $139413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $608000.00         | $471253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%   | 0.0000% | $1079724.00        | $814224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $2648528.00        | $2045075.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%   | 0.0000% | $80981.00          | $63244.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%   | 0.0000% | $754032.00         | $515484.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%   | 0.0000% | $1776000.00        | $1356169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%   | 0.0000% | $4000000.00        | $3039248.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%   | 0.0000% | $5105560.00        | $3785857.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%   | 0.0000% | $218000.00         | $170796.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 4.5000%   | 0.0000% | $1240556.00        | $1002618.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%   | 0.0000% | $740000.00         | $481993.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $160000.00         | $133096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%   | 0.0000% | $100000.00         | $69102.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%   | 0.0000% | $545000.00         | $468196.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $374065.00         | $281799.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $125000.00         | $108415.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%   | 0.0000% | $20960768.00       | $14337367.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%   | 0.0000% | $5732000.00        | $4911769.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $48876.00          | $39537.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%   | 0.0000% | $8040896.00        | $6522605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $60831232.00       | $58258106.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%   | 0.0000% | $25733536.00       | $25124017.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%   | 0.0000% | $3840000.00        | $3622796.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.0000%   | 0.0000% | $38762.00          | $28676.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%   | 0.0000% | $1500000.00        | $1397859.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%   | 0.0000% | $15112020.00       | $12864742.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%   | 0.0000% | $143000.00         | $51595.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%   | 0.0000% | $937000.00         | $346842.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%   | 0.0000% | $72160896.00       | $27216937.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.5000%   | 0.0000% | $200000.00         | $100113.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.0000%   | 0.0000% | $60890160.00       | $46519636.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%   | 0.0000% | $390000.00         | $204420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.5000%   | 0.0000% | $1400000.00        | $562337.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.5000%   | 0.0000% | $19000.00          | $11008.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%   | 0.0000% | $6550000.00        | $3346334.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%   | 0.0000% | $5403968.00        | $3416965.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%   | 0.0000% | $352000.00         | $224758.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.0000%   | 0.0000% | $685000.00         | $424514.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%   | 0.0000% | $2698584.00        | $2020079.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%   | 0.0000% | $7115000.00        | $4718315.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%   | 0.0000% | $57000.00          | $37800.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.0000%   | 0.0000% | $86001.00          | $56752.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.0000%   | 0.0000% | $55000.00          | $36530.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%   | 0.0000% | $36000.00          | $27864.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%   | 0.0000% | $56000.00          | $44277.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $9000.00           | $7131.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.5000%   | 0.0000% | $24000.00          | $17133.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.5000%   | 0.0000% | $35994.00          | $27580.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%   | 0.0000% | $8000.00           | $6640.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%   | 0.0000% | $2519000.00        | $2144941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.5000%   | 0.0000% | $467000.00         | $402524.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 5.5000%   | 0.0000% | $2135904.00        | $1835511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%   | 0.0000% | $5296128.00        | $4346594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%   | 0.0000% | $62000.00          | $42689.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%   | 0.0000% | $22611392.00       | $18812982.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%   | 0.0000% | $6036640.00        | $5162429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%   | 0.0000% | $6070264.00        | $5040466.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-05-01      | 3.5000%   | 0.0000% | $14758980.00       | $2151725.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 4.0000%   | 0.0000% | $300000.00         | $34666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-01      | 2.5000%   | 0.0000% | $254545.00         | $28786.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-06-01      | 4.0000%   | 0.0000% | $2289628.00        | $578391.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-10-01      | 4.0000%   | 0.0000% | $18330860.00       | $3034587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.0000%   | 0.0000% | $14461504.00       | $2941590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 3.5000%   | 0.0000% | $26130048.00       | $8325722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%   | 0.0000% | $9400540.00        | $2905530.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%   | 0.0000% | $12037.00          | $6606.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%   | 0.0000% | $217000000.00      | $32883204.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.0000%   | 0.0000% | $256536.00         | $101990.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 4.0000%   | 0.0000% | $1115000.00        | $239038.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 4.5000%   | 0.0000% | $1357206.00        | $652816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $400000.00         | $268991.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%   | 0.0000% | $4107000.00        | $2654913.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%   | 0.0000% | $22740544.00       | $15282997.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%   | 0.0000% | $10000000.00       | $6807769.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%   | 0.0000% | $15346048.00       | $10627955.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.5000%   | 0.0000% | $1954862.00        | $1501774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%   | 0.0000% | $780000.00         | $489921.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%   | 0.0000% | $8000.00           | $6051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.5000%   | 0.0000% | $1055206.00        | $789262.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%   | 0.0000% | $5055940.00        | $4676884.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%   | 0.0000% | $14473088.00       | $13026112.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%   | 0.0000% | $7488000.00        | $5350623.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $1581470.00        | $1488639.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $3910204.00        | $3045070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%   | 0.0000% | $3121000.00        | $2141751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%   | 0.0000% | $3492520.00        | $2916392.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%   | 0.0000% | $27407640.00       | $23096893.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%   | 0.0000% | $3882164.00        | $2983844.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%   | 0.0000% | $1762778.00        | $1298439.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%   | 0.0000% | $15542256.00       | $13076718.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%   | 0.0000% | $4852272.00        | $3514112.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%   | 0.0000% | $1425138.00        | $1165239.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%   | 0.0000% | $4742392.00        | $3063673.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%   | 0.0000% | $2201828.00        | $2086133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%   | 0.0000% | $779799.00         | $606919.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%   | 0.0000% | $5326872.00        | $5063909.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.0000%   | 0.0000% | $2008700.00        | $1904984.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%   | 0.0000% | $597330.00         | $551158.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%   | 0.0000% | $393874.00         | $361181.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%   | 0.0000% | $7306424.00        | $6562247.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%   | 0.0000% | $6215592.00        | $5093157.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%   | 0.0000% | $5435464.00        | $4646383.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%   | 0.0000% | $7984984.00        | $8067191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.0000%   | 0.0000% | $3872476.00        | $2995114.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%   | 0.0000% | $1429976.00        | $989994.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%   | 0.0000% | $3080516.00        | $1950743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%   | 0.0000% | $1209100.00        | $976165.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%   | 0.0000% | $4482656.00        | $3375169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%   | 0.0000% | $4577352.00        | $3101585.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $4734720.00        | $3895027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $3949264.00        | $3770194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%   | 0.0000% | $2324884.00        | $1926724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.5000%   | 0.0000% | $2108556.00        | $1978410.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $9162576.00        | $8852929.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%   | 0.0000% | $4115928.00        | $3528033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%   | 0.0000% | $3332640.00        | $2961649.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%   | 0.0000% | $1263980.00        | $1076937.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%   | 0.0000% | $1231840.00        | $1269431.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.5000%   | 0.0000% | $2207924.00        | $2057089.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $143000.00         | $118128.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%   | 0.0000% | $10025472.00       | $9573304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $5050776.00        | $4875659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $3138184.00        | $2724688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $7994056.00        | $6278102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $1006148.00        | $1051874.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%   | 0.0000% | $1290108.00        | $1204443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%   | 0.0000% | $1504558.00        | $1403339.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%   | 0.0000% | $1092270.00        | $923172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%   | 0.0000% | $4254248.00        | $3511702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.0000%   | 0.0000% | $1123734.00        | $1099024.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%   | 0.0000% | $1684950.00        | $1678974.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%   | 0.0000% | $1021790.00        | $924663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%   | 0.0000% | $1268388.00        | $1152654.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $5206816.00        | $4082280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $1646300.00        | $1666939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $4443432.00        | $4027334.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%   | 0.0000% | $3014664.00        | $3156445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%   | 0.0000% | $3064110.00        | $3169521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%   | 0.0000% | $8937320.00        | $8490387.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%   | 0.0000% | $3008104.00        | $3134442.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $1184028.00        | $1196593.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%   | 0.0000% | $6911760.00        | $6827190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%   | 0.0000% | $6058792.00        | $5461048.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%   | 0.0000% | $7776856.00        | $7896799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%   | 0.0000% | $2672970.00        | $2831708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-03-02      | 3.5400%   | 0.0000% | $882000.00         | $762880.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-10-07      | 3.6100%   | 0.0000% | $1900000.00        | $1695586.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-19      | 2.8300%   | 0.0000% | $5107000.00        | $4304999.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%   | 0.0000% | $2982000.00        | $2671974.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-05-17      | 3.5600%   | 0.0000% | $887000.00         | $834927.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2039-06-03      | 3.4900%   | 0.0000% | $3000000.00        | $2528953.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-09-10      | 1.7300%   | 0.0000% | $2628000.00        | $1968560.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-05-28      | 1.4000%   | 0.0000% | $8825000.00        | $7738491.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2035-03-12      | 2.2300%   | 0.0000% | $3055000.00        | $2441540.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-07-30      | 1.9900%   | 0.0000% | $7250000.00        | $4785488.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-08-12      | 2.2200%   | 0.0000% | $1128000.00        | $869590.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2046-08-24      | 2.3500%   | 0.0000% | $3480000.00        | $2134920.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-09-16      | 2.4000%   | 0.0000% | $8686000.00        | $5930491.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%   | 0.0000% | $1500000.00        | $1008107.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-06-30      | 1.9400%   | 0.0000% | $5000000.00        | $4393742.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-10-14      | 2.3400%   | 0.0000% | $6136000.00        | $4729537.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-07-20      | 5.0600%   | 0.0000% | $15190000.00       | $14949014.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.4800%   | 0.0000% | $17694000.00       | $13822191.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%   | 0.0000% | $5973000.00        | $4575354.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%   | 0.0000% | $4941000.00        | $3998975.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-16      | 2.9200%   | 0.0000% | $37700000.00       | $28935362.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-30      | 2.5900%   | 0.0000% | $18750000.00       | $13244788.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-01-24      | 2.8200%   | 0.0000% | $6841000.00        | $4990852.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%   | 0.0000% | $2491000.00        | $2011393.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-03      | 2.9300%   | 0.0000% | $3969000.00        | $2947385.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-24      | 3.4400%   | 0.0000% | $10000000.00       | $7972653.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 3.0000%   | 0.0000% | $3846556.00        | $1372553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%   | 0.0000% | $1220000.00        | $609439.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%   | 0.0000% | $211000.00         | $97454.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%   | 0.0000% | $25983000.00       | $11779774.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%   | 0.0000% | $1390000.00        | $838189.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%   | 0.0000% | $132000.00         | $91715.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%   | 0.0000% | $300000.00         | $187161.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.0000%   | 0.0000% | $131750.00         | $83751.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%   | 0.0000% | $6103568.00        | $3946628.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%   | 0.0000% | $2177464.00        | $1624310.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%   | 0.0000% | $305000.00         | $221459.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $42000.00          | $29845.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%   | 0.0000% | $5401784.00        | $4038343.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $2833680.00        | $2215603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%   | 0.0000% | $10597472.00       | $8404801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $26006880.00       | $23218322.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%   | 0.0000% | $7962808.00        | $6524130.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-07-01      | 2.5000%   | 0.0000% | $221101.00         | $161283.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-06-01      | 3.0000%   | 0.0000% | $2100000.00        | $1478799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%   | 0.0000% | $6744152.00        | $4747249.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%   | 0.0000% | $224736.00         | $20662.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.5000%   | 0.0000% | $5000000.00        | $282285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 3.5000%   | 0.0000% | $1927000.00        | $1452976.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 7.0000%   | 0.0000% | $3377144.00        | $2748316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%   | 0.0000% | $5173060.00        | $5156363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%   | 0.0000% | $1529546.00        | $1406488.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%   | 0.0000% | $1572610.00        | $1511967.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%   | 0.0000% | $3765264.00        | $3424095.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%   | 0.0000% | $1404870.00        | $1445311.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%   | 0.0000% | $9482032.00        | $8978676.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%   | 0.0000% | $7071176.00        | $6695662.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%   | 0.0000% | $2780300.00        | $2532156.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%   | 0.0000% | $1175828.00        | $1203069.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 4.5000%   | 0.0000% | $319988.00         | $223196.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 4.5000%   | 0.0000% | $410413.00         | $258595.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-15      | 0.0000%   | 0.0000% | $740000.00         | $644498.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%   | 0.0000% | $71000.00          | $68596.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%   | 0.0000% | $70000.00          | $66372.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%   | 0.0000% | $1000000.00        | $780855.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-03-15      | 0.0000%   | 0.0000% | $162000.00         | $156515.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-09-15      | 0.0000%   | 0.0000% | $317000.00         | $300570.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-15      | 0.0000%   | 0.0000% | $162000.00         | $150498.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-09-15      | 0.0000%   | 0.0000% | $162000.00         | $147437.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-15      | 0.0000%   | 0.0000% | $1620000.00        | $1446153.00        | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2032-07-15      | 6.2500%   | 0.0000% | $348000.00         | $398282.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%   | 0.0000% | $108568000.00      | $78551662.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-07-15      | 0.0000%   | 0.0000% | $4386000.00        | $4360166.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-01-15      | 0.0000%   | 0.0000% | $34000.00          | $33088.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-07-15      | 0.0000%   | 0.0000% | $5253000.00        | $5002048.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-01-15      | 0.0000%   | 0.0000% | $2509000.00        | $2346886.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $3102792.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-15      | 0.0000%   | 0.0000% | $3517000.00        | $3160928.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $2981942.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-15      | 0.0000%   | 0.0000% | $3386000.00        | $2903414.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $2840190.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-01-15      | 0.0000%   | 0.0000% | $3386000.00        | $2780319.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $2725804.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-15      | 0.0000%   | 0.0000% | $3500000.00        | $2754031.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $2571383.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-15      | 0.0000%   | 0.0000% | $3386000.00        | $2514261.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%   | 0.0000% | $3386000.00        | $2458405.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%   | 0.0000% | $7763000.00        | $5363506.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.1500%   | 0.0000% | $24612000.00       | $16754815.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2035-08-17      | 1.5400%   | 0.0000% | $10000000.00       | $7358051.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-06-25      | 1.2500%   | 0.0000% | $25000000.00       | $21749324.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-08-28      | 4.0500%   | 0.0000% | $90000000.00       | $90823050.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-02-07      | 0.0000%   | 0.0000% | $551000.00         | $534793.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%   | 0.0000% | $100000.00         | $81269.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%   | 0.0000% | $2080000.00        | $1650992.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%   | 0.0000% | $2601000.00        | $1429517.00        | Agency Debentures and Agency Strips |
| Fannie Mae                                    | 2030-11-15      | 6.6250%   | 0.0000% | $920000.00         | $1035119.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-15      | 0.0000%   | 0.0000% | $79000.00          | $77375.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-15      | 0.0000%   | 0.0000% | $69000.00          | $66182.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-11-15      | 0.0000%   | 0.0000% | $69000.00          | $64985.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-05-15      | 0.0000%   | 0.0000% | $69000.00          | $63688.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-11-15      | 0.0000%   | 0.0000% | $69000.00          | $62466.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-05-15      | 0.0000%   | 0.0000% | $69000.00          | $61215.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-11-15      | 0.0000%   | 0.0000% | $69000.00          | $59626.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 0.0000%   | 0.0000% | $69000.00          | $58358.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-15      | 0.0000%   | 0.0000% | $69000.00          | $57136.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%   | 0.0000% | $69000.00          | $55940.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%   | 0.0000% | $72000.00          | $56311.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-15      | 0.0000%   | 0.0000% | $1460000.00        | $831857.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-06-17      | 0.5000%   | 0.0000% | $3000000.00        | $3001968.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-08-25      | 0.3750%   | 0.0000% | $5000000.00        | $4958398.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%   | 0.0000% | $9000000.00        | $8372910.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-09-24      | 1.8750%   | 0.0000% | $904000.00         | $882043.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-25      | 1.9000%   | 0.0000% | $6000000.00        | $4527691.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.0000%   | 0.0000% | $250000.00         | $227112.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%   | 0.0000% | $1811000.00        | $1614749.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-17      | 0.0000%   | 0.0000% | $1274000.00        | $996172.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 0.0000%   | 0.0000% | $147000.00         | $116930.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 5.5000%   | 0.0000% | $3400000.00        | $50563.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-05-01      | 5.5000%   | 0.0000% | $3060000.00        | $25963.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-03-01      | 4.0000%   | 0.0000% | $20130208.00       | $55396.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 4.5000%   | 0.0000% | $900000.00         | $36411.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-04-01      | 4.5000%   | 0.0000% | $1500000.00        | $79617.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 5.0000%   | 0.0000% | $400000.00         | $40023.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 4.5000%   | 0.0000% | $775000.00         | $50061.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 4.5000%   | 0.0000% | $4790000.00        | $269640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-02-01      | 3.5000%   | 0.0000% | $126767360.00      | $8144779.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 3.5000%   | 0.0000% | $196901120.00      | $14343267.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-03-01      | 4.5000%   | 0.0000% | $1177508.00        | $116689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-08-01      | 4.0000%   | 0.0000% | $1550000.00        | $87692.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%   | 0.0000% | $2200000.00        | $162904.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 5.5000%   | 0.0000% | $35285120.00       | $2255955.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-10-01      | 3.5000%   | 0.0000% | $460000.00         | $28555.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 3.5000%   | 0.0000% | $3240576.00        | $623489.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-09-01      | 3.5000%   | 0.0000% | $550000.00         | $84364.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-03-01      | 6.5000%   | 0.0000% | $2342420.00        | $391849.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 3.5000%   | 0.0000% | $375000.00         | $51749.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 3.5000%   | 0.0000% | $309000.00         | $36039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%   | 0.0000% | $41708800.00       | $4110479.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%   | 0.0000% | $32295400.00       | $3930947.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.5000%   | 0.0000% | $5165440.00        | $934120.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.5000%   | 0.0000% | $58046656.00       | $12437198.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 3.0000%   | 0.0000% | $8000000.00        | $1183727.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 3.0000%   | 0.0000% | $1660000.00        | $317092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-10-01      | 3.5000%   | 0.0000% | $29140736.00       | $6067804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%   | 0.0000% | $8576608.00        | $1881307.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 3.5000%   | 0.0000% | $8542528.00        | $2089897.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 3.5000%   | 0.0000% | $1276632.00        | $125540.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 3.0000%   | 0.0000% | $675000.00         | $92579.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%   | 0.0000% | $49997312.00       | $15592221.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-06-01      | 3.0000%   | 0.0000% | $104416000.00      | $16003638.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-08-01      | 2.5000%   | 0.0000% | $1500000.00        | $41166.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%   | 0.0000% | $50858624.00       | $10600746.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 2.5000%   | 0.0000% | $387262.00         | $66373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.0000%   | 0.0000% | $450000.00         | $93398.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.5000%   | 0.0000% | $79381120.00       | $12486185.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%   | 0.0000% | $53755000.00       | $8488270.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%   | 0.0000% | $960000.00         | $132532.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 3.0000%   | 0.0000% | $1100000.00        | $197003.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-09-01      | 4.0000%   | 0.0000% | $59490176.00       | $6168038.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 3.5000%   | 0.0000% | $14150672.00       | $858870.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.5000%   | 0.0000% | $82480896.00       | $15552070.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%   | 0.0000% | $4556832.00        | $1075193.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 3.5000%   | 0.0000% | $61229056.00       | $7131884.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 3.0000%   | 0.0000% | $5000000.00        | $956345.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-05-01      | 5.5000%   | 0.0000% | $63550000.00       | $502939.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%   | 0.0000% | $4270248.00        | $4325218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 7.0000%   | 0.0000% | $1138956.00        | $1181762.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%   | 0.0000% | $2748616.00        | $2161483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%   | 0.0000% | $3621044.00        | $2929104.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%   | 0.0000% | $1353432.00        | $1283077.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%   | 0.0000% | $3694304.00        | $3005665.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%   | 0.0000% | $1397154.00        | $1137566.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%   | 0.0000% | $2366452.00        | $1951109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.5000%   | 0.0000% | $3028900.00        | $2730432.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%   | 0.0000% | $6316230.00        | $6597955.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%   | 0.0000% | $1781712.00        | $1034400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 7.0000%   | 0.0000% | $1143802.00        | $1188880.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%   | 0.0000% | $3805952.00        | $3514584.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%   | 0.0000% | $8770848.00        | $8375659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%   | 0.0000% | $7101344.00        | $6281306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%   | 0.0000% | $1185388.00        | $1242763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%   | 0.0000% | $1040714.00        | $812147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%   | 0.0000% | $1042648.00        | $848399.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.5000%   | 0.0000% | $1262104.00        | $1146485.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%   | 0.0000% | $2074824.00        | $2101639.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%   | 0.0000% | $1053058.00        | $1101007.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%   | 0.0000% | $98000.00          | $83534.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%   | 0.0000% | $5308168.00        | $4855495.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%   | 0.0000% | $2162156.00        | $1885985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%   | 0.0000% | $1458700.00        | $1475218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%   | 0.0000% | $2400724.00        | $2154960.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $2262950.00        | $2246731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $1052886.00        | $1044394.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%   | 0.0000% | $4146128.00        | $4201950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%   | 0.0000% | $1420402.00        | $1403179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%   | 0.0000% | $1190998.00        | $1205642.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $1873770.00        | $1870939.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $1715940.00        | $1734318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%   | 0.0000% | $2124100.00        | $1917189.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $6552080.00        | $6428443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%   | 0.0000% | $6511100.00        | $6293637.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $1817260.00        | $1803536.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $3127464.00        | $3054956.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $2432250.00        | $2413076.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $1420366.00        | $1418807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%   | 0.0000% | $3864970.00        | $3507986.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $1838658.00        | $1545600.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.5000%   | 0.0000% | $9316128.00        | $9569926.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $1020380.00        | $984618.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%   | 0.0000% | $1130742.00        | $1146491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%   | 0.0000% | $824116.00         | $805307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%   | 0.0000% | $1362700.00        | $1383491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 7.0000%   | 0.0000% | $1352062.00        | $1418554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%   | 0.0000% | $5142280.00        | $5280907.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%   | 0.0000% | $2007240.00        | $1859894.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%   | 0.0000% | $7307760.00        | $7200107.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%   | 0.0000% | $1896358.00        | $1883869.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%   | 0.0000% | $329294.00         | $325284.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $11515280.00       | $11555911.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $2802856.00        | $2851002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%   | 0.0000% | $2656836.00        | $2437927.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $1189794.00        | $1212531.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%   | 0.0000% | $1474000.00        | $1524625.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%   | 0.0000% | $102311.00         | $99119.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%   | 0.0000% | $1283654.00        | $1335169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%   | 0.0000% | $1039998.00        | $1091766.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $1940404.00        | $1991524.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%   | 0.0000% | $2353000.00        | $2441834.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%   | 0.0000% | $1300240.00        | $1348311.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%   | 0.0000% | $1733164.00        | $1794194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%   | 0.0000% | $6002952.00        | $6199300.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1180308.00        | $1201755.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $2890450.00        | $2901340.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%   | 0.0000% | $1714546.00        | $1714224.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1057326.00        | $1083061.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1927000.00        | $1970817.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1269324.00        | $1294147.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1288000.00        | $1306401.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $3449080.00        | $3518646.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%   | 0.0000% | $2759816.00        | $2688562.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 3.0000%   | 0.0000% | $850000.00         | $107413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-12-01      | 2.5000%   | 0.0000% | $2025000.00        | $357817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.5000%   | 0.0000% | $42454080.00       | $9811404.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 3.0000%   | 0.0000% | $1077988.00        | $76393.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-02-01      | 4.0000%   | 0.0000% | $102000.00         | $31042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-01-01      | 4.0000%   | 0.0000% | $22600000.00       | $7570996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2058-08-01      | 4.5000%   | 0.0000% | $100000.00         | $29283.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2061-09-01      | 2.5000%   | 0.0000% | $100000.00         | $58867.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2063-06-01      | 3.5000%   | 0.0000% | $6570792.00        | $5251605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-08-01      | 3.5000%   | 0.0000% | $211000.00         | $28817.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%   | 0.0000% | $30218000.00       | $4659242.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.0000%   | 0.0000% | $19000000.00       | $3907804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.0000%   | 0.0000% | $12742960.00       | $3055748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%   | 0.0000% | $11500000.00       | $2164183.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 3.5000%   | 0.0000% | $239000.00         | $67723.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.0000%   | 0.0000% | $413606.00         | $36869.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%   | 0.0000% | $1424000.00        | $315469.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-04-01      | 2.5000%   | 0.0000% | $300000.00         | $26104.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-06-01      | 4.5000%   | 0.0000% | $53751360.00       | $14102290.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 1.5000%   | 0.0000% | $6543392.00        | $4699102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-03-01      | 4.5000%   | 0.0000% | $2377084.00        | $2306000.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%   | 0.0000% | $7517672.00        | $1520365.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%   | 0.0000% | $1054706.00        | $70855.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%   | 0.0000% | $4222768.00        | $1039941.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%   | 0.0000% | $250000.00         | $85485.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.5000%   | 0.0000% | $177997.00         | $27280.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%   | 0.0000% | $1659000.00        | $312926.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%   | 0.0000% | $765298.00         | $257824.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.5000%   | 0.0000% | $100000.00         | $26234.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%   | 0.0000% | $185000.00         | $95980.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%   | 0.0000% | $1500000.00        | $411591.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 1.5000%   | 0.0000% | $2439216.00        | $1555830.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $1014496.00        | $661253.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%   | 0.0000% | $1382646.00        | $774821.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.0000%   | 0.0000% | $128385.00         | $99043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%   | 0.0000% | $203615.00         | $117396.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $1747000.00        | $879940.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%   | 0.0000% | $464077.00         | $293092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.9400%   | 0.0000% | $5850000.00        | $4177027.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.0000%   | 0.0000% | $665000.00         | $374107.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%   | 0.0000% | $149549.00         | $101053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%   | 0.0000% | $1442004.00        | $930599.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%   | 0.0000% | $3427752.00        | $2356096.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%   | 0.0000% | $300000.00         | $175162.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $364000.00         | $200508.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $700000.00         | $469094.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $63000.00          | $41155.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $700000.00         | $449507.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%   | 0.0000% | $4684776.00        | $4294906.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%   | 0.0000% | $4788752.00        | $4051767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $7325536.00        | $7031218.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%   | 0.0000% | $4579824.00        | $4527920.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%   | 0.0000% | $48000.00          | $28933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $1146034.00        | $726855.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.5000%   | 0.0000% | $2465736.00        | $2048631.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%   | 0.0000% | $4522856.00        | $2075133.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $56000.00          | $36107.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%   | 0.0000% | $1025000.00        | $768689.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%   | 0.0000% | $68686.00          | $45300.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%   | 0.0000% | $38669.00          | $26216.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $7171736.00        | $5435970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $1000000.00        | $755953.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%   | 0.0000% | $9461648.00        | $5736961.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%   | 0.0000% | $1128542.00        | $1056550.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%   | 0.0000% | $354000.00         | $274902.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $6763704.00        | $5450685.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 4.5000%   | 0.0000% | $226693.00         | $133433.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%   | 0.0000% | $3400000.00        | $2415863.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 6.0000%   | 0.0000% | $1288156.00        | $1162747.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%   | 0.0000% | $1260238.00        | $958252.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $61318.00          | $55525.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%   | 0.0000% | $5043640.00        | $4516874.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.5000%   | 0.0000% | $1582802.00        | $1451005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%   | 0.0000% | $17043392.00       | $10615635.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%   | 0.0000% | $1031772.00        | $832588.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%   | 0.0000% | $2390296.00        | $1886363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%   | 0.0000% | $1049282.00        | $752882.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%   | 0.0000% | $1491126.00        | $955837.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%   | 0.0000% | $1462738.00        | $1317403.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%   | 0.0000% | $2412220.00        | $2124274.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%   | 0.0000% | $4029200.00        | $3411865.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $1378306.00        | $932381.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%   | 0.0000% | $1801804.00        | $1570313.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $3455900.00        | $2612950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%   | 0.0000% | $4180000.00        | $3438144.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%   | 0.0000% | $57809.00          | $55813.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%   | 0.0000% | $2003676.00        | $1950151.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%   | 0.0000% | $4142900.00        | $3203342.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%   | 0.0000% | $1510910.00        | $1060097.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%   | 0.0000% | $1732074.00        | $1480676.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%   | 0.0000% | $503978.00         | $488638.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%   | 0.0000% | $210000.00         | $46335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%   | 0.0000% | $22000.00          | $5882.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-05-01      | 3.5000%   | 0.0000% | $6000000.00        | $718597.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%   | 0.0000% | $1661642.00        | $142640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 4.5000%   | 0.0000% | $638988.00         | $79730.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%   | 0.0000% | $26000000.00       | $5933373.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%   | 0.0000% | $38000.00          | $9739.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.5000%   | 0.0000% | $129826560.00      | $39530967.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 4.0000%   | 0.0000% | $535000.00         | $174099.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%   | 0.0000% | $464681.00         | $82640.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%   | 0.0000% | $118000.00         | $45410.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%   | 0.0000% | $169000.00         | $78410.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%   | 0.0000% | $21019360.00       | $10630429.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-10-01      | 2.5000%   | 0.0000% | $383957.00         | $168328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%   | 0.0000% | $4754640.00        | $2579590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%   | 0.0000% | $2163548.00        | $1083366.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%   | 0.0000% | $131406848.00      | $67817163.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $111000.00         | $62973.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%   | 0.0000% | $293916.00         | $104015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $2432024.00        | $1249969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.0000%   | 0.0000% | $3250000.00        | $1730499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 2.5000%   | 0.0000% | $17000.00          | $9573.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%   | 0.0000% | $1012258.00        | $619051.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $450000.00         | $288899.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $406500.00         | $296058.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%   | 0.0000% | $2117050.00        | $1512478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%   | 0.0000% | $417409.00         | $297063.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $290000.00         | $212201.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $70000.00          | $54734.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%   | 0.0000% | $7961288.00        | $6815637.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-01-01      | 5.5000%   | 0.0000% | $1990736.00        | $1305385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 5.5000%   | 0.0000% | $1934136.00        | $1262062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%   | 0.0000% | $7147672.00        | $5652517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%   | 0.0000% | $2425000.00        | $1611937.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%   | 0.0000% | $1354000.00        | $826644.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%   | 0.0000% | $2281000.00        | $1384055.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%   | 0.0000% | $1556000.00        | $894742.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 5.0000%   | 0.0000% | $3155000.00        | $1985407.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%   | 0.0000% | $5005264.00        | $4085111.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.0000%   | 0.0000% | $17977632.00       | $14511179.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.0000%   | 0.0000% | $15196672.00       | $13169593.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%   | 0.0000% | $200000.00         | $167935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%   | 0.0000% | $1002568.00        | $833938.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%   | 0.0000% | $2670988.00        | $2106471.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%   | 0.0000% | $1013036.00        | $827631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%   | 0.0000% | $26205408.00       | $22738726.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%   | 0.0000% | $15476192.00       | $12599797.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $6754432.00        | $5594400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%   | 0.0000% | $8121504.00        | $7908590.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%   | 0.0000% | $2943428.00        | $2428290.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.5000%   | 0.0000% | $2300000.00        | $620205.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 3.0000%   | 0.0000% | $1305000.00        | $334683.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 4.0000%   | 0.0000% | $7863616.00        | $1548149.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%   | 0.0000% | $2880868.00        | $936415.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.5000%   | 0.0000% | $424000.00         | $112674.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 4.5000%   | 0.0000% | $1000000.00        | $345353.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%   | 0.0000% | $189000.00         | $86062.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 2.0000%   | 0.0000% | $2000000.00        | $1031319.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%   | 0.0000% | $569166.00         | $93456.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%   | 0.0000% | $1920000.00        | $1194190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%   | 0.0000% | $1000000.00        | $449891.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%   | 0.0000% | $344960.00         | $216191.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $118259072.00      | $82781244.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%   | 0.0000% | $51000.00          | $34041.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $347438.00         | $214587.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 2.0000%   | 0.0000% | $133149.00         | $75487.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%   | 0.0000% | $53667.00          | $32821.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $39000.00          | $26858.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $5813456.00        | $4003499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%   | 0.0000% | $250000.00         | $163223.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%   | 0.0000% | $200000.00         | $126905.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $200000.00         | $121905.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.0000%   | 0.0000% | $3010332.00        | $1849781.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $8878000.00        | $6026153.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $101000.00         | $70677.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%   | 0.0000% | $645434.00         | $385306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%   | 0.0000% | $125298.00         | $86901.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $350000.00         | $248271.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $788000.00         | $532281.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $83997568.00       | $61061353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%   | 0.0000% | $500000.00         | $348721.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.5000%   | 0.0000% | $1160000.00        | $764093.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%   | 0.0000% | $2268000.00        | $1600503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%   | 0.0000% | $300000.00         | $209432.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $515000.00         | $406019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $2915000.00        | $2035691.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%   | 0.0000% | $200000.00         | $135298.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 4.0000%   | 0.0000% | $227375.00         | $169976.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%   | 0.0000% | $100000.00         | $71355.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.5000%   | 0.0000% | $622000.00         | $455722.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.5000%   | 0.0000% | $825000.00         | $640956.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $43000.00          | $31154.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%   | 0.0000% | $6990000.00        | $5469146.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%   | 0.0000% | $91001.00          | $69125.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%   | 0.0000% | $342000.00         | $265582.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $241000.00         | $189235.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%   | 0.0000% | $3008724.00        | $2528738.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%   | 0.0000% | $1327890.00        | $1066887.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%   | 0.0000% | $1963364.00        | $1426902.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.0000%   | 0.0000% | $62000.00          | $45073.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%   | 0.0000% | $1312770.00        | $1177806.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $8000.00           | $7601.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 4.0000%   | 0.0000% | $335000.00         | $288431.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%   | 0.0000% | $275000.00         | $258635.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 4.5000%   | 0.0000% | $2659048.00        | $2389938.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%   | 0.0000% | $19000.00          | $14919.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $6319272.00        | $6324273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%   | 0.0000% | $1504660.00        | $1439352.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%   | 0.0000% | $1062586.00        | $1042037.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-08-01      | 5.0000%   | 0.0000% | $33710000.00       | $385777.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 5.5000%   | 0.0000% | $40905792.00       | $439621.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 5.5000%   | 0.0000% | $1113812.00        | $18952.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%   | 0.0000% | $22990000.00       | $204037.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 5.5000%   | 0.0000% | $18620000.00       | $619002.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.5000%   | 0.0000% | $71566976.00       | $1189355.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 4.0000%   | 0.0000% | $13820000.00       | $499530.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 3.5000%   | 0.0000% | $1925000.00        | $222190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.0000%   | 0.0000% | $2370000.00        | $124610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-02-01      | 2.5000%   | 0.0000% | $501488.00         | $102088.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 4.5000%   | 0.0000% | $1158030.00        | $57024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.5000%   | 0.0000% | $2855000.00        | $433216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%   | 0.0000% | $1800000.00        | $304539.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%   | 0.0000% | $10854480.00       | $1428032.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%   | 0.0000% | $18018.00          | $10913.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-07-01      | 2.5000%   | 0.0000% | $157000.00         | $84736.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 2.0000%   | 0.0000% | $10300000.00       | $6104483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%   | 0.0000% | $180000.00         | $106970.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%   | 0.0000% | $615712.00         | $386428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%   | 0.0000% | $3343996.00        | $2129022.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-05-01      | 4.5000%   | 0.0000% | $1002028.00        | $211869.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-10-01      | 3.0000%   | 0.0000% | $3650000.00        | $291936.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 2.5000%   | 0.0000% | $4280000.00        | $866358.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%   | 0.0000% | $1153000.00        | $200445.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 2.5000%   | 0.0000% | $3250000.00        | $689816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%   | 0.0000% | $74994.00          | $28040.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.0000%   | 0.0000% | $1930000.00        | $873979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-08-01      | 3.0000%   | 0.0000% | $3000000.00        | $900979.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%   | 0.0000% | $1917160.00        | $665665.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 2.5000%   | 0.0000% | $500000.00         | $299311.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 1.5000%   | 0.0000% | $2997000.00        | $1790053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%   | 0.0000% | $6367256.00        | $3747974.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%   | 0.0000% | $80777.00          | $69814.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%   | 0.0000% | $38000.00          | $31987.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%   | 0.0000% | $951000.00         | $640783.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 4.0000%   | 0.0000% | $479379.00         | $216701.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $49444.00          | $32990.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.5000%   | 0.0000% | $84000.00          | $54728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%   | 0.0000% | $2618844.00        | $1834408.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $366044.00         | $266086.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.0000%   | 0.0000% | $135882.00         | $92034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%   | 0.0000% | $40000.00          | $29331.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-06-01      | 3.0000%   | 0.0000% | $500000.00         | $354779.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 3.0000%   | 0.0000% | $500000.00         | $347746.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 3.5000%   | 0.0000% | $800000.00         | $579183.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%   | 0.0000% | $286000.00         | $221856.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 4.0000%   | 0.0000% | $761000.00         | $538492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%   | 0.0000% | $254600.00         | $194304.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 6.0000%   | 0.0000% | $52688.00          | $35572.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 3.5000%   | 0.0000% | $1088000.00        | $852536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 3.5000%   | 0.0000% | $11000.00          | $7515.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.0000%   | 0.0000% | $32000.00          | $25324.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%   | 0.0000% | $477003.00         | $378599.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 5.0000%   | 0.0000% | $21000.00          | $15305.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.5000%   | 0.0000% | $18373.00          | $15705.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.5000%   | 0.0000% | $5700000.00        | $4051377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.0000%   | 0.0000% | $58001.00          | $52582.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%   | 0.0000% | $193605.00         | $175106.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%   | 0.0000% | $25000.00          | $21326.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 6.0000%   | 0.0000% | $115743.00         | $91666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-10-01      | 4.0000%   | 0.0000% | $380000.00         | $341761.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $81030.00          | $75881.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 5.5000%   | 0.0000% | $118018.00         | $107942.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 4.0000%   | 0.0000% | $1105926.00        | $1017845.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 7.5000%   | 0.0000% | $46000.00          | $39708.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-02-01      | 5.5000%   | 0.0000% | $3114528.00        | $60090.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.0000%   | 0.0000% | $20200000.00       | $1027473.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 4.5000%   | 0.0000% | $2554848.00        | $122687.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%   | 0.0000% | $1277118.00        | $1267628.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%   | 0.0000% | $1594740.00        | $1498919.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $1952080.00        | $2017352.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $3083256.00        | $3187472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $2362724.00        | $2423063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%   | 0.0000% | $5737304.00        | $5666605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $1402698.00        | $1294163.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $1267750.00        | $1308053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $6893912.00        | $6848199.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $2915592.00        | $2895095.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%   | 0.0000% | $1190296.00        | $1208184.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%   | 0.0000% | $1571362.00        | $1523850.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $7331128.00        | $7343307.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $1921600.00        | $1896918.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%   | 0.0000% | $5531512.00        | $5806199.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%   | 0.0000% | $4724656.00        | $4427453.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%   | 0.0000% | $4460120.00        | $4281968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $2615896.00        | $2653333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $4403150.00        | $4552333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $5495264.00        | $5584193.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $1432384.00        | $1509279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $9000.00           | $9178.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $4289920.00        | $4222429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%   | 0.0000% | $1385538.00        | $1343800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%   | 0.0000% | $1502892.00        | $1457592.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $2820004.00        | $2743574.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $2597812.00        | $2690449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $4531470.00        | $4611740.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%   | 0.0000% | $1865912.00        | $1927053.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $1259472.00        | $1287483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $6718304.00        | $6832462.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%   | 0.0000% | $12088096.00       | $12479336.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%   | 0.0000% | $1421160.00        | $1492554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $90821.00          | $89997.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $1680412.00        | $1712002.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%   | 0.0000% | $2357532.00        | $2444216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%   | 0.0000% | $5621288.00        | $5838126.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%   | 0.0000% | $3238812.00        | $3402836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%   | 0.0000% | $1764524.00        | $1832035.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $1239394.00        | $1263302.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $1105980.00        | $1127671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%   | 0.0000% | $240560.00         | $250096.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%   | 0.0000% | $1289200.00        | $1341624.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%   | 0.0000% | $1064230.00        | $1040808.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%   | 0.0000% | $1300504.00        | $1267414.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%   | 0.0000% | $151346.00         | $157725.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%   | 0.0000% | $4944480.00        | $4935785.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%   | 0.0000% | $1410430.00        | $1466620.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 5.5000%   | 0.0000% | $1881246.00        | $1872915.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%   | 0.0000% | $6159.00           | $5965.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $348743680.00      | $345892602.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $18129056.00       | $17750811.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%   | 0.0000% | $17424352.00       | $17133329.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%   | 0.0000% | $468732.00         | $460075.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%   | 0.0000% | $14899440.00       | $12240559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%   | 0.0000% | $34335000.00       | $32661335.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%   | 0.0000% | $11710680.00       | $11029767.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $1167290.00        | $987191.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%   | 0.0000% | $11398192.00       | $10708383.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%   | 0.0000% | $2459648.00        | $2365081.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-03-15      | 4.0000%   | 0.0000% | $615700.00         | $25599.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-11-20      | 3.0000%   | 0.0000% | $665000.00         | $110965.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-03-15      | 3.5000%   | 0.0000% | $145585.00         | $28116.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-07-20      | 4.5000%   | 0.0000% | $600000.00         | $33090.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-02-20      | 3.0000%   | 0.0000% | $1500000.00        | $126564.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-02-20      | 5.5000%   | 0.0000% | $1530000.00        | $175280.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-05-20      | 6.5000%   | 0.0000% | $37000.00          | $5585.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-12-20      | 5.5000%   | 0.0000% | $1416292.00        | $111534.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-01-20      | 5.0000%   | 0.0000% | $1997000.00        | $120519.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-02-20      | 3.5000%   | 0.0000% | $379756.00         | $39590.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 5.5000%   | 0.0000% | $397000.00         | $42860.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-09-20      | 3.5000%   | 0.0000% | $1523000.00        | $178723.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 3.0000%   | 0.0000% | $929000.00         | $238593.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-11-20      | 3.5000%   | 0.0000% | $500000.00         | $160369.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 2.5000%   | 0.0000% | $25000.00          | $16505.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 2.5000%   | 0.0000% | $33728.00          | $19861.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.5000%   | 0.0000% | $54143.00          | $35749.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 2.5000%   | 0.0000% | $416024.00         | $267258.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%   | 0.0000% | $1500398.00        | $1164056.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-20      | 5.5000%   | 0.0000% | $1592402.00        | $1034844.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 4.5000%   | 0.0000% | $48776.00          | $45128.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-10-20      | 6.5000%   | 0.0000% | $72000.00          | $41289.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-20      | 6.5000%   | 0.0000% | $421090.00         | $345416.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 6.0000%   | 0.0000% | $4582040.00        | $3311319.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 4.5000%   | 0.0000% | $208106.00         | $191445.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-15      | 4.5000%   | 0.0000% | $1985530.00        | $474534.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-12-15      | 4.0000%   | 0.0000% | $87000.00          | $31809.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-15      | 7.0000%   | 0.0000% | $4497592.00        | $3815541.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-11-15      | 6.5000%   | 0.0000% | $4186472.00        | $4188320.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-01-15      | 3.5000%   | 0.0000% | $125000.00         | $60547.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 4.5000%   | 0.0000% | $1878404.00        | $145292.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-07-20      | 4.5000%   | 0.0000% | $2059720.00        | $521527.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-09-15      | 4.5000%   | 0.0000% | $1096184.00        | $465083.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-15      | 4.5000%   | 0.0000% | $1256208.00        | $901643.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 5.0000%   | 0.0000% | $1031802.00        | $196631.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 3.0000%   | 0.0000% | $724092.00         | $225958.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 4.5000%   | 0.0000% | $1686548.00        | $609221.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 3.5000%   | 0.0000% | $45000.00          | $36437.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 4.5000%   | 0.0000% | $2162044.00        | $2007814.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%   | 0.0000% | $779188.00         | $747812.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-04-15      | 3.5000%   | 0.0000% | $288500.00         | $31591.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-07-20      | 5.0000%   | 0.0000% | $1000000.00        | $26970.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-03-15      | 4.0000%   | 0.0000% | $537253.00         | $70992.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-09-20      | 4.0000%   | 0.0000% | $1400000.00        | $133930.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-02-15      | 7.5000%   | 0.0000% | $7586370.00        | $7881318.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-15      | 6.5000%   | 0.0000% | $6425560.00        | $6474498.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-15      | 7.0000%   | 0.0000% | $10499104.00       | $10872264.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-15      | 6.0000%   | 0.0000% | $1373774.00        | $1362564.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 8.0000%   | 0.0000% | $1270744.00        | $1349233.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-15      | 8.0000%   | 0.0000% | $2198932.00        | $2269416.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-15      | 7.0000%   | 0.0000% | $9236256.00        | $9442262.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 7.0000%   | 0.0000% | $1330994.00        | $900537.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 8.0000%   | 0.0000% | $1107214.00        | $1174974.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 7.0000%   | 0.0000% | $5306712.00        | $5570286.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 7.0000%   | 0.0000% | $4890008.00        | $5136935.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.5000%   | 0.0000% | $32351.00          | $33526.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.5000%   | 0.0000% | $4700400.00        | $4986859.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%   | 0.0000% | $1071270.00        | $1105972.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.0000%   | 0.0000% | $1062036.00        | $1087376.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $1161530.00        | $1210264.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $1374344.00        | $1418817.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $7934328.00        | $8187771.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $1404760.00        | $1450155.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $5919440.00        | $5929387.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $3965220.00        | $4093336.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%   | 0.0000% | $1155818.00        | $1180681.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%   | 0.0000% | $3542928.00        | $3303210.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $3222124.00        | $3326485.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $321057.00         | $331830.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $632605.00         | $654112.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%   | 0.0000% | $1772022.00        | $1807660.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%   | 0.0000% | $1486574.00        | $1516550.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.0000%   | 0.0000% | $484192.00         | $493594.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $321942.00         | $330986.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $1079312.00        | $1132966.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $2621380.00        | $2619785.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%   | 0.0000% | $971946.00         | $1010618.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%   | 0.0000% | $2624964.00        | $2718786.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $376672.00         | $384943.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $101856.00         | $101503.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $1071410.00        | $1071545.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $1850602.00        | $1914006.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $10062384.00       | $10273036.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%   | 0.0000% | $1434270.00        | $1463979.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%   | 0.0000% | $1013868.00        | $1037853.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $3558910.00        | $3560229.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $3441840.00        | $3436261.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $1136392.00        | $1173534.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $1053834.00        | $1058592.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $2657752.00        | $2745154.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $2337044.00        | $2153674.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $2297624.00        | $2377843.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $4975352.00        | $5194978.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-05-20      | 3.0000%   | 0.0000% | $1352636.00        | $67163.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-20      | 3.0000%   | 0.0000% | $1148488.00        | $117007.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-20      | 3.0000%   | 0.0000% | $271000.00         | $72034.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-09-20      | 3.0000%   | 0.0000% | $1074906.00        | $330923.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-10-20      | 3.0000%   | 0.0000% | $1093494.00        | $58023.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-11-20      | 4.0000%   | 0.0000% | $4155624.00        | $168576.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-20      | 6.0000%   | 0.0000% | $528888.00         | $6817.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-09-15      | 5.0000%   | 0.0000% | $129480.00         | $12116.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-04-20      | 3.5000%   | 0.0000% | $49540.00          | $5784.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-07-20      | 5.5000%   | 0.0000% | $1780000.00        | $187633.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 6.0000%   | 0.0000% | $2500000.00        | $468438.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.5000%   | 0.0000% | $406489.00         | $40501.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 2.5000%   | 0.0000% | $14176.00          | $8389.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-05-20      | 4.5000%   | 0.0000% | $300000.00         | $15409.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-02-20      | 4.0000%   | 0.0000% | $279366.00         | $41887.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 3.5000%   | 0.0000% | $5195768.00        | $1027025.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-12-20      | 3.5000%   | 0.0000% | $15989.00          | $5447.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.5000%   | 0.0000% | $12703.00          | $6995.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 2.5000%   | 0.0000% | $135000.00         | $65030.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 5.0000%   | 0.0000% | $11291.00          | $9174.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 5.0000%   | 0.0000% | $13358.00          | $10672.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 4.5000%   | 0.0000% | $21939584.00       | $17368789.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 3.5000%   | 0.0000% | $14282.00          | $7895.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 3.5000%   | 0.0000% | $11590.00          | $5696.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $29824.00          | $18155.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $11215.00          | $6391.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 2.5000%   | 0.0000% | $6971000.00        | $3922770.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 3.0000%   | 0.0000% | $8882.00           | $6030.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 2.5000%   | 0.0000% | $13158.00          | $7760.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 2.0000%   | 0.0000% | $10383.00          | $5517.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%   | 0.0000% | $99030.00          | $57845.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 2.5000%   | 0.0000% | $9868480.00        | $6703303.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.0000%   | 0.0000% | $3572760.00        | $2206442.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%   | 0.0000% | $8876000.00        | $5199484.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%   | 0.0000% | $6432000.00        | $4034978.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%   | 0.0000% | $4785000.00        | $2899227.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%   | 0.0000% | $98000.00          | $60455.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 3.0000%   | 0.0000% | $8145.00           | $5392.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-03-20      | 2.5000%   | 0.0000% | $300000.00         | $161726.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%   | 0.0000% | $201000.00         | $136849.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 2.5000%   | 0.0000% | $149000.00         | $92627.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.5000%   | 0.0000% | $10000.00          | $8370.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.5000%   | 0.0000% | $100000.00         | $86173.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.5000%   | 0.0000% | $6000.00           | $5156.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.0000%   | 0.0000% | $400000.00         | $300533.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 6.5000%   | 0.0000% | $197000.00         | $146679.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 5.5000%   | 0.0000% | $10001.00          | $9550.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-02-15      | 3.0000%   | 0.0000% | $115781.00         | $30715.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-06-15      | 5.5000%   | 0.0000% | $6304112.00        | $44638.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-15      | 5.5000%   | 0.0000% | $2750000.00        | $107852.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-11-15      | 6.5000%   | 0.0000% | $3150000.00        | $43963.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 5.0000%   | 0.0000% | $441170.00         | $23686.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 5.5000%   | 0.0000% | $5476512.00        | $26305.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-03-15      | 4.5000%   | 0.0000% | $4994000.00        | $365170.00         | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2038-01-15      | 0.0000%   | 0.0000% | $1175000.00        | $601256.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2035-06-15      | 0.0000%   | 0.0000% | $1000000.00        | $607348.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-01-31      | 4.2500%   | 0.0000% | $169700800.00      | $174090280.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 0.0000%   | 0.0000% | $1135232.00        | $273966.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-11-15      | 0.0000%   | 0.0000% | $1849824.00        | $846539.00         | U.S. Treasuries (including strips)  |

### Security 213: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055BBD, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR055BBD7791561HS
- **C.18 - Value (incl. sponsor support):** $961000000.00
- **C.18.a - Value (excl. sponsor support):** $961000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-15      | 0.0000%  | 0.0000% | $3500000.00        | $3476725.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 0.0000%  | 0.0000% | $6631300.00        | $6225332.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $27870000.00       | $25367079.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $38971000.00       | $32030772.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $2695000.00        | $1508712.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $483000.00         | $189054.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $16458200.00       | $6166542.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $4855900.00        | $1794911.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 0.0000%  | 0.0000% | $126424800.00      | $32328591.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $1480000.00        | $580671.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $843000.00         | $326550.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $25565000.00       | $9633506.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $105061200.00      | $221526844.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $47998300.00       | $33860876.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1064700.00        | $694757.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $367081500.00      | $353270862.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $2685000.00        | $2440947.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $4298000.00        | $3869421.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $12333000.00       | $11000617.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $301000.00         | $283941.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $500000.00         | $428500.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $20000.00          | $16811.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $1785000.00        | $1466738.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-15      | 0.0000%  | 0.0000% | $750000.00         | $735548.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $2255000.00        | $1769961.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $6830000.00        | $4575670.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $3500000.00        | $2305653.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $24452700.00       | $30743160.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $24456900.00       | $30053885.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $19407100.00       | $21111592.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $4568000.00        | $5058519.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $3627200.00        | $3693417.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 4.4713%  | 0.0000% | $1093600.00        | $1098080.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.5463%  | 0.0000% | $9000.00           | $9044.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 4.4513%  | 0.0000% | $108000.00         | $108399.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.5063%  | 0.0000% | $7922000.00        | $7956693.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $45911327.00       | $41249307.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $48037151.00       | $42316118.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $45553336.00       | $39299911.00       | U.S. Treasuries (including strips) |

### Security 214: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR055C27, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54, C.5 - Other ID: TPR055C27779156HSB
- **C.18 - Value (incl. sponsor support):** $1424000000.00
- **C.18.a - Value (excl. sponsor support):** $1424000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $7388500.00        | $7214959.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1929400.00        | $4105821.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $3079000.00        | $4779328.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $1300000.00        | $1294963.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $28700000.00       | $21425122.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $25999900.00       | $26431536.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $8100000.00        | $6947771.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $12650000.00       | $10740323.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $4000000.00        | $3225895.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $10000000.00       | $7542928.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1200000.00        | $895039.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $15000000.00       | $10141005.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $36091400.00       | $26027778.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $46943000.00       | $34442259.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $4700000.00        | $4415429.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $2200000.00        | $1272647.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $16800000.00       | $8634282.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $14800000.00       | $9173692.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $19700000.00       | $11179393.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $2200000.00        | $1438887.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $36524100.00       | $19820470.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $30147600.00       | $18151541.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $30903700.00       | $22213308.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $10500000.00       | $8738479.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $3331500.00        | $2856919.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $28779100.00       | $23287368.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $50000000.00       | $48697070.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $59259500.00       | $76395735.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $14799900.00       | $14445128.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $560800.00         | $698157.00         | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29                          | 2029-02-15      | 2.6250%  | 0.0000% | $5000000.00        | $4815887.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $19000000.00       | $18558694.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $10833900.00       | $14327634.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $12000000.00       | $15675939.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $10000000.00       | $9780871.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2000000.00        | $1943560.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $25000000.00       | $24520092.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $10000000.00       | $9728884.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $1832200.00        | $1750119.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $12886000.00       | $14541499.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $10000000.00       | $9737674.00        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26                          | 2026-03-31      | 0.7500%  | 0.0000% | $9465600.00        | $9212239.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $14000000.00       | $13585732.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $18987300.00       | $20654922.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $30955900.00       | $29797609.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1689800.00        | $1552529.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $1000000.00        | $1155873.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $7050000.00        | $6811856.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $5593000.00        | $5154914.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $3100000.00        | $2895628.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $2525000.00        | $2448130.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $178000.00         | $174521.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $1200000.00        | $1221913.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $73500000.00       | $67492077.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $31500000.00       | $34433433.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $5700000.00        | $5728368.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $18097200.00       | $18036455.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $6500000.00        | $6574635.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $7661700.00        | $7655575.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $16000000.00       | $16008346.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $6600000.00        | $6548383.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $33300000.00       | $33169716.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $15500000.00       | $15664198.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $10000000.00       | $10204241.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $64500000.00       | $65322515.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $6720000.00        | $6811527.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $6000000.00        | $6091754.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $10080200.00       | $10332493.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $16800000.00       | $17416540.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $36876800.00       | $37512574.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $219590300.00      | $225514706.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $16999900.00       | $17337000.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $25000000.00       | $26519955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $17593000.00       | $17661090.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $7000000.00        | $7169718.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $5800000.00        | $5830445.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $5500000.00        | $5439402.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $8000000.00        | $7966177.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $7700000.00        | $7689610.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $6300000.00        | $6327889.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $13154100.00       | $13189810.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1200.00           | $1208.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $56602500.00       | $58158598.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $10000000.00       | $10385754.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6533200.00        | $6704980.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $16999830.00       | $15426258.00       | U.S. Treasuries (including strips) |

### Security 215: CITIBANK, NATIONAL ASSOCIATION

- **C.1 - Title:** CITIBANK, NATIONAL ASSOCIATION 4.340002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR055D1A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: TPR055D1A779156CIT
- **C.18 - Value (incl. sponsor support):** $988000000.00
- **C.18.a - Value (excl. sponsor support):** $988000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2031-09-01      | 7.0000%  | 0.0000% | $60000.00          | $35.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 7.0000%  | 0.0000% | $14000.00          | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-11-01      | 5.0000%  | 0.0000% | $250391.00         | $897.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-03-01      | 3.5000%  | 0.0000% | $5015.00           | $647.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-12-01      | 4.0000%  | 0.0000% | $11010.00          | $26.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $1995.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $63.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 3.5000%  | 0.0000% | $3000.00           | $275.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.5000%  | 0.0000% | $4995.00           | $493.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.5000%  | 0.0000% | $2000.00           | $117.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $2000.00           | $32.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%  | 0.0000% | $3999.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $135.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $58000.00          | $17355.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 3.5000%  | 0.0000% | $10000.00          | $2186.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 3.5000%  | 0.0000% | $4001.00           | $2439.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5008.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2343.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%  | 0.0000% | $20999.00          | $16142.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $53908461.00       | $44118554.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 3.0000%  | 0.0000% | $3000.00           | $2336.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.0000%  | 0.0000% | $37997.00          | $5129.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 4.5000%  | 0.0000% | $1026.00           | $134.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3281.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $2222222.00        | $1497895.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $48000.00          | $32455.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $214000.00         | $154067.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $56000.00          | $44277.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $145000.00         | $110977.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.0000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $122922.00         | $109867.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $10238600.00       | $9598538.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $414048.00         | $401220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1704.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%  | 0.0000% | $11000.00          | $7736.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2536.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2377.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 5.5000%  | 0.0000% | $11753200.00       | $11874699.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 4.5000%  | 0.0000% | $11414.00          | $324.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 5.5000%  | 0.0000% | $276822.00         | $882.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-05-01      | 5.5000%  | 0.0000% | $7746007.00        | $18222.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 3.5000%  | 0.0000% | $361280.00         | $21267.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 2.5000%  | 0.0000% | $1670.00           | $76.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-06-01      | 3.5000%  | 0.0000% | $2997.00           | $56.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%  | 0.0000% | $7000.00           | $293.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-03-01      | 3.5000%  | 0.0000% | $316998.00         | $42268.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-01-01      | 3.5000%  | 0.0000% | $4000.00           | $101.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 5.5000%  | 0.0000% | $75284.00          | $71492.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1155904.00        | $1210541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $3778.00           | $3644.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $30230.00          | $29320.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1078080.00        | $1109813.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $1472164.00        | $1469753.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1370137.00        | $1416647.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $562970.00         | $550838.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 4.5000%  | 0.0000% | $6281.00           | $5961.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $9625347.00        | $9367463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $45359.00          | $45062.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1432253.00        | $1397684.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $8061090.00        | $7831750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $1612385.00        | $1571682.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1725839.00        | $1714532.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $5812071.00        | $5902207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $24211.00          | $24149.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $643770.00         | $665590.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $6239896.00        | $6455011.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%  | 0.0000% | $48000.00          | $16351.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $79442.00          | $24317.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $68351.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6162.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $39709.00          | $24750.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $29070.00          | $21609.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $13000.00          | $10937.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $26217.00          | $18954.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $48073.00          | $40544.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $33578.00          | $27558.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 3.0000%  | 0.0000% | $214419.00         | $164726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $3817890.00        | $2174798.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $123445.00         | $78536.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $35000.00          | $24624.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2994.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1498.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $4700.00           | $3720.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2053.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $41145.00          | $29965.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $13000.00          | $9943.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $11757.00          | $8835.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 4.0000%  | 0.0000% | $10044.00          | $8237.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%  | 0.0000% | $18000.00          | $14924.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $25000.00          | $21430.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $1900000.00        | $1849078.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 2.5000%  | 0.0000% | $21911008.00       | $18039550.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $1995620.00        | $1982546.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $7209817.00        | $7025605.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%  | 0.0000% | $154000.00         | $45098.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%  | 0.0000% | $1004.00           | $224.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 3.5000%  | 0.0000% | $3000.00           | $93.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $20000.00          | $2646.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%  | 0.0000% | $25651.00          | $15463.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $29000.00          | $8382.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $233599.00         | $94239.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $31739.00          | $20049.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $58998.00          | $19770.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 1.5000%  | 0.0000% | $674635.00         | $423749.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $32175.00          | $23296.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $25427.00          | $16713.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $8000.00           | $5749.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $3900.00           | $3009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $58144.00          | $41978.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $126975.00         | $91348.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 4.5000%  | 0.0000% | $40000.00          | $24775.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 5.5000%  | 0.0000% | $975000.00         | $717545.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%  | 0.0000% | $18404.00          | $16346.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $690000.00         | $533179.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 2.0000%  | 0.0000% | $705012.00         | $507517.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.0000%  | 0.0000% | $14000.00          | $11574.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2504.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $193248.00         | $170107.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.0000%  | 0.0000% | $94000.00          | $73170.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $39000.00          | $34998.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $2098724.00        | $1777618.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $6326.00           | $6050.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-12-01      | 3.0000%  | 0.0000% | $1671999.00        | $21602.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.0000%  | 0.0000% | $4000.00           | $705.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 4.0000%  | 0.0000% | $969998.00         | $114772.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.0000%  | 0.0000% | $368000.00         | $59946.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $96000.00          | $56049.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $63997.00          | $36445.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $18891800.00       | $11760449.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%  | 0.0000% | $130004.00         | $19862.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $80000.00          | $40551.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4503.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $9000.00           | $7837.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $1638448.00        | $1093196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%  | 0.0000% | $10439099.00       | $6956427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.5000%  | 0.0000% | $466002.00         | $299406.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $19000.00          | $14227.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $54000.00          | $38983.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $23096.00          | $17795.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%  | 0.0000% | $32729.00          | $25308.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.0000%  | 0.0000% | $154000.00         | $113261.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 3.5000%  | 0.0000% | $12000.00          | $9207.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.5000%  | 0.0000% | $16999.00          | $13093.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-12-01      | 3.5000%  | 0.0000% | $14000.00          | $9565.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1386.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $4001.00           | $3325.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2358.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $6008.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $6373.00           | $5275.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 5.0000%  | 0.0000% | $34000.00          | $24409.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1591.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 5.0000%  | 0.0000% | $13000.00          | $9520.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.5000%  | 0.0000% | $1000.00           | $744.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $2709440.00        | $2528498.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $50857373.00       | $47625847.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $638296.00         | $598872.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.0000%  | 0.0000% | $9000.00           | $8079.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $8317580.00        | $7695122.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 4.5000%  | 0.0000% | $876374.00         | $823650.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $18514351.00       | $18321156.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $2157057.00        | $2170897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 4.5000%  | 0.0000% | $5697204.00        | $5385852.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $39300185.00       | $38147738.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $4026280.00        | $3999902.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 5.5000%  | 0.0000% | $912905.00         | $922342.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $484374.00         | $479884.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $4621100.00        | $4601509.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $2669350.00        | $2599554.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $13404032.00       | $13621490.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1599166.00        | $1558057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.0000%  | 0.0000% | $1066667.00        | $982858.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $6493568.00        | $6516164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $700000.00         | $683746.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $25735326.00       | $24982665.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $1181161.00        | $1198035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 3.5000%  | 0.0000% | $588347.00         | $522579.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $3309013.00        | $351909.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $1523000.00        | $178723.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $2021.00           | $340.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $882209.00         | $262778.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $175487.00         | $55691.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $4400000.00        | $2067084.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $6755336.00        | $4407221.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $49733924.00       | $35166414.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $300000.00         | $198063.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $80000.00          | $41197.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $6922628.00        | $3751382.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4995040.00        | $2470406.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $29662376.00       | $16267972.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $7348736.00        | $4092621.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $315288493.00      | $180718724.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $7045432.00        | $4148788.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2295032.00        | $1321106.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $104109638.00      | $62441851.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1206133.00        | $696291.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $9679104.00        | $5805735.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $21802336.00       | $13030121.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $1002.00           | $608.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $5438731.00        | $3437349.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $17608799.00       | $11145440.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $490920.00         | $317241.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $19267227.00       | $12365136.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $25988440.00       | $17256956.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $6741760.00        | $4605948.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $7333999.00        | $5299867.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $9384000.00        | $7183908.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $7484216.00        | $5806493.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 2.5000%  | 0.0000% | $945205.00         | $604314.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $10980416.00       | $8291581.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $4136020.00        | $2905377.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $204000.00         | $114663.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1325254.00        | $745420.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $5999619.00        | $5605455.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $100000.00         | $51791.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $44123772.00       | $38061717.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $3536628.00        | $3009826.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $4401909.00        | $4094805.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $24953061.00       | $24078482.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $30692247.00       | $31998915.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2800891.00        | $2862394.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $10181462.00       | $10394909.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2461019.00        | $2546869.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $6106569.00        | $5854950.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $39653330.00       | $38870550.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $2000000.00        | $2000264.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $24638705.00       | $22448267.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $693738.00         | $685481.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $9545564.00        | $8707075.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $8971257.00        | $8918294.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 3.5000%  | 0.0000% | $14297522.00       | $12728790.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1110260.00        | $1126784.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $10787148.00       | $11097312.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2872050.00        | $2982784.00        | Agency Mortgage-Backed Securities |

### Security 216: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR056ABB, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR056ABB7791561SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $423381500.00      | $433500084.00      | U.S. Treasuries (including strips) |

### Security 217: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0570E3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0570E37791567CG
- **C.18 - Value (incl. sponsor support):** $344930758.50
- **C.18.a - Value (excl. sponsor support):** $344930758.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-05-01      | 5.5000%  | 0.0000% | $145349.00         | $145043.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1043560.00        | $1040891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $16985083.00       | $16873806.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $70442875.00       | $71449245.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $109474.00         | $106261.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $400040.00         | $397419.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1259985.00        | $1232736.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1434849.00        | $1404591.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 7.0000%  | 0.0000% | $1200547.00        | $1273951.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2461734.00        | $2552397.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1158570.00        | $1217683.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1223827.00        | $1269969.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1058723.00        | $1033169.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1103228.00        | $1120665.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $7255311.00        | $7397227.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2676085.00        | $2678123.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $18726950.00       | $18208247.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $3261474.00        | $3308069.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2804.00           | $2844.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2423595.00        | $2505184.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1405650.00        | $1404798.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1208113.00        | $1230064.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1009750.00        | $1028159.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1530590.00        | $1523383.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1007750.00        | $1009323.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $5579179.00        | $5562394.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1352593.00        | $1348594.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1272254.00        | $1268844.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1404240.00        | $1367062.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1001177.00        | $973005.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $10249858.00       | $10474005.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $5170793.00        | $5374311.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1023108.00        | $1027895.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1163815.00        | $1168082.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $299739.00         | $310232.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1202022.00        | $1173077.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1203402.00        | $1170987.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1034670.00        | $1042281.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1001909.00        | $1012353.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $3981084.00        | $3955002.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1104758.00        | $1142076.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $5991082.00        | $5973735.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2927930.00        | $2918688.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $5732593.00        | $5944614.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2165960.00        | $2107615.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1132274.00        | $1102559.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1294602.00        | $1260625.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1325347.00        | $1321429.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $87768579.00       | $91570811.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $25736065.00       | $25773062.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $21960342.00       | $21829976.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.0000%  | 0.0000% | $13408358.00       | $12313381.00       | Agency Mortgage-Backed Securities |

### Security 218: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057140, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR0571407791561WE
- **C.18 - Value (incl. sponsor support):** $739852666.00
- **C.18.a - Value (excl. sponsor support):** $739852666.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2025-12-01      | 5.5000%  | 0.0000% | $1312992.00        | $959.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2026-05-01      | 6.0000%  | 0.0000% | $1252894.00        | $1376.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2028-02-01      | 5.5000%  | 0.0000% | $9510000.00        | $40671.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-04-01      | 6.5000%  | 0.0000% | $18305695.00       | $8275.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-08-01      | 6.5000%  | 0.0000% | $9017964.00        | $7380.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-08-01      | 4.5000%  | 0.0000% | $24000.00          | $1424.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $6796.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 6.5000%  | 0.0000% | $2500000.00        | $169431.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $52720.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-10-01      | 3.0000%  | 0.0000% | $33000.00          | $5321.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2575.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-07-01      | 4.5000%  | 0.0000% | $21000.00          | $1822.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2031-09-01      | 2.0000%  | 0.0000% | $537973.00         | $82170.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 4.5000%  | 0.0000% | $612000.00         | $86640.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-06-01      | 6.5000%  | 0.0000% | $10181748.00       | $176119.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | 0.0000% | $1042882.00        | $1046312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-04-01      | 5.5000%  | 0.0000% | $1142832.00        | $851943.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 6.0000%  | 0.0000% | $1697960.00        | $1572203.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | 0.0000% | $3373870.00        | $3466908.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-08-01      | 6.5000%  | 0.0000% | $1359246.00        | $1059309.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-06-01      | 5.0000%  | 0.0000% | $566095.00         | $546481.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 4.5000%  | 0.0000% | $1057628.00        | $1037366.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 4.5000%  | 0.0000% | $2358161.00        | $2226697.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.5000%  | 0.0000% | $5237387.00        | $4949480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $1437440.00        | $1453665.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.5000%  | 0.0000% | $275896.00         | $272294.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1095237.00        | $1087090.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $306720.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 6.0000%  | 0.0000% | $1270150.00        | $1285169.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $967476.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | 0.0000% | $2042222.00        | $1985176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.5000%  | 0.0000% | $2411628.00        | $2415254.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $2349768.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 5.0000%  | 0.0000% | $2793195.00        | $2703984.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-01-01      | 6.0000%  | 0.0000% | $1481400.00        | $1497898.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 6.0000%  | 0.0000% | $1055490.00        | $1084920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $2070232.00        | $2123213.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $2465431.00        | $2515859.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-01-01      | 4.5000%  | 0.0000% | $2385301.00        | $2244950.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.0000%  | 0.0000% | $2068728.00        | $2101269.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1316139.00        | $1355431.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 5.5000%  | 0.0000% | $1158403.00        | $1165927.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $4186343.00        | $4249132.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.5000%  | 0.0000% | $1097910.00        | $1138071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 5.5000%  | 0.0000% | $3527589.00        | $3511078.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $10596107.00       | $10564780.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 5.0000%  | 0.0000% | $1092700.00        | $1094735.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1077723.00        | $1090641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1907852.00        | $1901018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $5120495.00        | $5084509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $2371709.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-04-01      | 5.0000%  | 0.0000% | $2304228.00        | $2303954.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $8298929.00        | $8410228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $2190875.00        | $2185500.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $3546246.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | 0.0000% | $1810814.00        | $1903218.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 6.5000%  | 0.0000% | $779451.00         | $810488.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 6.0000%  | 0.0000% | $1601800.00        | $1627811.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $8171.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-11-01      | 2.5000%  | 0.0000% | $2230591.00        | $233112.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-12-01      | 3.5000%  | 0.0000% | $3200000.00        | $1206983.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $620296.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.0000%  | 0.0000% | $930000.00         | $212351.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-02-01      | 5.0000%  | 0.0000% | $250000.00         | $30761.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-01-01      | 5.5000%  | 0.0000% | $3871061.00        | $324969.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-05-01      | 5.0000%  | 0.0000% | $477137.00         | $47930.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | 0.0000% | $2300000.00        | $424507.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 2.5000%  | 0.0000% | $413000.00         | $94599.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 2.5000%  | 0.0000% | $12645601.00       | $3518649.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 3.0000%  | 0.0000% | $75000.00          | $33406.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-10-01      | 2.0000%  | 0.0000% | $930412.00         | $533304.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 1.5000%  | 0.0000% | $3899696.00        | $2073012.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 3.0000%  | 0.0000% | $1350000.00        | $942417.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $81163.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $1327109.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $2711581.00        | $2792853.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $724944.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 1.5000%  | 0.0000% | $3458240.00        | $2420687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 2.5000%  | 0.0000% | $348797.00         | $265279.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-10-01      | 4.5000%  | 0.0000% | $229185.00         | $202745.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-01-01      | 5.5000%  | 0.0000% | $50110.00          | $48209.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $132082.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-07-01      | 5.0000%  | 0.0000% | $929467.00         | $877417.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2163712.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-07-01      | 5.0000%  | 0.0000% | $1124928.00        | $1084901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-08-01      | 2.5000%  | 0.0000% | $503374.00         | $225104.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-10-01      | 2.0000%  | 0.0000% | $4375391.00        | $2413538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | 0.0000% | $1109797.00        | $797697.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-01-01      | 2.5000%  | 0.0000% | $254462.00         | $176296.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | 0.0000% | $20000.00          | $13053.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1265.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-05-01      | 2.5000%  | 0.0000% | $775145.00         | $416153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-09-01      | 6.5000%  | 0.0000% | $1203723.00        | $952013.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1697086.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 6.0000%  | 0.0000% | $22881802.00       | $22532926.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $4688636.00        | $4071956.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 5.5000%  | 0.0000% | $11747568.00       | $11494178.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2039-12-01      | 5.0000%  | 0.0000% | $4870866.00        | $4621533.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 2.5000%  | 0.0000% | $11713045.00       | $9252013.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $10005777.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 6.0000%  | 0.0000% | $28725590.00       | $28424560.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $208513710.00      | $207147644.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $260396.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-03-01      | 5.0000%  | 0.0000% | $1245233.00        | $723.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $583436.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $85436.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $35163.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 2.0000%  | 0.0000% | $51000.00          | $23906.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | 0.0000% | $70000.00          | $38277.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-03-01      | 3.0000%  | 0.0000% | $453000.00         | $168256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-06-01      | 3.5000%  | 0.0000% | $700000.00         | $312805.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2027-01-01      | 4.5000%  | 0.0000% | $21000.00          | $600.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-01-01      | 4.0000%  | 0.0000% | $10000.00          | $3043.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $48938.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $43117.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-11-01      | 3.0000%  | 0.0000% | $428000.00         | $177696.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-07-01      | 5.0000%  | 0.0000% | $111130.00         | $56163.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-05-01      | 3.5000%  | 0.0000% | $165980000.00      | $90500203.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-08-01      | 2.5000%  | 0.0000% | $229540.00         | $127354.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.0000%  | 0.0000% | $200000.00         | $123626.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.5000%  | 0.0000% | $200000.00         | $140335.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-04-01      | 2.0000%  | 0.0000% | $47642836.00       | $31314938.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 3.0000%  | 0.0000% | $2000000.00        | $1418690.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $743687.00         | $476582.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.0000%  | 0.0000% | $66921.00          | $43522.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 2.5000%  | 0.0000% | $7678000.00        | $5321708.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-07-01      | 4.5000%  | 0.0000% | $50000.00          | $38131.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-09-01      | 3.0000%  | 0.0000% | $701710.00         | $523432.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-03-01      | 2.5000%  | 0.0000% | $9544244.00        | $6506896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6997.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-08-01      | 6.0000%  | 0.0000% | $1100000.00        | $924932.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 2.5000%  | 0.0000% | $669000.00         | $524415.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 4.0000%  | 0.0000% | $6981060.00        | $6094070.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-09-01      | 4.5000%  | 0.0000% | $24492449.00       | $20736576.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-06-01      | 3.0000%  | 0.0000% | $95000.00          | $77184.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2052-05-01      | 2.0000%  | 0.0000% | $33000.00          | $24779.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 6.5000%  | 0.0000% | $40215249.00       | $41458232.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-02-01      | 6.0000%  | 0.0000% | $1875656.00        | $1874891.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2834.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 5.5000%  | 0.0000% | $3000000.00        | $39490.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $91531.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2032-09-01      | 3.5000%  | 0.0000% | $23060188.00       | $4386957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-10-01      | 6.5000%  | 0.0000% | $638038.00         | $20361.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-08-01      | 6.5000%  | 0.0000% | $4012363.00        | $20137.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2038-12-01      | 6.5000%  | 0.0000% | $478828.00         | $4150.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-12-01      | 6.0000%  | 0.0000% | $4775576.00        | $93768.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $18129.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 3.5000%  | 0.0000% | $150000.00         | $25882.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-06-01      | 5.0000%  | 0.0000% | $89211.00          | $6854.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-08-01      | 4.0000%  | 0.0000% | $492124.00         | $27775.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-07-01      | 2.5000%  | 0.0000% | $1962000.00        | $1145509.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-11-01      | 2.5000%  | 0.0000% | $3164691.00        | $1986196.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-12-01      | 3.5000%  | 0.0000% | $500000.00         | $282290.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-07-01      | 4.0000%  | 0.0000% | $7180000.00        | $575488.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2034-10-01      | 2.5000%  | 0.0000% | $8000.00           | $1231.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-01-01      | 3.0000%  | 0.0000% | $12006000.00       | $2111426.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-02-01      | 3.5000%  | 0.0000% | $81000.00          | $11331.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-06-01      | 2.5000%  | 0.0000% | $18766055.00       | $10897523.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 5.5000%  | 0.0000% | $976000.00         | $849914.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $254193.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $77601.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 4.5000%  | 0.0000% | $107863195.00      | $100489947.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2035-05-01      | 6.0000%  | 0.0000% | $3238599.00        | $3361364.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $263009.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2036-01-01      | 6.0000%  | 0.0000% | $23331976.00       | $281743.00         | Agency Mortgage-Backed Securities |

### Security 219: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.250002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0571B7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0571B77791564BN
- **C.18 - Value (incl. sponsor support):** $1479998076.00
- **C.18.a - Value (excl. sponsor support):** $1479998076.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 CORPORATION        | 2032-07-01      | 6.5000%  | 0.0000% | $61492.00          | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%  | 0.0000% | $50408.00          | $1852.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 7.0000%  | 0.0000% | $1138.00           | $14.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-01      | 5.5000%  | 0.0000% | $396907.00         | $27950.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $8024.00           | $962.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-01-01      | 3.5000%  | 0.0000% | $4160.00           | $343.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.5000%  | 0.0000% | $10248.00          | $1452.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.0000%  | 0.0000% | $7279.00           | $405.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.0000%  | 0.0000% | $1015900.00        | $132074.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-05-01      | 3.5000%  | 0.0000% | $2993.00           | $427.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-11-01      | 6.0000%  | 0.0000% | $1102640.00        | $17735.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-04-01      | 6.0000%  | 0.0000% | $91523.00          | $7529.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-05-01      | 6.0000%  | 0.0000% | $281105.00         | $11905.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-02-01      | 6.5000%  | 0.0000% | $10952.00          | $226.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-02-01      | 7.0000%  | 0.0000% | $2809.00           | $29.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 6.5000%  | 0.0000% | $1311525.00        | $14579.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.5000%  | 0.0000% | $27789.00          | $265.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-11-01      | 6.0000%  | 0.0000% | $2571783.00        | $50227.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-12-01      | 6.5000%  | 0.0000% | $1583.00           | $12.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-09-01      | 6.5000%  | 0.0000% | $58005.00          | $1121.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-06-01      | 5.5000%  | 0.0000% | $22026856.00       | $83893.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 7.0000%  | 0.0000% | $3348.00           | $45.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 4.5000%  | 0.0000% | $3077.00           | $118.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 5.5000%  | 0.0000% | $4737988.00        | $41786.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-09-01      | 6.5000%  | 0.0000% | $2996.00           | $99.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-03-01      | 4.5000%  | 0.0000% | $2226.00           | $50.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-12-01      | 4.5000%  | 0.0000% | $14725.00          | $613.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 4.5000%  | 0.0000% | $197945.00         | $16198.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 4.5000%  | 0.0000% | $1362.00           | $33.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-10-01      | 4.0000%  | 0.0000% | $1955834.00        | $181167.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.5000%  | 0.0000% | $210000.00         | $18716.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-01-01      | 4.0000%  | 0.0000% | $13789262.00       | $1497235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-02-01      | 4.5000%  | 0.0000% | $5092.00           | $185.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 6.5000%  | 0.0000% | $16830.00          | $2.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-08-01      | 6.5000%  | 0.0000% | $6284.00           | $42.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-01-01      | 6.0000%  | 0.0000% | $2117000.00        | $25792.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-11-01      | 2.5000%  | 0.0000% | $1433.00           | $103.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-04-01      | 4.5000%  | 0.0000% | $4000.00           | $366.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-01-01      | 3.5000%  | 0.0000% | $5587.00           | $985.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-05-01      | 3.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.5000%  | 0.0000% | $4000.00           | $462.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%  | 0.0000% | $112529.00         | $16770.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $32630.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $136000.00         | $25095.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%  | 0.0000% | $136000.00         | $18494.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 3.5000%  | 0.0000% | $820000.00         | $103092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 4.0000%  | 0.0000% | $399999.00         | $74209.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 3.0000%  | 0.0000% | $12055349.00       | $1621280.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-10-01      | 4.5000%  | 0.0000% | $4000.00           | $473.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-09-01      | 3.5000%  | 0.0000% | $575000.00         | $69443.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-10-01      | 4.5000%  | 0.0000% | $4000.00           | $315.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-11-01      | 5.0000%  | 0.0000% | $2472.00           | $489.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-01-01      | 4.5000%  | 0.0000% | $3000.00           | $371.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 4.5000%  | 0.0000% | $75000.00          | $8103.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-04-01      | 4.5000%  | 0.0000% | $4098.00           | $462.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $10992.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.5000%  | 0.0000% | $4000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-06-01      | 3.5000%  | 0.0000% | $387365.00         | $64526.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 4.0000%  | 0.0000% | $506524.00         | $31889.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 4.0000%  | 0.0000% | $25194242.00       | $3229348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-08-01      | 3.0000%  | 0.0000% | $2402.00           | $524.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $16001.00          | $3233.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $4006.00           | $1143.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $2000.00           | $653.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-06-01      | 4.5000%  | 0.0000% | $516000.00         | $70126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 3.5000%  | 0.0000% | $790000.00         | $155550.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-08-01      | 3.5000%  | 0.0000% | $365000.00         | $34017.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-09-01      | 4.0000%  | 0.0000% | $178000.00         | $33325.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%  | 0.0000% | $700000.00         | $126333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.0000%  | 0.0000% | $5003.00           | $1701.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 5.0000%  | 0.0000% | $4130000.00        | $963193.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-02-01      | 4.5000%  | 0.0000% | $3221352.00        | $1047164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 4.5000%  | 0.0000% | $3765000.00        | $93435.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-01      | 2.5000%  | 0.0000% | $13500000.00       | $236694.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-08-01      | 3.5000%  | 0.0000% | $154300.00         | $31867.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-03-01      | 4.0000%  | 0.0000% | $1353.00           | $247.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%  | 0.0000% | $8521876.00        | $683815.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-05-01      | 5.0000%  | 0.0000% | $5065.00           | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $4544.00           | $227.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $170.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-07-01      | 5.0000%  | 0.0000% | $1379000.00        | $13495.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 7.0000%  | 0.0000% | $1396.00           | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-06-01      | 5.5000%  | 0.0000% | $14930000.00       | $41764.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-04-01      | 6.5000%  | 0.0000% | $5480.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-12-01      | 5.0000%  | 0.0000% | $179000.00         | $7006.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-06-01      | 6.0000%  | 0.0000% | $2981212.00        | $67003.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-04-01      | 5.5000%  | 0.0000% | $4294000.00        | $28195.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 7.0000%  | 0.0000% | $1299.00           | $9.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-01-01      | 5.5000%  | 0.0000% | $8075896.00        | $57575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-03-01      | 5.5000%  | 0.0000% | $8343392.00        | $88154.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 5.5000%  | 0.0000% | $112814.00         | $2438.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 4.5000%  | 0.0000% | $96000.00          | $6133.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 4.0000%  | 0.0000% | $6921.00           | $804.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-03-01      | 4.0000%  | 0.0000% | $3295000.00        | $336039.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-11-01      | 4.5000%  | 0.0000% | $2638.00           | $56.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-01      | 4.5000%  | 0.0000% | $4671269.00        | $158336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-07-01      | 4.5000%  | 0.0000% | $5006.00           | $172.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 3.5000%  | 0.0000% | $1305000.00        | $86286.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-02-01      | 7.0000%  | 0.0000% | $8046000.00        | $602610.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%  | 0.0000% | $114001.00         | $9560.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 4.5000%  | 0.0000% | $3000.00           | $260.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-06-01      | 4.5000%  | 0.0000% | $1605000.00        | $138357.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-04-01      | 3.5000%  | 0.0000% | $1574.00           | $211.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-10-01      | 4.5000%  | 0.0000% | $2336392.00        | $217368.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%  | 0.0000% | $499000.00         | $64263.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 5.5000%  | 0.0000% | $6463575.00        | $58240.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-02-01      | 3.5000%  | 0.0000% | $800000.00         | $64244.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-05-01      | 3.0000%  | 0.0000% | $1003.00           | $137.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 4.5000%  | 0.0000% | $1180000.00        | $123724.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-03-01      | 3.0000%  | 0.0000% | $4000.00           | $528.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-12-01      | 3.5000%  | 0.0000% | $404186.00         | $43788.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.0000%  | 0.0000% | $16000000.00       | $2655987.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 2.5000%  | 0.0000% | $4474616.00        | $1125711.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-08-01      | 4.5000%  | 0.0000% | $600000.00         | $90674.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 3.0000%  | 0.0000% | $146957.00         | $22950.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%  | 0.0000% | $5999.00           | $1072.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $189.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-02-01      | 3.5000%  | 0.0000% | $25259336.00       | $3484209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $4000.00           | $479.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-10-01      | 3.5000%  | 0.0000% | $3006.00           | $377.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-09-01      | 3.5000%  | 0.0000% | $122000.00         | $16515.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 3.0000%  | 0.0000% | $2804.00           | $345.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-07-01      | 4.5000%  | 0.0000% | $39658.00          | $5887.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 4.5000%  | 0.0000% | $3003000.00        | $532743.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-02-01      | 4.5000%  | 0.0000% | $2686000.00        | $320499.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-01-01      | 5.5000%  | 0.0000% | $242264.00         | $35402.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $142228.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%  | 0.0000% | $2800.00           | $868.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-08-01      | 3.0000%  | 0.0000% | $306000.00         | $92297.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-09-01      | 3.5000%  | 0.0000% | $54324.00          | $10094.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%  | 0.0000% | $3001.00           | $533.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%  | 0.0000% | $1019.00           | $200.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 3.0000%  | 0.0000% | $1000.00           | $294.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%  | 0.0000% | $1252.00           | $317.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%  | 0.0000% | $112000.00         | $8123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%  | 0.0000% | $49000.00          | $6267.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-11-01      | 3.5000%  | 0.0000% | $1722275.00        | $503816.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 3.0000%  | 0.0000% | $4000.00           | $917.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 4.5000%  | 0.0000% | $4022.00           | $1108.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-04-01      | 4.0000%  | 0.0000% | $9061.00           | $675.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 3.5000%  | 0.0000% | $100000.00         | $42189.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-07-01      | 4.0000%  | 0.0000% | $5778305.00        | $5044068.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2733.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-02-01      | 3.0000%  | 0.0000% | $230000.00         | $39958.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2604.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 2.5000%  | 0.0000% | $2001.00           | $1240.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-06-01      | 5.5000%  | 0.0000% | $5404796.00        | $4073168.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $70398.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $5540921.00        | $3510717.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1754.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $610.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.5000%  | 0.0000% | $195000.00         | $56156.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 5.0000%  | 0.0000% | $46385.00          | $6831.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 4.0000%  | 0.0000% | $7967.00           | $1627.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-09-01      | 4.0000%  | 0.0000% | $4003.00           | $1814.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 4.0000%  | 0.0000% | $2438189.00        | $920643.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%  | 0.0000% | $3047.00           | $1323.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 4.0000%  | 0.0000% | $1051040.00        | $567560.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%  | 0.0000% | $320402.00         | $260061.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1531.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $8000.00           | $5762.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $489955.00         | $364719.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2146.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $490000.00         | $346414.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2499.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $2993599.00        | $2305177.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%  | 0.0000% | $2200000.00        | $1663914.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $5010.00           | $3503.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $262052.00         | $206142.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $759812.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1579.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2286.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.0000%  | 0.0000% | $2080.00           | $1706.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2417.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%  | 0.0000% | $104023.00         | $81440.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.5000%  | 0.0000% | $7032.00           | $5365.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-03-01      | 4.5000%  | 0.0000% | $100000.00         | $75403.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $1225388.00        | $1006503.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $1400000.00        | $1098505.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3587.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $1163.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $100000.00         | $88304.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $83999.00          | $75949.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $7677435.00        | $6920603.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%  | 0.0000% | $168738.00         | $127886.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1709.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $100000.00         | $89519.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $3405155.00        | $3164306.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $32749.00          | $24999.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1951.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $5574000.00        | $4479197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 4.5000%  | 0.0000% | $3000.00           | $2740.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 4.5000%  | 0.0000% | $2048.00           | $1836.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2777.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%  | 0.0000% | $95997.00          | $8783.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.5000%  | 0.0000% | $226558.00         | $24986.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%  | 0.0000% | $61871794.00       | $6124540.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%  | 0.0000% | $26001.00          | $3882.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%  | 0.0000% | $4000.00           | $1097.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.0000%  | 0.0000% | $8001.00           | $3329.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $11006.00          | $5250.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $72387.00          | $55442.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2810.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $1030.00           | $508.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 4.5000%  | 0.0000% | $4702610.00        | $3715223.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $7001.00           | $3313.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 3.0000%  | 0.0000% | $110999.00         | $39665.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%  | 0.0000% | $24000.00          | $12585.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $1071.00           | $601.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.0000%  | 0.0000% | $1001.00           | $604.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.5000%  | 0.0000% | $180000.00         | $106327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%  | 0.0000% | $2456.00           | $1586.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $530651.00         | $344612.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $9000.00           | $5909.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%  | 0.0000% | $182000.00         | $119441.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.0000%  | 0.0000% | $5000.00           | $3121.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%  | 0.0000% | $277000.00         | $175149.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%  | 0.0000% | $16001.00          | $10167.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $30002.00          | $19157.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $742.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1475.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $31616.00          | $21311.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.5000%  | 0.0000% | $23000.00          | $15770.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.0000%  | 0.0000% | $22999.00          | $15177.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $1017049.00        | $687677.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $19000.00          | $13273.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $25000.00          | $17289.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1427.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33478.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 2.5000%  | 0.0000% | $95989.00          | $66550.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $94086.00          | $67736.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%  | 0.0000% | $32110.00          | $24853.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $9000.00           | $7081.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.0000%  | 0.0000% | $18093.00          | $13289.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1753.00           | $1332.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1567.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.0000%  | 0.0000% | $1638.00           | $1199.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1575.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.5000%  | 0.0000% | $56490.00          | $42486.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $14000.00          | $11279.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 3.5000%  | 0.0000% | $1077.00           | $823.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%  | 0.0000% | $4379434.00        | $3445678.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $2993233.00        | $2413122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $840000.00         | $697190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $4000.00           | $3366.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.0000%  | 0.0000% | $659000.00         | $534008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $116295.00         | $99026.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $860.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $602187.00         | $513591.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.5000%  | 0.0000% | $13000.00          | $11205.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 4.5000%  | 0.0000% | $3000.00           | $2595.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.0000%  | 0.0000% | $618625.00         | $506178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $3770467.00        | $3304926.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.0000%  | 0.0000% | $1377536.00        | $1085571.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $4300000.00        | $3775794.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4072.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $5217133.00        | $4575635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $4600000.00        | $3827262.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $12284498.00       | $10587353.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.5000%  | 0.0000% | $172769.00         | $128517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $14253930.00       | $12822290.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $906421.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $928.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $3033246.00        | $2819423.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3735.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $11770379.00       | $11034559.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $334313.00         | $325702.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $901.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $59691.00          | $55944.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $2347864.00        | $2221680.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $235488.00         | $226190.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.0000%  | 0.0000% | $86876.00          | $82285.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $7094049.00        | $6889773.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-04-01      | 3.0000%  | 0.0000% | $1351000.00        | $1022447.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1455.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $405529.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $19841663.00       | $16029384.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%  | 0.0000% | $1000000.00        | $704197.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.5000%  | 0.0000% | $486000.00         | $426514.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 4.5000%  | 0.0000% | $536829.00         | $23895.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 4.5000%  | 0.0000% | $1036.00           | $232.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-07-01      | 3.0000%  | 0.0000% | $153943.00         | $28477.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-07-01      | 3.0000%  | 0.0000% | $154684.00         | $29418.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-08-01      | 3.5000%  | 0.0000% | $2465000.00        | $512966.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $34307.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%  | 0.0000% | $3000.00           | $1216.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.5000%  | 0.0000% | $70000.00          | $29544.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 5.0000%  | 0.0000% | $1430977.00        | $876212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.5000%  | 0.0000% | $22000.00          | $13846.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%  | 0.0000% | $97660.00          | $61023.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%  | 0.0000% | $2450000.00        | $1545767.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $5001.00           | $2772.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $65001.00          | $40947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%  | 0.0000% | $99000.00          | $63278.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $1458.00           | $958.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $500914.00         | $328352.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $300000.00         | $197201.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.5000%  | 0.0000% | $96000.00          | $60101.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $3006.00           | $1754.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $455577.00         | $328808.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $5000.00           | $3649.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $6000.00           | $4844.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $27963.00          | $20723.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $2614952.00        | $2267176.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $68108.00          | $47412.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $6478.00           | $4823.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%  | 0.0000% | $7000.00           | $5535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%  | 0.0000% | $377835.00         | $240450.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $76655.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $1193.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $2117000.00        | $1394951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.0000%  | 0.0000% | $3188629.00        | $2599511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $1023464.00        | $1021761.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.5000%  | 0.0000% | $5244754.00        | $3547785.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $1188126.00        | $911377.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $1022.00           | $830.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $795.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%  | 0.0000% | $525000.00         | $460633.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $2538245.00        | $1676433.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.5000%  | 0.0000% | $1408482.00        | $1040255.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2847.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $5908998.00        | $5765586.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.5000%  | 0.0000% | $1165.00           | $561.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%  | 0.0000% | $23557.00          | $20198.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%  | 0.0000% | $302670.00         | $259347.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $893000.00         | $720089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.5000%  | 0.0000% | $1556080.00        | $1537277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $31276.00          | $26571.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.0000%  | 0.0000% | $2008.00           | $1665.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $2784092.00        | $2531232.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%  | 0.0000% | $2222830.00        | $1829582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $37000.00          | $21857.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1342.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $1670811.00        | $1341338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $2892697.00        | $2726544.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $771.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $983.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $2004520.00        | $1830499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $2445920.00        | $2374552.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $7007.00           | $6522.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $6971734.00        | $6580627.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%  | 0.0000% | $7916655.00        | $7381499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $1243722.00        | $1256823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $1149750.00        | $1132697.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $922.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.0000%  | 0.0000% | $1191950.00        | $1152225.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $5574592.00        | $5637787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $6066376.00        | $5980245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $1431599.00        | $1271667.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%  | 0.0000% | $4508607.00        | $4347067.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4942.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $142835.00         | $147556.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $604236.00         | $594477.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $2029949.00        | $1956548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $1380360.00        | $1398500.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $7143871.00        | $6907743.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1011.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $1001.00           | $585.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $1821472.00        | $1884774.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $1864212.00        | $1920500.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1578035.00        | $1391835.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 2.0000%  | 0.0000% | $200000.00         | $131221.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-08-26      | 2.7100%  | 0.0000% | $295000.00         | $232061.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-11-21      | 4.0700%  | 0.0000% | $1000.00           | $942.00            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $49000.00          | $38155.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.4800%  | 0.0000% | $1000.00           | $780.00            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $2000.00           | $1490.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-02-03      | 2.9300%  | 0.0000% | $1000.00           | $741.00            | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-03-24      | 3.7000%  | 0.0000% | $1000.00           | $806.00            | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.0000%  | 0.0000% | $419000.00         | $374043.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.5000%  | 0.0000% | $1714.00           | $419.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 5.0000%  | 0.0000% | $4251107.00        | $962765.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.5000%  | 0.0000% | $1001.00           | $261.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $8497.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.0000%  | 0.0000% | $441876.00         | $218477.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.0000%  | 0.0000% | $137000.00         | $66872.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%  | 0.0000% | $4885.00           | $2647.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $1002.00           | $517.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $1374557.00        | $623176.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%  | 0.0000% | $8340290.00        | $3726985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%  | 0.0000% | $450000.00         | $243321.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 2.0000%  | 0.0000% | $1275148.00        | $764708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%  | 0.0000% | $1400691.00        | $761997.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 1.5000%  | 0.0000% | $300000.00         | $164018.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 3.0000%  | 0.0000% | $321000.00         | $144796.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $75000.00          | $47647.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $23000.00          | $14406.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $432219.00         | $270724.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $714.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $149000.00         | $109653.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $5310000.00        | $3683317.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%  | 0.0000% | $238891.00         | $151430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%  | 0.0000% | $324221.00         | $222250.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $3025532.00        | $2294204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3873.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%  | 0.0000% | $1004.00           | $831.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.5000%  | 0.0000% | $7844029.00        | $5180932.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.0000%  | 0.0000% | $516085.00         | $450105.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $457.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1263.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%  | 0.0000% | $1001.00           | $920.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $2622882.00        | $2308652.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.0000%  | 0.0000% | $675976.00         | $647503.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $12348161.00       | $10268644.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 5.5000%  | 0.0000% | $3091.00           | $2921.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $1001.00           | $971.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $6828171.00        | $6303472.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $6471768.00        | $6065454.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $1257991.00        | $1184829.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 7.0000%  | 0.0000% | $5000.00           | $1723.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1003.00           | $663.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $1343771.00        | $1330469.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $303476.00         | $248832.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $929.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%  | 0.0000% | $22528.00          | $20712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%  | 0.0000% | $4782297.00        | $4324614.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $6082152.00        | $5726268.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $1038000.00        | $1186565.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 6.2500%  | 0.0000% | $40000.00          | $45725.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-05-01      | 6.5000%  | 0.0000% | $2598.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-06-01      | 6.0000%  | 0.0000% | $285083.00         | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-10-01      | 6.0000%  | 0.0000% | $34404155.00       | $156216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 7.0000%  | 0.0000% | $1003.00           | $5.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-04-01      | 6.5000%  | 0.0000% | $3010000.00        | $20323.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 5.0000%  | 0.0000% | $8997387.00        | $83474.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 7.5000%  | 0.0000% | $499950.00         | $6963.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 4.5000%  | 0.0000% | $24177952.00       | $576830.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 5.0000%  | 0.0000% | $2300000.00        | $168037.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-09-01      | 4.0000%  | 0.0000% | $5500000.00        | $566812.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 3.5000%  | 0.0000% | $1017.00           | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-02-01      | 4.0000%  | 0.0000% | $5000000.00        | $460220.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 6.5000%  | 0.0000% | $3348.00           | $133.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%  | 0.0000% | $5022195.00        | $564704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.5000%  | 0.0000% | $27289804.00       | $2370491.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 4.0000%  | 0.0000% | $338991.00         | $57623.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-12-01      | 3.0000%  | 0.0000% | $200000.00         | $34986.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-10-01      | 6.0000%  | 0.0000% | $1366.00           | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 4.5000%  | 0.0000% | $71000.00          | $5240.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 4.0000%  | 0.0000% | $75000.00          | $8858.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 6.0000%  | 0.0000% | $5469475.00        | $660324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $31000.00          | $2908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 5.0000%  | 0.0000% | $34000.00          | $4851.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 4.5000%  | 0.0000% | $132000.00         | $23458.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-06-01      | 4.5000%  | 0.0000% | $1869736.00        | $247307.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 4.5000%  | 0.0000% | $2303600.00        | $453964.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $45300.00          | $7446.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.5000%  | 0.0000% | $750000.00         | $100609.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.0000%  | 0.0000% | $1526.00           | $242.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%  | 0.0000% | $50000.00          | $8836.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%  | 0.0000% | $100000.00         | $12900.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-04-01      | 4.5000%  | 0.0000% | $1006.00           | $150.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-07-01      | 4.0000%  | 0.0000% | $90000.00          | $10994.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.0000%  | 0.0000% | $260609.00         | $46953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 4.0000%  | 0.0000% | $67000.00          | $9359.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 4.0000%  | 0.0000% | $1029.00           | $129.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 3.5000%  | 0.0000% | $78000.00          | $8449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $1705000.00        | $466480.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $340.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $325000.00         | $94734.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $418848.00         | $120862.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.5000%  | 0.0000% | $3264.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-05-01      | 3.5000%  | 0.0000% | $52000.00          | $7511.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-05-01      | 3.0000%  | 0.0000% | $106000.00         | $17989.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.0000%  | 0.0000% | $369765.00         | $76865.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $199788.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $19141.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-11-01      | 4.5000%  | 0.0000% | $188469.00         | $36848.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-05-01      | 4.0000%  | 0.0000% | $161088.00         | $23959.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-09-01      | 4.0000%  | 0.0000% | $2348807.00        | $447239.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.5000%  | 0.0000% | $527000.00         | $55600.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $4454043.00        | $852216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 3.0000%  | 0.0000% | $6000.00           | $818.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-06-01      | 5.5000%  | 0.0000% | $41157.00          | $70.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-12-01      | 6.5000%  | 0.0000% | $897995.00         | $4682.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-08-01      | 4.5000%  | 0.0000% | $3500000.00        | $21557.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 5.5000%  | 0.0000% | $16147000.00       | $133271.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 6.5000%  | 0.0000% | $1367059.00        | $9033.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 5.5000%  | 0.0000% | $2458.00           | $28.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-01-01      | 6.0000%  | 0.0000% | $963370.00         | $16073.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 7.0000%  | 0.0000% | $1151840.00        | $1184326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $2305198.00        | $1951463.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $1214255.00        | $1183087.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $881.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $956.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $1010418.00        | $996445.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 7.0000%  | 0.0000% | $1134214.00        | $1134384.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.5000%  | 0.0000% | $904336.00         | $688893.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.0000%  | 0.0000% | $4065152.00        | $4028634.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1060.00           | $1077.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $1600119.00        | $1611235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%  | 0.0000% | $4013928.00        | $4032362.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.0000%  | 0.0000% | $4851929.00        | $4873972.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $3914820.00        | $3804508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $20340.00          | $20880.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%  | 0.0000% | $4703578.00        | $4788152.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1296710.00        | $1284314.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $11834494.00       | $11747866.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $7806007.00        | $7513385.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 7.0000%  | 0.0000% | $1543983.00        | $1623594.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $3668104.00        | $3657523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $10672183.00       | $9622985.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $10080738.00       | $10292570.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $2294974.00        | $2275790.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%  | 0.0000% | $1434595.00        | $1294122.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2596424.00        | $2573977.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $2861289.00        | $2536524.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $10705854.00       | $10965162.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1218194.00        | $1204772.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1333654.00        | $1347849.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%  | 0.0000% | $1323129.00        | $1289728.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3838.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $13920.00          | $14362.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $857.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $8628316.00        | $8789601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%  | 0.0000% | $5547472.00        | $5640562.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4825.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $3004.00           | $3084.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $573996.00         | $569009.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $634615.00         | $643902.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1023058.00        | $1054457.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%  | 0.0000% | $1917471.00        | $1807275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $384510.00         | $396642.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $77127.00          | $76535.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $368657.00         | $287827.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1134593.00        | $1130089.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $2090.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $5329678.00        | $5094801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $992.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $1491149.00        | $1509905.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1569008.00        | $1618730.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $4891946.00        | $4938430.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $3000.00           | $3063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $178989.00         | $178038.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $4800.00           | $4945.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1135672.00        | $1183333.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1191600.00        | $1240511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $1412751.00        | $1433063.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%  | 0.0000% | $2320340.00        | $2352453.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.0000%  | 0.0000% | $1002.00           | $1062.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $1426750.00        | $1456737.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1068.00           | $1104.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%  | 0.0000% | $1067100.00        | $1111521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $333722.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-03-01      | 3.5000%  | 0.0000% | $3000.00           | $368.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-04-01      | 4.0000%  | 0.0000% | $148000.00         | $10036.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 3.5000%  | 0.0000% | $1865000.00        | $229371.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 4.0000%  | 0.0000% | $20000.00          | $5100.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-12-01      | 3.0000%  | 0.0000% | $1027240.00        | $251914.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-01-01      | 3.0000%  | 0.0000% | $931000.00         | $285477.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 3.0000%  | 0.0000% | $1089906.00        | $205116.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-09-01      | 3.0000%  | 0.0000% | $275000.00         | $61729.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 4.0000%  | 0.0000% | $398477.00         | $102239.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 4.0000%  | 0.0000% | $296400.00         | $58630.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $55861.00          | $10428.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 4.0000%  | 0.0000% | $219531.00         | $40030.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-07-01      | 6.0000%  | 0.0000% | $65473.00          | $11457.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.5000%  | 0.0000% | $75000.00          | $18146.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $289.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $324751.00         | $56846.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $59519.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.5000%  | 0.0000% | $1054.00           | $147.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 6.0000%  | 0.0000% | $1209537.00        | $62813.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 3.0000%  | 0.0000% | $359483.00         | $43238.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.5000%  | 0.0000% | $162000.00         | $31743.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $245774.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 4.5000%  | 0.0000% | $183176.00         | $49049.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.0000%  | 0.0000% | $1027.00           | $218.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 3.5000%  | 0.0000% | $350000.00         | $48467.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-01-01      | 4.5000%  | 0.0000% | $450000.00         | $114100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 3.0000%  | 0.0000% | $90000.00          | $11886.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-05-01      | 5.5000%  | 0.0000% | $92000.00          | $25979.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.5000%  | 0.0000% | $144154.00         | $30613.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $1588000.00        | $261437.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 5.0000%  | 0.0000% | $1033000.00        | $232776.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $11069744.00       | $3151898.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 3.5000%  | 0.0000% | $827488.00         | $296233.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.0000%  | 0.0000% | $2156483.00        | $547765.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 5.0000%  | 0.0000% | $87989.00          | $22264.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $305.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%  | 0.0000% | $4700000.00        | $1087566.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $777000.00         | $338583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $50000.00          | $16818.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $183000.00         | $55999.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $3000000.00        | $1094565.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.0000%  | 0.0000% | $786270.00         | $211427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $994000.00         | $422616.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $51539.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $54000.00          | $31671.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $63000.00          | $32492.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%  | 0.0000% | $300000.00         | $133620.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $570.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $99191.00          | $68274.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $26718.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $58127.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.0000%  | 0.0000% | $3302032.00        | $1868871.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $367352.00         | $297251.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $80000.00          | $48963.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%  | 0.0000% | $1600453.00        | $855821.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%  | 0.0000% | $501853.00         | $432336.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%  | 0.0000% | $1994825.00        | $2047583.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $1983050.00        | $1917033.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%  | 0.0000% | $4530773.00        | $4251397.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 7.0000%  | 0.0000% | $2985004.00        | $2868586.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $1483874.00        | $1497650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%  | 0.0000% | $208479.00         | $204305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%  | 0.0000% | $3212302.00        | $2316415.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%  | 0.0000% | $3151770.00        | $2415187.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $2763746.00        | $2501681.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $1369789.00        | $983374.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%  | 0.0000% | $892802.00         | $904574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $2068731.00        | $2006702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%  | 0.0000% | $1680298.00        | $1683212.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $440088.00         | $454626.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $99000.00          | $59780.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $2895510.00        | $1593970.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $597073.00         | $411269.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $7970000.00        | $5183980.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $34000.00          | $24081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%  | 0.0000% | $94000.00          | $54958.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $1213450.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 3.0000%  | 0.0000% | $31355.00          | $21089.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $821000.00         | $487428.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 2.5000%  | 0.0000% | $100000.00         | $67763.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 6.0000%  | 0.0000% | $927220.00         | $720892.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $2168000.00        | $1780127.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $63000.00          | $48625.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 6.0000%  | 0.0000% | $1070508.00        | $1085309.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $4961774.00        | $3912219.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 6.0000%  | 0.0000% | $1087859.00        | $1087801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $5084280.00        | $4035118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $4839465.00        | $3504172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2293.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 3.0000%  | 0.0000% | $44000.00          | $35969.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $5759278.00        | $5420712.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1496.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $2010826.00        | $1630446.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $787020.00         | $810219.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $1209484.00        | $1233509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $1282950.00        | $1220247.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $369513.00         | $287029.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $503277.00         | $426448.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%  | 0.0000% | $1840028.00        | $1794162.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%  | 0.0000% | $1410198.00        | $1353527.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%  | 0.0000% | $926535.00         | $816152.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $2477818.00        | $2334331.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $4250327.00        | $3242081.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%  | 0.0000% | $1036.00           | $781.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $104549.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%  | 0.0000% | $1062.00           | $299.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%  | 0.0000% | $400000.00         | $48889.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $185000.00         | $53087.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 3.5000%  | 0.0000% | $458480.00         | $161863.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.5000%  | 0.0000% | $2069.00           | $601.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $1000000.00        | $78879.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $1789050.00        | $370966.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $355000.00         | $38675.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.5000%  | 0.0000% | $400000.00         | $72782.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $462.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 5.0000%  | 0.0000% | $271000.00         | $48812.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.5000%  | 0.0000% | $1587000.00        | $114183.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 5.5000%  | 0.0000% | $2421319.00        | $471632.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 3.5000%  | 0.0000% | $52651.00          | $13202.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%  | 0.0000% | $166000.00         | $50006.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-11-01      | 3.0000%  | 0.0000% | $269000.00         | $113165.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 3.0000%  | 0.0000% | $174000.00         | $59865.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 4.5000%  | 0.0000% | $1356.00           | $306.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $5600000.00        | $1731409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $46000.00          | $10386.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $502967.00         | $87208.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 3.0000%  | 0.0000% | $1800000.00        | $861390.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $285171.00         | $157565.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $844335.00         | $399431.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $40034.00          | $16998.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $5091000.00        | $2508216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $1472992.00        | $703569.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $226000.00         | $61921.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $494.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.0000%  | 0.0000% | $4912188.00        | $1566108.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $50000.00          | $26016.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%  | 0.0000% | $370533.00         | $225076.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $3055752.00        | $1626465.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $468.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%  | 0.0000% | $555422.00         | $293650.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 4.0000%  | 0.0000% | $198419.00         | $105328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $929329.00         | $837136.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 2.5000%  | 0.0000% | $389000.00         | $239029.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $635.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $159568.00         | $103622.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $200000.00         | $131205.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 2.0000%  | 0.0000% | $200000.00         | $120685.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $2210030.00        | $1436822.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $929000.00         | $654735.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25035.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $10590252.00       | $6766922.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $3600000.00        | $2406710.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $1009.00           | $670.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $7000.00           | $5318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 5.0000%  | 0.0000% | $1001.00           | $696.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33693.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%  | 0.0000% | $1681216.00        | $1235241.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $78000.00          | $58414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $712785.00         | $522339.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $786.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $12000.00          | $9606.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 6.0000%  | 0.0000% | $5515360.00        | $4067638.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $3918800.00        | $3263487.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 4.0000%  | 0.0000% | $11000.00          | $9021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%  | 0.0000% | $7074674.00        | $5810823.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%  | 0.0000% | $803506.00         | $707409.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $7650000.00        | $7069921.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%  | 0.0000% | $4881250.00        | $4082851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $850.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2613.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%  | 0.0000% | $5756199.00        | $4760109.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%  | 0.0000% | $10080.00          | $7408.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $87000.00          | $84575.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $952.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%  | 0.0000% | $7059.00           | $6958.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $815.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%  | 0.0000% | $822392.00         | $754638.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $879.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $9436928.00        | $7837511.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $336481.00         | $303961.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $981.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2535.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%  | 0.0000% | $2081.00           | $2110.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%  | 0.0000% | $70000.00          | $15843.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $2276660.00        | $723739.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.5000%  | 0.0000% | $4800000.00        | $653279.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $58464.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.0000%  | 0.0000% | $85000.00          | $33612.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 5.0000%  | 0.0000% | $43000.00          | $6649.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-01      | 2.5000%  | 0.0000% | $77000.00          | $15384.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $100000.00         | $22765.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $539000.00         | $236696.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $325.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 4.0000%  | 0.0000% | $36000.00          | $12523.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%  | 0.0000% | $35000.00          | $11074.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 5.0000%  | 0.0000% | $83000.00          | $31285.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 4.0000%  | 0.0000% | $93000.00          | $14429.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $37000.00          | $10745.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%  | 0.0000% | $85000.00          | $36057.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%  | 0.0000% | $24000.00          | $12320.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.5000%  | 0.0000% | $485000.00         | $248259.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 4.5000%  | 0.0000% | $1288365.00        | $483576.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%  | 0.0000% | $2465180.00        | $1303204.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $299000.00         | $151813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $473.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.5000%  | 0.0000% | $110000.00         | $47233.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $27208.00          | $15867.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%  | 0.0000% | $29000.00          | $8824.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.0000%  | 0.0000% | $8000.00           | $2681.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%  | 0.0000% | $500000.00         | $293935.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%  | 0.0000% | $100000.00         | $60029.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.5000%  | 0.0000% | $36000.00          | $12235.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $441.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 3.0000%  | 0.0000% | $132000.00         | $60913.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $376227.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%  | 0.0000% | $45000.00          | $24031.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%  | 0.0000% | $56000.00          | $28423.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $541.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.5000%  | 0.0000% | $1500000.00        | $779651.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 4.0000%  | 0.0000% | $4000.00           | $1837.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $375000.00         | $232698.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-06-01      | 3.0000%  | 0.0000% | $1000.00           | $536.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.5000%  | 0.0000% | $38000.00          | $23822.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $376617.00         | $245180.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%  | 0.0000% | $100000.00         | $63222.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $700000.00         | $443215.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%  | 0.0000% | $1984149.00        | $1139304.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%  | 0.0000% | $34000.00          | $21918.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%  | 0.0000% | $11573.00          | $7486.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 5.0000%  | 0.0000% | $153865.00         | $88262.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $108000.00         | $65794.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-02-01      | 2.5000%  | 0.0000% | $249000.00         | $159363.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%  | 0.0000% | $97265.00          | $56451.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $45078.00          | $30024.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $131248.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.5000%  | 0.0000% | $2422000.00        | $1784739.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.0000%  | 0.0000% | $3783479.00        | $2461249.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 4.0000%  | 0.0000% | $725061.00         | $477472.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $17215.00          | $11294.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $15818.00          | $11971.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $7377.00           | $5004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%  | 0.0000% | $205000.00         | $153936.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%  | 0.0000% | $495000.00         | $342773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $581000.00         | $448318.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%  | 0.0000% | $205000.00         | $158541.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $70000.00          | $48285.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 5.0000%  | 0.0000% | $5924371.00        | $4812508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.5000%  | 0.0000% | $5320000.00        | $3737348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $62000.00          | $51425.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $25000.00          | $19538.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $589001.00         | $429502.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%  | 0.0000% | $2195405.00        | $1778680.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%  | 0.0000% | $1398049.00        | $1048809.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.0000%  | 0.0000% | $1008.00           | $761.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.0000%  | 0.0000% | $2000231.00        | $1661405.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $106008.00         | $87983.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.0000%  | 0.0000% | $1775000.00        | $1241996.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $99046.00          | $70674.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.5000%  | 0.0000% | $1077293.00        | $879686.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $99000.00          | $85788.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 6.0000%  | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $5000.00           | $4422.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $1004.00           | $780.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 1.5000%  | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 5.5000%  | 0.0000% | $200000.00         | $153505.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%  | 0.0000% | $400000.00         | $340836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%  | 0.0000% | $3071194.00        | $2240972.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 3.0000%  | 0.0000% | $994000.00         | $775631.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 3.5000%  | 0.0000% | $570000.00         | $440744.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%  | 0.0000% | $2393136.00        | $2084423.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $2002.00           | $1557.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $773.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.5000%  | 0.0000% | $74000.00          | $66634.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $2187.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $5002.00           | $4158.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%  | 0.0000% | $4496667.00        | $3652217.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%  | 0.0000% | $10584348.00       | $9138870.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%  | 0.0000% | $46741485.00       | $43828779.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $942.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%  | 0.0000% | $118497.00         | $102866.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $982.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1024.00           | $1057.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $6865.00           | $6964.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1068.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $1024.00           | $1043.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $1024.00           | $1056.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-01      | 6.5000%  | 0.0000% | $2517350.00        | $29081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-10-01      | 6.5000%  | 0.0000% | $1425000.00        | $25838.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 5.5000%  | 0.0000% | $324000.00         | $5002.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 5.5000%  | 0.0000% | $2720000.00        | $20031.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 7.0000%  | 0.0000% | $2076.00           | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 5.0000%  | 0.0000% | $4900000.00        | $231711.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 4.5000%  | 0.0000% | $418000.00         | $19492.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-02-01      | 4.5000%  | 0.0000% | $1052.00           | $80.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 6.0000%  | 0.0000% | $1020.00           | $16.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 6.5000%  | 0.0000% | $2740000.00        | $12774.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 6.5000%  | 0.0000% | $4000000.00        | $15339.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 5.0000%  | 0.0000% | $7998.00           | $138.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-01      | 5.5000%  | 0.0000% | $496344.00         | $8615.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-01-01      | 4.0000%  | 0.0000% | $277097.00         | $29252.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 4.0000%  | 0.0000% | $3319989.00        | $328951.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-01-01      | 3.5000%  | 0.0000% | $771999.00         | $61447.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-01      | 3.0000%  | 0.0000% | $1634000.00        | $43594.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 3.0000%  | 0.0000% | $99000.00          | $12787.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 6.0000%  | 0.0000% | $1008.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.0000%  | 0.0000% | $1200000.00        | $213740.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $10987.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 4.5000%  | 0.0000% | $3174920.00        | $268194.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 5.0000%  | 0.0000% | $1296000.00        | $24260.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-05-01      | 4.0000%  | 0.0000% | $3000000.00        | $204155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 4.5000%  | 0.0000% | $205000.00         | $21913.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%  | 0.0000% | $3000000.00        | $106100.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-12-01      | 4.5000%  | 0.0000% | $100000.00         | $7507.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.0000%  | 0.0000% | $2000.00           | $116.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-02-01      | 4.5000%  | 0.0000% | $1003.00           | $67.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $19389.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.0000%  | 0.0000% | $202000.00         | $44859.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-04-01      | 4.0000%  | 0.0000% | $10000.00          | $973.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-09-01      | 4.0000%  | 0.0000% | $7520000.00        | $740939.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 3.5000%  | 0.0000% | $1010.00           | $132.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 3.5000%  | 0.0000% | $2500000.00        | $351381.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%  | 0.0000% | $72531.00          | $10126.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.0000%  | 0.0000% | $10061305.00       | $863005.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 5.0000%  | 0.0000% | $228000.00         | $17516.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.5000%  | 0.0000% | $1383.00           | $111.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.0000%  | 0.0000% | $3930342.00        | $221825.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $2004.00           | $1214.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $606.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%  | 0.0000% | $126013.00         | $73572.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%  | 0.0000% | $299000.00         | $182491.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 2.5000%  | 0.0000% | $254000.00         | $144647.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.0000%  | 0.0000% | $8420570.00        | $5202264.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1822.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%  | 0.0000% | $11001.00          | $6755.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%  | 0.0000% | $19000.00          | $11925.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-11-01      | 2.0000%  | 0.0000% | $1000.00           | $621.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1915.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-06-01      | 3.5000%  | 0.0000% | $550000.00         | $56192.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-06-01      | 3.5000%  | 0.0000% | $1520000.00        | $152974.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-09-01      | 2.5000%  | 0.0000% | $500000.00         | $67712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.0000%  | 0.0000% | $60000.00          | $10135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-12-01      | 3.5000%  | 0.0000% | $35000.00          | $4857.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 2.5000%  | 0.0000% | $1500000.00        | $329798.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 3.0000%  | 0.0000% | $536112.00         | $93773.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-02-01      | 2.5000%  | 0.0000% | $500000.00         | $105038.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 2.5000%  | 0.0000% | $90045.00          | $20193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-02-01      | 3.5000%  | 0.0000% | $222000.00         | $31055.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%  | 0.0000% | $4097150.00        | $1247297.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%  | 0.0000% | $83000.00          | $23647.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.5000%  | 0.0000% | $860000.00         | $291178.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%  | 0.0000% | $4162593.00        | $1556387.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 3.0000%  | 0.0000% | $107036.00         | $31495.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.5000%  | 0.0000% | $95109.00          | $38583.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 2.5000%  | 0.0000% | $7280.00           | $3336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.5000%  | 0.0000% | $2830742.00        | $1329221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%  | 0.0000% | $594000.00         | $333430.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-03-01      | 2.5000%  | 0.0000% | $500000.00         | $243386.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%  | 0.0000% | $219000.00         | $120720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.0000%  | 0.0000% | $9155533.00        | $5389245.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $554.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%  | 0.0000% | $16000.00          | $8110.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $4121000.00        | $3610554.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $47868354.00       | $41939157.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%  | 0.0000% | $1736.00           | $1417.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%  | 0.0000% | $2850000.00        | $2463183.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 5.0000%  | 0.0000% | $96000.00          | $87201.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1808.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%  | 0.0000% | $62000.00          | $40229.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%  | 0.0000% | $405000.00         | $254123.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $15000.00          | $9948.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%  | 0.0000% | $39001.00          | $25445.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%  | 0.0000% | $389385.00         | $283053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2246.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%  | 0.0000% | $116933.00         | $81034.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8663.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $38000.00          | $28556.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 3.0000%  | 0.0000% | $1276037.00        | $911242.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-09-01      | 3.5000%  | 0.0000% | $690214.00         | $491633.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%  | 0.0000% | $276000.00         | $213971.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%  | 0.0000% | $7000.00           | $5454.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%  | 0.0000% | $8132.00           | $6206.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $43591.00          | $34940.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $802.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.5000%  | 0.0000% | $461937566.00      | $293395544.00      | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%  | 0.0000% | $17000.00          | $13578.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $26122.00          | $20528.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $32001.00          | $25802.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%  | 0.0000% | $55114.00          | $45042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%  | 0.0000% | $216000.00         | $169259.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%  | 0.0000% | $8300000.00        | $7044943.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $834.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1656.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%  | 0.0000% | $6072232.00        | $5211883.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.0000%  | 0.0000% | $1007.00           | $833.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%  | 0.0000% | $199000.00         | $158637.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%  | 0.0000% | $1162640.00        | $1025724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%  | 0.0000% | $1754440.00        | $1538236.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%  | 0.0000% | $1004.00           | $816.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.5000%  | 0.0000% | $1110944.00        | $969830.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%  | 0.0000% | $600000.00         | $556957.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 7.0000%  | 0.0000% | $5273496.00        | $3940651.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%  | 0.0000% | $5543255.00        | $5191031.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%  | 0.0000% | $410540.00         | $370312.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 3.5000%  | 0.0000% | $1027588.00        | $951453.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-10-01      | 6.5000%  | 0.0000% | $447000.00         | $5630.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $6162.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-12-01      | 4.0000%  | 0.0000% | $4251501.00        | $148833.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-06-01      | 4.5000%  | 0.0000% | $354894.00         | $99921.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.0000%  | 0.0000% | $5000.00           | $4542.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $513790.00         | $536347.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $580325.00         | $569450.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $4129359.00        | $4029265.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1980.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $8000.00           | $8293.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%  | 0.0000% | $117188.00         | $121473.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $3803656.00        | $3489399.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $15102.00          | $14793.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $5008.00           | $4809.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%  | 0.0000% | $1962220.00        | $2045771.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $943.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $926.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $491811.00         | $449570.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $7842530.00        | $7260172.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $2569972.00        | $2598194.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 7.0000%  | 0.0000% | $3000.00           | $3143.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $22000.00          | $19697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $23000.00          | $23742.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $250102.00         | $259408.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $1001.00           | $942.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $23769.00          | $22816.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $490493.00         | $508388.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5005.00           | $5068.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $2220.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1180.00           | $1152.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $877521.00         | $905122.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $943.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1065.00           | $1074.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $940.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $8000.00           | $7752.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $10206210.00       | $10168839.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1294292.00        | $1333409.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $7000.00           | $7113.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $64007.00          | $60884.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $65004.00          | $65457.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $2519446.00        | $2499186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $1304.00           | $1299.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $411971.00         | $391726.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%  | 0.0000% | $135541.00         | $135029.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $3883016.00        | $3935164.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1929552.00        | $1970100.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $8218801.00        | $8374613.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $33849.00          | $34486.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $3024.00           | $3010.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $20780973.00       | $20675444.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2878.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $106885.00         | $108908.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $874795.00         | $870676.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $2438143.00        | $2350514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%  | 0.0000% | $100000.00         | $83309.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $8144951.00        | $7669523.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $259993.00         | $242505.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%  | 0.0000% | $358154.00         | $334558.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1024.00           | $962.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $2693248.00        | $2517213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $52899.00          | $53471.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $318516.00         | $325263.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $128666.00         | $131268.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $1449.00           | $1478.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $299630.00         | $293328.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $19194307.00       | $19507872.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $283285.00         | $289520.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $14977.00          | $15222.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.0000%  | 0.0000% | $2059802.00        | $1891591.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%  | 0.0000% | $342924.00         | $340677.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-04-20      | 5.5000%  | 0.0000% | $1999.00           | $22.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-06-15      | 3.5000%  | 0.0000% | $1157000.00        | $61576.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-09-15      | 3.5000%  | 0.0000% | $1001342.00        | $483512.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-09-15      | 3.0000%  | 0.0000% | $895897.00         | $71379.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-10-15      | 3.0000%  | 0.0000% | $1090810.00        | $115860.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-01-20      | 3.0000%  | 0.0000% | $8629.00           | $942.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-10-20      | 4.0000%  | 0.0000% | $1359393.00        | $77227.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-03-20      | 3.0000%  | 0.0000% | $1650.00           | $179.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-08-20      | 4.0000%  | 0.0000% | $3503920.00        | $247757.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-10-20      | 6.5000%  | 0.0000% | $250000.00         | $23865.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 6.0000%  | 0.0000% | $1248.00           | $159.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-04-20      | 6.0000%  | 0.0000% | $35498.00          | $4824.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 6.5000%  | 0.0000% | $64000.00          | $9874.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-20      | 3.0000%  | 0.0000% | $2164651.00        | $269457.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-07-20      | 4.0000%  | 0.0000% | $2500000.00        | $228874.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-06-20      | 3.0000%  | 0.0000% | $2158020.00        | $300455.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 4.0000%  | 0.0000% | $160464.00         | $15824.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-09-20      | 6.0000%  | 0.0000% | $716000.00         | $90193.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-20      | 3.0000%  | 0.0000% | $2346000.00        | $319251.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-20      | 5.0000%  | 0.0000% | $107278.00         | $10749.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 4.0000%  | 0.0000% | $147000.00         | $11858.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 5.5000%  | 0.0000% | $1496398.00        | $166229.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-10-20      | 4.0000%  | 0.0000% | $13361.00          | $1242.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-10-20      | 6.5000%  | 0.0000% | $86004.00          | $10663.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-01-20      | 4.0000%  | 0.0000% | $9598655.00        | $776230.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $82.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-04-20      | 5.0000%  | 0.0000% | $1114815.00        | $85376.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 5.5000%  | 0.0000% | $53000.00          | $5722.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-20      | 4.0000%  | 0.0000% | $47002.00          | $6563.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 6.0000%  | 0.0000% | $1001.00           | $147.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-05-20      | 3.0000%  | 0.0000% | $14719507.00       | $3628242.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 3.0000%  | 0.0000% | $1852928.00        | $475884.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 3.0000%  | 0.0000% | $83858.00          | $24978.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.5000%  | 0.0000% | $1000.00           | $707.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 3.0000%  | 0.0000% | $1532466.00        | $1060897.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 4.5000%  | 0.0000% | $1002.00           | $751.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-20      | 6.5000%  | 0.0000% | $155605.00         | $44182.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 2.0000%  | 0.0000% | $1000.00           | $566.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 2.5000%  | 0.0000% | $33000.00          | $19037.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 3.0000%  | 0.0000% | $16096.00          | $9292.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 3.0000%  | 0.0000% | $14187264.00       | $8478989.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 3.5000%  | 0.0000% | $3306.00           | $2176.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.5000%  | 0.0000% | $838006.00         | $677841.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 5.0000%  | 0.0000% | $26047.00          | $22378.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 5.5000%  | 0.0000% | $1294.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 4.5000%  | 0.0000% | $1242690.00        | $943337.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 3.5000%  | 0.0000% | $25000.00          | $17878.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.0000%  | 0.0000% | $7096377.00        | $5432621.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%  | 0.0000% | $231204.00         | $179375.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 4.5000%  | 0.0000% | $14000.00          | $11029.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 4.5000%  | 0.0000% | $1000.00           | $788.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 6.0000%  | 0.0000% | $374000.00         | $231486.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.5000%  | 0.0000% | $1630374.00        | $1243745.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 6.0000%  | 0.0000% | $24190.00          | $15194.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 4.5000%  | 0.0000% | $18000.00          | $14968.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 6.0000%  | 0.0000% | $4357819.00        | $3038989.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-10-20      | 5.0000%  | 0.0000% | $3000.00           | $2691.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 5.0000%  | 0.0000% | $1123.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 5.5000%  | 0.0000% | $805942.00         | $684023.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 4.0000%  | 0.0000% | $3072.00           | $2734.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 5.5000%  | 0.0000% | $934816.00         | $849193.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 5.0000%  | 0.0000% | $168231.00         | $156757.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 5.5000%  | 0.0000% | $787360.00         | $735632.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-15      | 4.5000%  | 0.0000% | $59208.00          | $5183.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-06-15      | 4.5000%  | 0.0000% | $91069.00          | $11110.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-08-20      | 4.5000%  | 0.0000% | $612135.00         | $162496.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 4.5000%  | 0.0000% | $169000.00         | $156944.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 4.5000%  | 0.0000% | $12002.00          | $11146.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 5.0000%  | 0.0000% | $52899957.00       | $50491009.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.0000%  | 0.0000% | $22028523.00       | $18747244.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 5.5000%  | 0.0000% | $6582374.00        | $6424267.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%  | 0.0000% | $2000.00           | $1919.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-15      | 2.5000%  | 0.0000% | $50987.00          | $25385.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-20      | 4.0000%  | 0.0000% | $2000.00           | $166.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-01-15      | 3.5000%  | 0.0000% | $145000.00         | $16718.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-15      | 6.5000%  | 0.0000% | $9776.00           | $9868.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-15      | 7.0000%  | 0.0000% | $1641497.00        | $1701677.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 6.0000%  | 0.0000% | $3199.00           | $2680.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 8.0000%  | 0.0000% | $1861324.00        | $1770023.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.0000%  | 0.0000% | $808384.00         | $793425.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $112255.00         | $113017.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $1357358.00        | $1352285.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1260686.00        | $1345419.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1001.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%  | 0.0000% | $945250.00         | $944411.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $476217.00         | $492503.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2019.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1395840.00        | $1450524.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1444012.00        | $1494388.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%  | 0.0000% | $5237.00           | $5532.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%  | 0.0000% | $1960.00           | $2061.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 7.0000%  | 0.0000% | $57143.00          | $60331.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $99224.00          | $101466.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $5010.00           | $5024.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $47431.00          | $49134.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1408112.00        | $1418638.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2008.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%  | 0.0000% | $1620547.00        | $1682941.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2067.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1010.00           | $1047.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.5000%  | 0.0000% | $2008042.00        | $2141531.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1001.00           | $1014.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1847.00           | $1856.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2042.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2260804.00        | $2313778.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $28393.00          | $28500.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4000.00           | $4106.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $258426.00         | $264101.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1637045.00        | $1682637.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4096.00           | $4189.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4040.00           | $4155.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1024.00           | $1050.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $6130.00           | $6269.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3265385.00        | $3287059.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1008.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 4.5000%  | 0.0000% | $153426.00         | $143117.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.5000%  | 0.0000% | $144808.00         | $141949.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.5000%  | 0.0000% | $1554127.00        | $1523448.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 7.0000%  | 0.0000% | $1020.00           | $1000.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-11-20      | 5.5000%  | 0.0000% | $1000.00           | $993.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 6.5000%  | 0.0000% | $5000.00           | $5034.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $23000.00          | $23251.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%  | 0.0000% | $6235.00           | $6017.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $27891.00          | $27521.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $1000.00           | $1012.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $1560661.00        | $1542086.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $5000.00           | $5030.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $5000.00           | $5135.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 4.0000%  | 0.0000% | $5000.00           | $4561.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.0000%  | 0.0000% | $5000.00           | $5151.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 4.0000%  | 0.0000% | $1000.00           | $916.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 4.5000%  | 0.0000% | $29045795.00       | $27409025.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $2762770.00        | $2689412.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $3400476.00        | $3473932.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $57810.00          | $59184.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $208370.00         | $208749.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $7332448.00        | $7486510.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $8000.00           | $8036.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $640752.00         | $653614.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $748729.00         | $749782.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1317306.00        | $1362191.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-11-20      | 3.0000%  | 0.0000% | $1001.00           | $249.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-10-15      | 5.0000%  | 0.0000% | $18662292.00       | $314177.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-10-15      | 4.0000%  | 0.0000% | $2013.00           | $89.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-20      | 3.5000%  | 0.0000% | $2152090.00        | $214935.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-02-20      | 4.0000%  | 0.0000% | $154288.00         | $39042.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-10-15      | 4.5000%  | 0.0000% | $105208.00         | $30135.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $560.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 2.5000%  | 0.0000% | $119788320.00      | $68680048.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 4.0000%  | 0.0000% | $1541709.00        | $1091758.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 2.5000%  | 0.0000% | $234120.00         | $132120.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%  | 0.0000% | $12537.00          | $8216.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.5000%  | 0.0000% | $5642104.00        | $3697671.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 3.5000%  | 0.0000% | $195272.00         | $149779.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-15      | 6.0000%  | 0.0000% | $2316184.00        | $2294781.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.0000%  | 0.0000% | $78000.00          | $69509.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 3.0000%  | 0.0000% | $2801839.00        | $2133068.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 5.0000%  | 0.0000% | $2036.00           | $50.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-03-15      | 5.0000%  | 0.0000% | $60495000.00       | $1184852.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-15      | 4.5000%  | 0.0000% | $7240075.00        | $168342.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-10-15      | 4.0000%  | 0.0000% | $1971158.00        | $92446.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-09-15      | 4.0000%  | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-15      | 6.8750%  | 0.0000% | $300.00            | $308.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 3.1250%  | 0.0000% | $498200.00         | $401944.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.6250%  | 0.0000% | $1503700.00        | $1523386.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $151.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 2.5000%  | 0.0000% | $12215600.00       | $8236027.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 2.2500%  | 0.0000% | $1100.00           | $709.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 4.0000%  | 0.0000% | $692300.00         | $619385.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-31      | 2.7500%  | 0.0000% | $1000.00           | $985.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-01-15      | 4.2500%  | 0.0000% | $38974400.00       | $39905867.00       | U.S. Treasuries (including strips)  |

### Security 220: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05722C, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05722C7791562BO
- **C.18 - Value (incl. sponsor support):** $246999654.20
- **C.18.a - Value (excl. sponsor support):** $246999654.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; 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 | 2042-03-15      | 3.0000%  | 0.0000% | $806294.00         | $71185.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-15      | 3.5000%  | 0.0000% | $1313040.00        | $96951.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 4.0000%  | 0.0000% | $1000000.00        | $64341.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 2.5000%  | 0.0000% | $2676000.00        | $420559.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 5.0000%  | 0.0000% | $81260.00          | $10690.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $2275952.00        | $1611901.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $1148570.00        | $658343.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $9040220.00        | $5323444.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $14153800.00       | $8707083.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $105593.00         | $72296.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 2.5000%  | 0.0000% | $67011.00          | $52730.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $75596500.00       | $66034978.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $399847.00         | $74445.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60860.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $1140000.00        | $586996.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $43855.00          | $35961.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $750000.00         | $493858.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $200000.00         | $121789.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 4.5000%  | 0.0000% | $492471.00         | $356341.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-15      | 3.0000%  | 0.0000% | $461589.00         | $44263.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $718769.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2305656.00        | $2320001.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1065940.00        | $1057422.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $24393824.00       | $24402936.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1431468.00        | $1462902.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1096748.00        | $1135009.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $69749888.00       | $71281479.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8187968.00        | $8422040.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3443520.00        | $3519134.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $40030640.00       | $41418881.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1451103.00        | $1494385.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2057216.00        | $2128982.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $5804928.00        | $5817795.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-15      | 6.0000%  | 0.0000% | $9797340.00        | $15346.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $6500352.00        | $5023.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 5.5000%  | 0.0000% | $117451.00         | $558.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $109988.00         | $1755.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $320932.00         | $2925.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $148000.00         | $5340.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 6.0000%  | 0.0000% | $1421118.00        | $34916.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-15      | 4.0000%  | 0.0000% | $25000.00          | $3463.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $300000.00         | $172232.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $599998.00         | $178778.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $72964.00          | $41622.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $400000.00         | $331366.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $139448000.00      | $3494546.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-15      | 6.0000%  | 0.0000% | $101333.00         | $963.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-15      | 3.5000%  | 0.0000% | $155310.00         | $42418.00          | Agency Mortgage-Backed Securities |

### Security 221: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057230, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR057230779156DBA
- **C.18 - Value (incl. sponsor support):** $2539996444.00
- **C.18.a - Value (excl. sponsor support):** $2539996444.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-10      | 0.0000%  | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $47700.00          | $47330.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $149000.00         | $148423.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $300.00            | $268.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $198282000.00      | $190590698.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $7560000.00        | $6484586.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $304844300.00      | $223665429.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $118524000.00      | $68563272.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $1353900.00        | $912346.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $17228000.00       | $10372791.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $1427007600.00     | $1223726707.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $115194900.00      | $112022679.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $24999700.00       | $23828444.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $695600.00         | $677215.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $105600000.00      | $98409821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $300000000.00      | $288333036.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $8000100.00        | $8126507.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $145317400.00      | $149552893.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $14389200.00       | $14495701.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $179152000.00      | $176985641.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $127200.00         | $129921.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1140700.00        | $1138476.00        | U.S. Treasuries (including strips) |

### Security 222: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057287, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0572877791568CG
- **C.18 - Value (incl. sponsor support):** $444910911.00
- **C.18.a - Value (excl. sponsor support):** $444910911.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-06-01      | 6.0000%  | 0.0000% | $1649405.00        | $1672969.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1218151.00        | $1260796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1050719.00        | $1093741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1814066.00        | $1842738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1453750.00        | $1444226.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $4547549.00        | $4621466.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $2010053.00        | $2050711.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $2281411.00        | $2216566.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $43579.00          | $43462.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $3132650.00        | $3123580.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1354000.00        | $1378984.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2614046.00        | $2709117.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $24494606.00       | $25400542.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 6.5000%  | 0.0000% | $4989494.00        | $5265214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $41505782.00       | $42958780.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $5580725.00        | $5670007.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $47213217.00       | $45872446.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $23771010.00       | $24174650.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1106682.00        | $1081088.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.0000%  | 0.0000% | $11661612.00       | $9208931.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $12626526.00       | $12599967.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $16393660.00       | $16759490.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $33837784.00       | $34437265.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $132947769.00      | $135122307.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.0000%  | 0.0000% | $15018737.00       | $13987704.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $37634792.00       | $32277128.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $15383149.00       | $14960970.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $10441697.00       | $10664286.00       | Agency Mortgage-Backed Securities |

### Security 223: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05728D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05728D7791565CR
- **C.18 - Value (incl. sponsor support):** $3384995261.00
- **C.18.a - Value (excl. sponsor support):** $3384995261.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $214771200.00      | $201767456.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $64644900.00       | $58689646.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $421071300.00      | $297048917.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $114189600.00      | $147210126.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $280266900.00      | $356071609.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $104684400.00      | $130324813.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $3039200.00        | $3629261.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $40165000.00       | $53913330.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $32654500.00       | $43184976.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $56533800.00       | $73851701.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $163061700.00      | $190009202.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $17996500.00       | $20931315.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $327674700.00      | $369771959.00      | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26                          | 2026-04-15      | 0.1250%  | 0.0000% | $558800.00         | $673840.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $149475400.00      | $162603568.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $14709400.00       | $17002201.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $76038900.00       | $84204074.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $95829300.00       | $97579251.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $110526000.00      | $120818719.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $307520700.00      | $313402261.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $2111900.00        | $2146327.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $275084300.00      | $298018400.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $200524300.00      | $205934318.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $105492300.00      | $111906044.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $8475500.00        | $8611726.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $38277700.00       | $39293870.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $4960000.00        | $5090415.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $38700000.00       | $39010678.00       | U.S. Treasuries (including strips) |

### Security 224: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057296, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0572967791563JP
- **C.18 - Value (incl. sponsor support):** $839998740.00
- **C.18.a - Value (excl. sponsor support):** $839998740.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                   | 2029-12-17      | 0.0000%  | 0.0000% | $174327000.00      | $144843423.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 3.5000%  | 0.0000% | $96850000.00       | $9576559.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.0000%  | 0.0000% | $26700000.00       | $2441443.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.5000%  | 0.0000% | $475245.00         | $262921.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 1.5000%  | 0.0000% | $9213872.00        | $5605518.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-08-01      | 4.5000%  | 0.0000% | $3685996.00        | $2676400.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-06-01      | 3.0000%  | 0.0000% | $8009952.00        | $4392713.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $15695888.00       | $14991669.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%  | 0.0000% | $400000.00         | $150868.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%  | 0.0000% | $59281000.00       | $46972582.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%  | 0.0000% | $222438656.00      | $152431116.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $139807.00         | $135476.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%  | 0.0000% | $3632864.00        | $2222328.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%  | 0.0000% | $1119142.00        | $724744.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1964532.00        | $1589508.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $1460716.00        | $1125863.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $8934704.00        | $6955666.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.5000%  | 0.0000% | $127917.00         | $125495.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.5000%  | 0.0000% | $1905020.00        | $1805035.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%  | 0.0000% | $1450000.00        | $1444128.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.0000%  | 0.0000% | $4499360.00        | $4102646.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.0000%  | 0.0000% | $1703022.00        | $1531227.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%  | 0.0000% | $2402500.00        | $2256219.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $4727970.00        | $4675864.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%  | 0.0000% | $20749000.00       | $15893858.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 1.5000%  | 0.0000% | $1000000.00        | $552654.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $3440000.00        | $2402876.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%  | 0.0000% | $73471104.00       | $49455319.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%  | 0.0000% | $1210000.00        | $864316.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-05-01      | 3.5000%  | 0.0000% | $1119424.00        | $424301.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $1048452.00        | $1071238.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%  | 0.0000% | $1011850.00        | $1058378.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $1142364.00        | $1174348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $10369632.00       | $9564448.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%  | 0.0000% | $68032000.00       | $49222853.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%  | 0.0000% | $1409196.00        | $1452545.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $18178688.00       | $17470922.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $1655180.00        | $1706321.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $22201472.00       | $22124562.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%  | 0.0000% | $1112476.00        | $1081288.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $2600950.00        | $2654372.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $1007650.00        | $1062455.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $16884736.00       | $17520905.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 4.5000%  | 0.0000% | $3057016.00        | $2886078.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $26678120.00       | $27285536.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $7722472.00        | $7848205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $24846688.00       | $25216688.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1177438.00        | $1243221.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $3372180.00        | $3499878.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1675190.00        | $1744004.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 3.5000%  | 0.0000% | $38917056.00       | $34141437.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%  | 0.0000% | $104893696.00      | $101996619.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.5000%  | 0.0000% | $14370820.00       | $8889298.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.0000%  | 0.0000% | $170232.00         | $156118.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 5.0000%  | 0.0000% | $231917.00         | $211674.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $1190164.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-20      | 3.0000%  | 0.0000% | $647000.00         | $111417.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 6.0000%  | 0.0000% | $2116472.00        | $1832346.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 6.5000%  | 0.0000% | $1056544.00        | $849556.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $966064.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 7.5000%  | 0.0000% | $7142296.00        | $7555938.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%  | 0.0000% | $5420448.00        | $5105198.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4918440.00        | $5044550.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $7661968.00        | $7900748.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2172420.00        | $2173232.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1682372.00        | $1731705.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1058305.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4239976.00        | $4374720.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-02-15      | 3.0000%  | 0.0000% | $1707500.00        | $376282.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-15      | 5.0000%  | 0.0000% | $4554933.00        | $563914.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $635605.00         | Agency Mortgage-Backed Securities   |
| TENN VALLEY AUTHORITY                         | 2027-02-01      | 2.8750%  | 0.0000% | $85000.00          | $84211.00          | Agency Debentures and Agency Strips |

### Security 225: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05729A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05729A7791569CG
- **C.18 - Value (incl. sponsor support):** $444910911.00
- **C.18.a - Value (excl. sponsor support):** $444910911.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-05-01      | 5.5000%  | 0.0000% | $3788766.00        | $3780793.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | 0.0000% | $1575656.00        | $1658964.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $6018149.00        | $6030496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $10242252.00       | $8953507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $19969122.00       | $15663801.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $15599501.00       | $16176450.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 6.0000%  | 0.0000% | $11879061.00       | $12422164.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 2.0000%  | 0.0000% | $25000000.00       | $15197956.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $22768612.00       | $13722093.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $22345431.00       | $15250248.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $16002178.00       | $11073798.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 2.0000%  | 0.0000% | $20887126.00       | $16020726.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 4.0000%  | 0.0000% | $98952889.00       | $10903183.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 3.0000%  | 0.0000% | $53043572.00       | $10296211.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $21533307.00       | $14957536.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 3.5000%  | 0.0000% | $2649775.00        | $2353584.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.0000%  | 0.0000% | $83758.00          | $76918.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 4.5000%  | 0.0000% | $3252095.00        | $3074368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $35612101.00       | $34567804.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $12650955.00       | $12591389.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $6615125.00        | $6750572.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $6759819.00        | $6889529.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $6769277.00        | $6879862.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2331799.00        | $2365112.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1755730.00        | $1754089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $1537311.00        | $1600180.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1058373.00        | $1058473.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $1961655.00        | $1855996.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2281465.00        | $2222327.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $5914655.00        | $6164213.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $1134703.00        | $1077455.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $6592360.00        | $6429079.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2825162.00        | $2750362.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $3172970.00        | $3175704.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1845524.00        | $1845340.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $6149138.00        | $6236987.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $4070342.00        | $4046488.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2002857.00        | $2034493.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1181.00           | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1570500.00        | $1602658.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $3171269.00        | $3164817.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1210000.00        | $1216486.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $3537483.00        | $3595092.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $877073.00         | $889603.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $3223811.00        | $3133805.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $30370851.00       | $30876414.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $13170727.00       | $13110544.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $7239570.00        | $7342997.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2507682.00        | $2567105.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $7107641.00        | $7246669.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1070877.00        | $1078754.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2481146.00        | $2466834.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1244730.00        | $1241126.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $11974895.00       | $12145972.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $9369857.00        | $9503718.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $33681260.00       | $32719552.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.5000%  | 0.0000% | $63766.00          | $60281.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $30931778.00       | $30027140.00       | Agency Mortgage-Backed Securities |

### Security 226: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05729C, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR05729C779156CBA
- **C.18 - Value (incl. sponsor support):** $844998817.00
- **C.18.a - Value (excl. sponsor support):** $844998817.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $606.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $9960700.00        | $7525258.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1072500.00        | $836789.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $6342300.00        | $2967007.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $109329900.00      | $68217426.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $431699000.00      | $411473552.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $6500.00           | $6286.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $4000.00           | $3935.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $15420500.00       | $14212651.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $43100.00          | $43273.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $400.00            | $402.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $217331400.00      | $223306204.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $134730200.00      | $135772119.00      | U.S. Treasuries (including strips) |

### Security 227: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05729D, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05729D7791564CR
- **C.18 - Value (incl. sponsor support):** $1689997634.00
- **C.18.a - Value (excl. sponsor support):** $1689997634.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $31452200.00       | $32966027.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $131000500.00      | $125373418.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $138000900.00      | $138130937.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $155349300.00      | $121660379.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $172412800.00      | $139046385.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $170001100.00      | $122598482.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $132221700.00      | $93142724.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $194421500.00      | $135233165.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $122530100.00      | $91015453.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $172068500.00      | $133284033.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $130540900.00      | $95134655.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $175001400.00      | $106391149.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $163665800.00      | $92877372.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $144966600.00      | $94813901.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $142240300.00      | $95850791.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $147861000.00      | $106281186.00      | U.S. Treasuries (including strips) |

### Security 228: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.240001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05729E, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05729E7791562BN
- **C.18 - Value (incl. sponsor support):** $844998817.00
- **C.18.a - Value (excl. sponsor support):** $844998817.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $13508000.00       | $13398720.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $1000000.00        | $985440.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $300000.00         | $292803.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-06-26      | 0.0000%  | 0.0000% | $17240000.00       | $17185522.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $3655700.00        | $3632121.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-31      | 0.0000%  | 0.0000% | $310000.00         | $307744.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $25070000.00       | $24846877.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-06-17      | 0.0000%  | 0.0000% | $24633100.00       | $24580878.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $12672200.00       | $12507968.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-08      | 0.0000%  | 0.0000% | $5000000.00        | $4977140.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-29      | 0.0000%  | 0.0000% | $649900.00         | $645325.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $12781400.00       | $8009963.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $300.00            | $110.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $200.00            | $71.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $300.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $200.00            | $95.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $2629600.00        | $728436.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 0.0000%  | 0.0000% | $470200.00         | $128680.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $200.00            | $53.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 0.0000%  | 0.0000% | $7500100.00        | $1842625.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 0.0000%  | 0.0000% | $600.00            | $145.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 0.0000%  | 0.0000% | $5882200.00        | $1410646.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1200.00           | $1129.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $860400.00         | $517344.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $4812100.00        | $4017988.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1136700.00        | $1464094.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-15      | 0.3750%  | 0.0000% | $171724800.00      | $231626935.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $96087200.00       | $118041682.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $282500.00         | $261339.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $800.00            | $783.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $45483300.00       | $49370426.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $76320200.00       | $73349407.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $46842900.00       | $46261199.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $38666700.00       | $39604430.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $34137000.00       | $34960953.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $3930600.00        | $3984205.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $60043200.00       | $61545457.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $900.00            | $912.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $16474.00          | $10556.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $239229.00         | $149193.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $41604490.00       | $25244023.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-15      | 0.0000%  | 0.0000% | $161023.00         | $128162.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $35000785.00       | $27196695.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 0.0000%  | 0.0000% | $32.00             | $21.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $24135.00          | $14856.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $41.00             | $35.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $219.00            | $187.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $24.00             | $13.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $1668915.00        | $898718.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $20801438.00       | $10921899.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $16628.00          | $8443.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-11-15      | 0.0000%  | 0.0000% | $15800.00          | $8168.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $163.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $8.00              | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $23395529.00       | $8273665.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $144.00            | $52.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $14.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 0.0000%  | 0.0000% | $25415808.00       | $8555037.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 0.0000%  | 0.0000% | $208.00            | $66.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $52.00             | $15.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 0.0000%  | 0.0000% | $5.00              | $1.00              | U.S. Treasuries (including strips) |

### Security 229: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05729F, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05729F779156FCG
- **C.18 - Value (incl. sponsor support):** $1479997632.00
- **C.18.a - Value (excl. sponsor support):** $1479997632.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 | 2053-05-20      | 3.5000%  | 0.0000% | $101235964.00      | $74637257.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $40485163.00       | $34203822.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $2785000.00        | $2351997.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $5395000.00        | $4363876.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 3.0000%  | 0.0000% | $11103983.00       | $7746266.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 3.5000%  | 0.0000% | $668241.00         | $505343.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $2603764.00        | $2237016.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $3022207.00        | $2087546.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1250000.00        | $649499.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $16075420.00       | $12462058.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $722509.00         | $470908.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 3.0000%  | 0.0000% | $22831954.00       | $16592814.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 3.5000%  | 0.0000% | $22298940.00       | $17312761.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $218173.00         | $187558.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1725000.00        | $1495200.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $2178739.00        | $1784240.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $45944675.00       | $32274162.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $700000.00         | $379265.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.0000%  | 0.0000% | $17038986.00       | $12426246.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $13109552.00       | $9565458.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 4.5000%  | 0.0000% | $3075309.00        | $2672967.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $1829573.00        | $1590198.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $45695042.00       | $37604167.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $75572220.00       | $52701401.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $192000.00         | $111200.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $18110114.00       | $7755538.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 2.0000%  | 0.0000% | $624402.00         | $469552.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 3.5000%  | 0.0000% | $33987188.00       | $24760602.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $4774226.00        | $4185447.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $145960581.00      | $118143750.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $485000.00         | $342754.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $139672064.00      | $80661655.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $18369523.00       | $8134522.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 3.5000%  | 0.0000% | $17498146.00       | $13192265.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 4.5000%  | 0.0000% | $125000.00         | $111126.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $190000.00         | $170434.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $411439.00         | $340898.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $77253874.00       | $55502228.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $11538000.00       | $6616494.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $92727907.00       | $41826096.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $33593847.00       | $13190615.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 3.5000%  | 0.0000% | $17283161.00       | $13269393.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $5746465.00        | $4834567.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $9019963.00        | $6518489.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $6174674.00        | $3638138.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $147233.00         | $70208.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 5.0000%  | 0.0000% | $3396000.00        | $3099584.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $5664000.00        | $3908625.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $146777.00         | $80689.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $13840894.00       | $6239574.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $55327495.00       | $18671732.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 2.5000%  | 0.0000% | $150000.00         | $111053.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 2.0000%  | 0.0000% | $607838.00         | $434738.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $80772000.00       | $75010117.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $8777703.00        | $8922031.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $20204941.00       | $19864049.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $206196.00         | $211189.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $338668.00         | $160225.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $5072380.00        | $3932130.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $4015268.00        | $1363481.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1090211.00        | $1108833.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1119088.00        | $1147105.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $937808.00         | $921203.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1781970.00        | $912785.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $6183156.00        | $5365912.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $5412232.00        | $4831622.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1023672.00        | $902332.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1797710.00        | $1587479.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $2747912.00        | $1290355.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $3293039.00        | $464583.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $2611346.00        | $2292466.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1160318.00        | $946424.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.5000%  | 0.0000% | $3533.00           | $3678.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $477614.00         | $477163.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $501253.00         | $495292.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1333596.00        | $1392485.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $180949.00         | $98851.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1380705.00        | $1354095.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $25001038.00       | $3976158.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1071486.00        | $1109388.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1362118.00        | $1275585.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $2355608.00        | $1715453.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1267555.00        | $1064993.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1371808.00        | $1190926.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1110689.00        | $794909.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $1959753.00        | $1384245.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1211865.00        | $1152873.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $6644770.00        | $6928912.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1929851.00        | $1692251.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1116478.00        | $356756.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $228941.00         | $112088.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $1002738.00        | $981166.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $5760845.00        | $4699575.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $532951.00         | $415635.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $4024644.00        | $3455178.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.5000%  | 0.0000% | $1004600.00        | $992032.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $647325.00         | $647300.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1815899.00        | $1684443.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $862702.00         | $862453.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $403841.00         | $319042.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $3374453.00        | $2902060.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1261322.00        | $1206156.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1162528.00        | $1204443.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1037615.00        | $956008.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $138723.00         | $110726.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1404951.00        | $1420723.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $3497376.00        | $2948675.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $2273017.00        | $1954443.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $1427831.00        | $1221637.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $2661579.00        | $72741.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3793287.00        | $3764896.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1266950.00        | $959476.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1788487.00        | $1174668.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1183275.00        | $918495.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1032647.00        | $1046994.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1917377.00        | $1865605.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1465438.00        | $830907.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $616666.00         | $365962.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $4452989.00        | $4044430.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $339768.00         | $302571.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $41582189.00       | $37282179.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1500000.00        | $1330702.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3944281.00        | $3518951.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1765548.00        | $736635.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $4141181.00        | $3047226.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $2096204.00        | $1564832.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $3368608.00        | $2778182.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $1305458.00        | $940896.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $141447.00         | $134278.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2031600.00        | $297484.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $332330.00         | $263583.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1964032.00        | $185412.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1321255.00        | $1326243.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $775907.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1031834.00        | $1036070.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1024206.00        | $1024439.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1035999.00        | $863060.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $287318.00         | $258688.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1396309.00        | $1180318.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1216993.00        | $627406.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1998102.00        | $1037192.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1008884.00        | $952097.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $951423.00         | $489179.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1567818.00        | $960905.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1765542.00        | $1753853.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.5000%  | 0.0000% | $3031634.00        | $2591488.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $132854.00         | $110499.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $3133263.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $4977938.00        | $3518210.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2641327.00        | $1918834.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1010230.00        | $929249.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $1303251.00        | $457723.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $981749.00         | $950721.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1524001.00        | $387221.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $8252686.00        | $6866134.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $1206905.00        | $1114296.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1247700.00        | $527282.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1010697.00        | $804700.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $2361492.00        | $2018752.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $427523.00         | $203201.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $704697.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $4632570.00        | $808373.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $15142333.00       | $12155577.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $2026703.00        | $2184446.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1437697.00        | $698830.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $76510.00          | $62820.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $200000.00         | $167390.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $100000.00         | $81547.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $14716158.00       | $11061440.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2900000.00        | $2618556.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $300000.00         | $258519.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $85932.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $332000.00         | $270199.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $34880079.00       | $29342351.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.5000%  | 0.0000% | $2600000.00        | $2278208.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $200000.00         | $150960.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1000000.00        | $949036.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $62041582.00       | $53550907.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $52730771.00       | $46009396.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $652642.00         | $540659.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $21190063.00       | $17665401.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $400000.00         | $333317.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $500000.00         | $375666.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $55085383.00       | $34703265.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $34042595.00       | $27944403.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $69155791.00       | $52402693.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $80034990.00       | $57860478.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $3810541.00        | $2837198.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $40390577.00       | $39888323.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $2271170.00        | $1948372.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $39373494.00       | $34794534.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $21922224.00       | $19136292.00       | Agency Mortgage-Backed Securities |

### Security 230: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057307, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0573077791566BN
- **C.18 - Value (incl. sponsor support):** $849998640.00
- **C.18.a - Value (excl. sponsor support):** $849998640.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $2353900.00        | $856111.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $25182700.00       | $40999653.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-15      | 0.3750%  | 0.0000% | $217083300.00      | $292807675.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $500.00            | $486.00            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 31                          | 2031-07-15      | 0.1250%  | 0.0000% | $177778000.00      | $192971389.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $116333200.00      | $118092697.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $38642182.00       | $25425976.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $299.00            | $191.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-08-15      | 0.0000%  | 0.0000% | $2771507.00        | $1728428.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 0.0000%  | 0.0000% | $9976810.00        | $6053549.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $19417566.00       | $11128518.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 0.0000%  | 0.0000% | $1477735.00        | $1148246.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $13554563.00       | $9292575.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 0.0000%  | 0.0000% | $49963720.00       | $41652455.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $23056855.00       | $13006948.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $61236204.00       | $32152375.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $80554.00          | $40900.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $128131564.00      | $63019075.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $41135681.00       | $16453943.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $48.00             | $18.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $129.00            | $48.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $471194.00         | $168743.00         | U.S. Treasuries (including strips) |

### Security 231: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0573D3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0573D3779156GCG
- **C.18 - Value (incl. sponsor support):** $2959995264.00
- **C.18.a - Value (excl. sponsor support):** $2959995264.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 CORPORATION   | 2032-02-01      | 3.0000%  | 0.0000% | $592000.00         | $105720.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 3.0000%  | 0.0000% | $400000.00         | $77311.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $775000.00         | $69964.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 2.5000%  | 0.0000% | $684000.00         | $99657.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $1204387.00        | $173811.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.5000%  | 0.0000% | $3108005.00        | $306544.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $54606.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $77556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 3.0000%  | 0.0000% | $2500000.00        | $322309.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 3.0000%  | 0.0000% | $363000.00         | $52379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 7.5000%  | 0.0000% | $20000000.00       | $60135.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-01-01      | 3.0000%  | 0.0000% | $1100000.00        | $95123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $1500000.00        | $301775.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $1012000.00        | $229006.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $800000.00         | $194672.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 3.0000%  | 0.0000% | $800000.00         | $129257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $500000.00         | $57936.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 5.5000%  | 0.0000% | $650000.00         | $72123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-04-01      | 3.0000%  | 0.0000% | $6672556.00        | $1371683.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.5000%  | 0.0000% | $1500000.00        | $156377.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 3.0000%  | 0.0000% | $1312773.00        | $251537.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.0000%  | 0.0000% | $1162000.00        | $152775.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $128292.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-02-01      | 2.5000%  | 0.0000% | $4250000.00        | $183206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 2.5000%  | 0.0000% | $508665.00         | $191948.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.0000%  | 0.0000% | $1645675.00        | $379055.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $68285536.00       | $82629.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 5.5000%  | 0.0000% | $36717943.00       | $62703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-07-01      | 8.5000%  | 0.0000% | $10120408.00       | $358657.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-08-01      | 8.5000%  | 0.0000% | $1100000.00        | $50624.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $1010000.00        | $144001.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $346221.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $940000.00         | $171817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $2900000.00        | $476630.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 2.5000%  | 0.0000% | $630000.00         | $115510.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 2.0000%  | 0.0000% | $4156746.00        | $738914.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.5000%  | 0.0000% | $270000.00         | $52817.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-11-01      | 3.0000%  | 0.0000% | $898751.00         | $193705.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 3.5000%  | 0.0000% | $2781000.00        | $389480.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 3.0000%  | 0.0000% | $445000.00         | $66029.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $624005.00         | $84471.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 2.5000%  | 0.0000% | $4200000.00        | $586708.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%  | 0.0000% | $1240000.00        | $169332.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.0000%  | 0.0000% | $2499140.00        | $338770.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-02-01      | 3.0000%  | 0.0000% | $1516663.00        | $204788.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.5000%  | 0.0000% | $1260000.00        | $138352.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 3.5000%  | 0.0000% | $7432327.00        | $768767.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-08-01      | 3.5000%  | 0.0000% | $34441076.00       | $3178733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 3.5000%  | 0.0000% | $37011873.00       | $4570265.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 3.5000%  | 0.0000% | $465000.00         | $63323.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 3.0000%  | 0.0000% | $9000000.00        | $618180.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 2.5000%  | 0.0000% | $2653989.00        | $1666321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.5000%  | 0.0000% | $2291000.00        | $89930.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 3.5000%  | 0.0000% | $228455.00         | $53218.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.0000%  | 0.0000% | $1092000.00        | $844813.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 2.5000%  | 0.0000% | $2020305.00        | $1858455.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-02-01      | 2.5000%  | 0.0000% | $5901414.00        | $1172833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-02-01      | 3.0000%  | 0.0000% | $2020430.00        | $167490.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 4.5000%  | 0.0000% | $1660229.00        | $242049.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-03-01      | 2.5000%  | 0.0000% | $179000.00         | $61847.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.0000%  | 0.0000% | $289000.00         | $119196.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 2.0000%  | 0.0000% | $366112.00         | $183135.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.0000%  | 0.0000% | $816366.00         | $355989.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 1.5000%  | 0.0000% | $16188889.00       | $8200172.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 1.5000%  | 0.0000% | $7708227.00        | $4125550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 2.0000%  | 0.0000% | $1249755.00        | $677516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-03-01      | 1.5000%  | 0.0000% | $394730.00         | $208384.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-06-01      | 2.5000%  | 0.0000% | $1146258.00        | $540136.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 5.0000%  | 0.0000% | $233045.00         | $60926.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 2.0000%  | 0.0000% | $433806.00         | $201659.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-01-01      | 2.0000%  | 0.0000% | $1189487.00        | $391001.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 2.0000%  | 0.0000% | $653288.00         | $323560.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-05-01      | 1.5000%  | 0.0000% | $410000.00         | $173031.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.0000%  | 0.0000% | $1073300.00        | $548760.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 3.0000%  | 0.0000% | $654700.00         | $356314.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 4.0000%  | 0.0000% | $129057.00         | $65878.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 4.5000%  | 0.0000% | $1135628.00        | $643760.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 5.0000%  | 0.0000% | $363419.00         | $175570.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 5.0000%  | 0.0000% | $317669.00         | $181106.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 5.0000%  | 0.0000% | $346581.00         | $194610.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 4.5000%  | 0.0000% | $135000.00         | $90537.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 5.0000%  | 0.0000% | $530099.00         | $291693.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 6.0000%  | 0.0000% | $92157.00          | $59059.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-05-01      | 5.0000%  | 0.0000% | $563469.00         | $405941.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-09-01      | 5.0000%  | 0.0000% | $822933.00         | $623539.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-10-01      | 4.0000%  | 0.0000% | $65000.00          | $59809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-04-01      | 5.5000%  | 0.0000% | $5038791.00        | $4981566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-06-01      | 3.5000%  | 0.0000% | $374644.00         | $237913.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-03-01      | 2.0000%  | 0.0000% | $1055727.00        | $150638.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-05-01      | 3.0000%  | 0.0000% | $1548887.00        | $362454.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-06-01      | 4.0000%  | 0.0000% | $1285006.00        | $417189.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-05-01      | 2.0000%  | 0.0000% | $1029272.00        | $83856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 2.5000%  | 0.0000% | $11533341.00       | $1299532.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-11-01      | 2.5000%  | 0.0000% | $378969.00         | $63278.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 2.5000%  | 0.0000% | $450000.00         | $131764.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $1327579.00        | $848742.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.5000%  | 0.0000% | $22163712.00       | $6009468.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 3.0000%  | 0.0000% | $237000.00         | $109189.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $1867628.00        | $1020797.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.5000%  | 0.0000% | $69100135.00       | $40656154.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 2.5000%  | 0.0000% | $84624607.00       | $48846544.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 3.5000%  | 0.0000% | $19497672.00       | $5568699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 2.0000%  | 0.0000% | $760522.00         | $424791.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 3.0000%  | 0.0000% | $589687.00         | $360562.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%  | 0.0000% | $6038026.00        | $4124108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-01-01      | 2.5000%  | 0.0000% | $18499132.00       | $2728977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-12-01      | 3.5000%  | 0.0000% | $5403926.00        | $262736.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $230792.00         | $218997.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1925398.00        | $1807798.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $12742370.00       | $11168884.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $90424465.00       | $68479645.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 3.5000%  | 0.0000% | $8135552.00        | $6614496.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1025100.00        | $815298.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $35432981.00       | $24768627.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 2.5000%  | 0.0000% | $5093516.00        | $4183542.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $5098000.00        | $4757981.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $1190720.00        | $1027130.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $268439.00         | $241943.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $186705510.00      | $158894614.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $3039000.00        | $2907286.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $879563.00         | $858436.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3450000.00        | $3390375.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $109996183.00      | $106140932.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1057634.00        | $1117583.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1087891.00        | $1116350.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1032284.00        | $1091005.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1110041.00        | $1163156.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1383797.00        | $1457542.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2359691.00        | $2483284.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $12168581.00       | $12911447.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $1216173.00        | $1210045.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $5269177.00        | $5518139.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1100334.00        | $1150338.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1067521.00        | $1112579.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1740131.00        | $1783672.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1662753.00        | $1710809.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1486938.00        | $1531085.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7537581.00        | $7548581.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1099436.00        | $1127859.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1424416.00        | $529506.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1351.00           | $733.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1059800.00        | $664889.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1381738.00        | $1407574.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2798321.00        | $2859813.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $5245318.00        | $5358043.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10296379.00       | $10526987.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $9977202.00        | $5216985.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1756633.00        | $1615054.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1423167.00        | $1448807.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1497927.00        | $1471214.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2105511.00        | $1953165.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1980926.00        | $1125582.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1871633.00        | $1906257.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1655725.00        | $613100.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2864295.00        | $2474467.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1240303.00        | $945608.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1191492.00        | $1036812.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1014328.00        | $1058891.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1152580.00        | $959031.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1033408.00        | $859184.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $4277083.00        | $4015821.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $2992939.00        | $2887454.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9551590.00        | $9782360.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $12797814.00       | $13113365.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1371736.00        | $1404745.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1986216.00        | $1322633.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1210543.00        | $1243148.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1917180.00        | $1821408.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2489038.00        | $2478867.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6786115.00        | $6946454.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $9096745.00        | $9299606.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $6064825.00        | $6576777.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $2658297.00        | $2496927.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $14715510.00       | $15354967.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $37701773.00       | $38582817.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $47062.00          | $37377.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1253560.00        | $899595.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1008026.00        | $1062730.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $443026.00         | $426853.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $3233025.00        | $3379303.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $665973.00         | $690137.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1056554.00        | $1118627.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1134444.00        | $998494.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1230858.00        | $896510.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $240232.00         | $199762.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1677379.00        | $1431513.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $4244576.00        | $4419899.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $7736500.00        | $8054222.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1344912.00        | $1426982.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $960521.00         | $805751.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1782097.00        | $1809093.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1194519.00        | $1261737.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1517402.00        | $1537253.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $6146803.00        | $6305822.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $12713727.00       | $12716777.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $10904960.00       | $11253991.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2365041.00        | $2610516.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 8.0000%  | 0.0000% | $2151974.00        | $2381980.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $15695542.00       | $16347065.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2617964.00        | $2745588.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1325111.00        | $755553.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $671207.00         | $696286.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2019615.00        | $2079073.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1840590.00        | $1895356.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1423841.00        | $1471630.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1373997.00        | $1390761.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1229071.00        | $1293271.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1166898.00        | $1225772.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2674157.00        | $2812479.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $3703780.00        | $3340453.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $2731865.00        | $1992389.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $3419290.00        | $3455877.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1109245.00        | $1172777.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1268180.00        | $1176693.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1386310.00        | $1310881.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $848850.00         | $341243.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1329071.00        | $1354315.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1107699.00        | $1005872.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $920542.00         | $473720.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1096151.00        | $1153473.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1990214.00        | $2020924.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2617857.00        | $2376262.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2000000.00        | $1905254.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1191406.00        | $1255259.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1028833.00        | $787320.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $2318972.00        | $1281155.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1822406.00        | $1769153.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1200089.00        | $1267760.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1261748.00        | $1335312.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2801299.00        | $2919240.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $1334036.00        | $1284650.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2225400.00        | $2266513.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1544416.00        | $1571395.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1032152.00        | $1080802.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1354373.00        | $1313772.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1071877.00        | $1040615.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1043525.00        | $1101954.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $10512101.00       | $10293462.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $6643695.00        | $6253810.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $5760849.00        | $5212936.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $7028102.00        | $7356441.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $38244140.00       | $40519270.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $4617672.00        | $4828301.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3281753.00        | $3369603.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $2516500.00        | $2561079.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1496105.00        | $1523798.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $90371.00          | $84411.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $3324099.00        | $3094594.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $112893.00         | $107835.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1549834.00        | $771332.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1833854.00        | $1991631.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $4521745.00        | $4714191.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1754648.00        | $1803200.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1299089.00        | $1299832.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $3484417.00        | $3608740.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1075073.00        | $1090526.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $2853925.00        | $3033143.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2450600.00        | $2597799.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1732716.00        | $1838140.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1191626.00        | $1264374.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1151101.00        | $867262.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $1293271.00        | $940043.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $10099252.00       | $9950108.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $6019737.00        | $6111867.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $2318372.00        | $1940273.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1131599.00        | $1151339.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1048207.00        | $1033254.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1058727.00        | $666946.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $2090798.00        | $2150133.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $1181101.00        | $1216319.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $581016.00         | $534615.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $1962901.00        | $2001265.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $8721769.00        | $8453989.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $5406006.00        | $5363099.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $14205070.00       | $14131813.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $7565198.00        | $7278186.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1910312.00        | $1849851.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1126197.00        | $1087519.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 8.0000%  | 0.0000% | $2460839.00        | $2239569.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1072941.00        | $1133407.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1501155.00        | $1584682.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1080483.00        | $1048520.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $6399014.00        | $6579647.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 8.0000%  | 0.0000% | $1178097.00        | $1244151.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $6965181.00        | $7207613.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $876387.00         | $812125.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $528744.00         | $555685.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1387520.00        | $1467377.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3945045.00        | $4000255.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $2838328.00        | $2749050.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $2003561.00        | $1938329.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1231333.00        | $1250410.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1961405.00        | $2017923.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1485693.00        | $1441123.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1575242.00        | $963303.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1085455.00        | $421803.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $2159364.00        | $2286328.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $9795122.00        | $10443395.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1396248.00        | $1353255.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1358929.00        | $1112321.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1822042.00        | $1891353.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1103151.00        | $1151608.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $1286777.00        | $1245869.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $1755906.00        | $1698134.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $6346110.00        | $6257240.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $2697987.00        | $2604821.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $24619118.00       | $25680725.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 8.0000%  | 0.0000% | $2788282.00        | $3031581.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 8.0000%  | 0.0000% | $2423156.00        | $2559122.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $16327410.00       | $15654646.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $10992729.00       | $10775726.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $5569248.00        | $5511495.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 3.5000%  | 0.0000% | $62554880.00       | $54996330.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $1106245.00        | $974573.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 4.0000%  | 0.0000% | $34040810.00       | $30930437.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $65612605.00       | $61407327.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $87534109.00       | $84204232.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $52044949.00       | $51229917.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $3984000.00        | $4010899.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $17216789.00       | $17404578.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $91780239.00       | $83620764.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $451831.00         | $423526.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $36141057.00       | $34879006.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $15000000.00       | $14800865.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $135014555.00      | $135336989.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $177309227.00      | $181156947.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 3.5000%  | 0.0000% | $5508236.00        | $4874586.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 4.0000%  | 0.0000% | $127347145.00      | $116126117.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $109021029.00      | $102462733.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $15000000.00       | $14519625.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $17321618.00       | $17115458.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $67584850.00       | $67989367.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $6818508.00        | $6955612.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $91676059.00       | $94150789.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 3.5000%  | 0.0000% | $12019632.00       | $10652650.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $36455168.00       | $36176865.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $7693869.00        | $7772878.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $20267336.00       | $20730433.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $101039716.00      | $104089135.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.0000%  | 0.0000% | $20382457.00       | $18676492.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $83896881.00       | $86806379.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $5831184.00        | $5676353.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $5788249.00        | $5768196.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $55000.00          | $56581.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $300000.00         | $286481.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $50930594.00       | $39162620.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $113946647.00      | $98688096.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $37160757.00       | $34720852.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $29771242.00       | $27718097.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $32189832.00       | $30725546.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $36755000.00       | $35364317.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $61079400.00       | $61867903.00       | U.S. Treasuries (including strips) |

### Security 232: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0573D4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0573D4779156DCG
- **C.18 - Value (incl. sponsor support):** $2109996624.00
- **C.18.a - Value (excl. sponsor support):** $2109996624.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $1600.00           | $1770.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $4659200.00        | $4565596.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $230137100.00      | $232842186.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1155904900.00     | $1195589465.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $454480900.00      | $465851834.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $251550700.00      | $253259605.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $89500.00          | $89427.00          | U.S. Treasuries (including strips) |

### Security 233: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.380001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05772D, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR05772D7791565BO
- **C.18 - Value (incl. sponsor support):** $1972999605.40
- **C.18.a - Value (excl. sponsor support):** $1972999605.40
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2033-07-11      | 3.9300%  | 0.0000% | $3500000.00        | $3345350.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 4.0000%  | 0.0000% | $25000000.00       | $1703499.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-03-03      | 4.3750%  | 0.0000% | $10341000.00       | $10383635.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 4.0000%  | 0.0000% | $61288.00          | $54972.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-10-01      | 4.0000%  | 0.0000% | $60272000.00       | $10868631.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 7.0000%  | 0.0000% | $3348304.00        | $2801179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%  | 0.0000% | $9197552.00        | $9324948.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.0000%  | 0.0000% | $18552992.00       | $12015285.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 1.5000%  | 0.0000% | $600000.00         | $297142.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%  | 0.0000% | $5970000.00        | $4598118.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.0000%  | 0.0000% | $58883.00          | $55589.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-05-20      | 4.0000%  | 0.0000% | $2334750.00        | $269615.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-20      | 3.5000%  | 0.0000% | $2225100.00        | $601143.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-06-15      | 3.0000%  | 0.0000% | $420625.00         | $46259.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-06-20      | 4.0000%  | 0.0000% | $250000.00         | $15471.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-03-20      | 3.5000%  | 0.0000% | $991925.00         | $85426.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-06-20      | 4.0000%  | 0.0000% | $1316000.00        | $128438.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-09-20      | 5.0000%  | 0.0000% | $195546.00         | $17646.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 4.0000%  | 0.0000% | $399987.00         | $32266.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-12-20      | 5.0000%  | 0.0000% | $3100000.00        | $196358.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-08-20      | 3.0000%  | 0.0000% | $21762.00          | $3004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 2.5000%  | 0.0000% | $4274940.00        | $1266101.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 3.0000%  | 0.0000% | $26135560.00       | $6712340.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-04-20      | 5.0000%  | 0.0000% | $77852.00          | $28457.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-11-20      | 3.5000%  | 0.0000% | $2599850.00        | $833871.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.0000%  | 0.0000% | $1007464.00        | $685597.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 1.5000%  | 0.0000% | $96154400.00       | $52166936.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%  | 0.0000% | $195000.00         | $105895.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 3.0000%  | 0.0000% | $2780000.00        | $1604873.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-11-20      | 3.0000%  | 0.0000% | $102767.00         | $45039.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 2.5000%  | 0.0000% | $103298560.00      | $64171907.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 1.5000%  | 0.0000% | $1615672.00        | $970601.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-01-20      | 3.5000%  | 0.0000% | $21422816.00       | $14290054.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-07-20      | 2.5000%  | 0.0000% | $269418.00         | $170672.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 4.5000%  | 0.0000% | $7656200.00        | $5884298.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 6.5000%  | 0.0000% | $497129472.00      | $376482735.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 4.5000%  | 0.0000% | $300737920.00      | $279009031.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 6.5000%  | 0.0000% | $30000000.00       | $23860059.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 4.5000%  | 0.0000% | $273988096.00      | $235540867.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 7.0000%  | 0.0000% | $80544800.00       | $38407607.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 5.5000%  | 0.0000% | $416919.00         | $346620.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 7.0000%  | 0.0000% | $448859136.00      | $240515964.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 7.5000%  | 0.0000% | $58785152.00       | $34309499.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-09-15      | 4.0000%  | 0.0000% | $631000.00         | $255429.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-15      | 3.0000%  | 0.0000% | $2219304.00        | $1714032.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 5.0000%  | 0.0000% | $1001620.00        | $765685.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-01-15      | 2.5000%  | 0.0000% | $2987270.00        | $414417.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-04-15      | 3.5000%  | 0.0000% | $88780.00          | $4778.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-15      | 3.5000%  | 0.0000% | $367292.00         | $54448.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-11-15      | 3.5000%  | 0.0000% | $59929.00          | $3509.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-03-15      | 3.0000%  | 0.0000% | $1966316.00        | $85808.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 7.0000%  | 0.0000% | $10907312.00       | $9640681.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $2120072.00        | $1915594.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3623164.00        | $3655557.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $1907736.00        | $1884615.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $1774760.00        | $1873336.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $1034044.00        | $1033297.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%  | 0.0000% | $1607642.00        | $1608188.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $10959648.00       | $11203998.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $773958.00         | $772693.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $1372170.00        | $1370498.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1104908.00        | $1134480.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $12126080.00       | $12160180.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.0000%  | 0.0000% | $4243440.00        | $4500435.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $2580760.00        | $2635124.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $5898800.00        | $6044174.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1524986.00        | $1532195.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1190500.00        | $1181043.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2060712.00        | $2125881.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $6913210.00        | $6871645.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $3614888.00        | $3498857.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $6019936.00        | $6316665.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1946262.00        | $1932647.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1427744.00        | $1428277.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1378172.00        | $1424883.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2343228.00        | $2427979.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $708870.00         | $681904.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $14338304.00       | $14494696.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $409452000.00      | $404016256.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.5000%  | 0.0000% | $5192952.00        | $5367507.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 3.5000%  | 0.0000% | $63423808.00       | $56127732.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 3.0000%  | 0.0000% | $427502.00         | $371081.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.0000%  | 0.0000% | $1495254.00        | $1445636.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1409102.00        | $1422941.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1303775.00        | $1341159.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $2842560.00        | $2902275.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $3549292.00        | $3648558.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.0000%  | 0.0000% | $640753.00         | $622409.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1183594.00        | $1174173.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%  | 0.0000% | $565565.00         | $545100.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-11-15      | 6.0000%  | 0.0000% | $1025472.00        | $15144.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-05-20      | 7.5000%  | 0.0000% | $630783.00         | $464.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-03-20      | 6.0000%  | 0.0000% | $627997.00         | $927.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-04-20      | 8.0000%  | 0.0000% | $2633728.00        | $1950.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-20      | 4.5000%  | 0.0000% | $6000000.00        | $216049.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-09-20      | 6.0000%  | 0.0000% | $7086888.00        | $212668.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-04-20      | 4.0000%  | 0.0000% | $1582284.00        | $454653.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-05-15      | 7.0000%  | 0.0000% | $6193152.00        | $2129.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-02-15      | 7.0000%  | 0.0000% | $1007616.00        | $869.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-11-15      | 8.0000%  | 0.0000% | $87153.00          | $224.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-11-15      | 3.5000%  | 0.0000% | $40857.00          | $4194.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-15      | 5.0000%  | 0.0000% | $4032680.00        | $336013.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-06-15      | 4.0000%  | 0.0000% | $14024000.00       | $741990.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.5000%  | 0.0000% | $7600000.00        | $757229.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-06-15      | 3.5000%  | 0.0000% | $500000.00         | $122372.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%  | 0.0000% | $100000.00         | $74549.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%  | 0.0000% | $1600000.00        | $990126.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 3.5000%  | 0.0000% | $2300000.00        | $1406177.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 6.0000%  | 0.0000% | $5000000.00        | $4823042.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-08-15      | 6.5000%  | 0.0000% | $815442.00         | $9180.00           | Agency Mortgage-Backed Securities   |

### Security 234: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057730, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR0577307791563BO
- **C.18 - Value (incl. sponsor support):** $1972999210.80
- **C.18.a - Value (excl. sponsor support):** $1972999210.80
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; 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 CORPORATION        | 2028-06-01      | 2.5000%  | 0.0000% | $4926856.00        | $278184.00         | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-01-28      | 0.5200%  | 0.0000% | $25000000.00       | $24418306.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-13      | 1.1000%  | 0.0000% | $20000000.00       | $19407122.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0600%  | 0.0000% | $20000000.00       | $19361256.00       | Agency Debentures and Agency Strips |
| 1.25 FHLB 26 9U                               | 2026-12-21      | 95.8870% | 0.0000% | $50000.00          | $48220.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1284.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-10-01      | 3.0000%  | 0.0000% | $60381.00          | $40610.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $333991.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $1888340.00        | $1058889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%  | 0.0000% | $10000000.00       | $5824838.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $1143000.00        | $1022162.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $24267050.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-04-26      | 1.4000%  | 0.0000% | $20000000.00       | $18131044.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $21370000.00       | $17120713.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 2.0000%  | 0.0000% | $46149.00          | $32115.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-06-23      | 0.7500%  | 0.0000% | $40000000.00       | $38674833.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 6.2500%  | 0.0000% | $462000.00         | $500727.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-01-28      | 0.5500%  | 0.0000% | $20000000.00       | $19541598.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-08-01      | 4.5000%  | 0.0000% | $1330674.00        | $12961.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-09-01      | 3.5000%  | 0.0000% | $4200000.00        | $1348927.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-10-01      | 3.0000%  | 0.0000% | $25500000.00       | $4116412.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%  | 0.0000% | $10000000.00       | $6339021.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%  | 0.0000% | $1710074.00        | $719288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%  | 0.0000% | $118000.00         | $91634.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%  | 0.0000% | $2500000.00        | $1873389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%  | 0.0000% | $25550.00          | $16042.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $65604.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%  | 0.0000% | $150873.00         | $112338.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 5.0000%  | 0.0000% | $399997.00         | $76958.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $2275000.00        | $1780015.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 2.0000%  | 0.0000% | $50000.00          | $7766.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.5000%  | 0.0000% | $2097000.00        | $298057.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%  | 0.0000% | $1577856.00        | $1264486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.0000%  | 0.0000% | $4805536.00        | $3286902.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%  | 0.0000% | $1321000.00        | $1033038.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.0000%  | 0.0000% | $375850.00         | $361119.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 5.5000%  | 0.0000% | $39839360.00       | $40568084.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2027-01-15      | 3.5000%  | 0.0000% | $3998668.00        | $51888.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2027-06-20      | 3.0000%  | 0.0000% | $5000000.00        | $93164.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-08-20      | 3.5000%  | 0.0000% | $3372316.00        | $274357.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-02-20      | 4.0000%  | 0.0000% | $129947.00         | $7685.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-07-20      | 3.0000%  | 0.0000% | $2000000.00        | $234702.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-01-20      | 3.0000%  | 0.0000% | $820000.00         | $73350.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-08-20      | 4.0000%  | 0.0000% | $725078.00         | $51269.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-11-20      | 4.0000%  | 0.0000% | $1916666.00        | $155240.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-05-20      | 5.0000%  | 0.0000% | $125000.00         | $11937.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-05-20      | 3.0000%  | 0.0000% | $1413132.00        | $160446.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-01-20      | 2.5000%  | 0.0000% | $1000000.00        | $166485.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-01-20      | 4.0000%  | 0.0000% | $57073.00          | $6015.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 2.5000%  | 0.0000% | $205000.00         | $52499.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-10-20      | 5.0000%  | 0.0000% | $4152530.00        | $395362.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-02-20      | 3.5000%  | 0.0000% | $1561450.00        | $195589.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 2.5000%  | 0.0000% | $700000.00         | $126852.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-12-20      | 5.5000%  | 0.0000% | $6300000.00        | $496131.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 5.5000%  | 0.0000% | $12300000.00       | $1327890.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 3.0000%  | 0.0000% | $2020000.00        | $765762.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-10-20      | 3.0000%  | 0.0000% | $1952616.00        | $660109.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.5000%  | 0.0000% | $1433150.00        | $1020353.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 2.5000%  | 0.0000% | $35034000.00       | $20210200.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $990414.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-02-20      | 1.5000%  | 0.0000% | $17232256.00       | $9964673.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 3.0000%  | 0.0000% | $510903.00         | $349047.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 4.0000%  | 0.0000% | $7085000.00        | $5466800.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 5.0000%  | 0.0000% | $1012370000.00     | $790147077.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 7.0000%  | 0.0000% | $89081.00          | $32491.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.0000%  | 0.0000% | $666000.00         | $577277.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.0000%  | 0.0000% | $243723264.00      | $116109714.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-06-20      | 5.0000%  | 0.0000% | $9999.00           | $9396.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-15      | 4.0000%  | 0.0000% | $1104000.00        | $479429.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-15      | 4.0000%  | 0.0000% | $273000.00         | $94399.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-15      | 3.5000%  | 0.0000% | $420761.00         | $45510.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 4.0000%  | 0.0000% | $99980.00          | $23871.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-11-15      | 3.5000%  | 0.0000% | $3447364.00        | $129268.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.5000%  | 0.0000% | $4186.00           | $4254.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-20      | 4.0000%  | 0.0000% | $199992.00         | $53063.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-05-20      | 4.0000%  | 0.0000% | $1339624.00        | $414804.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-20      | 3.0000%  | 0.0000% | $2900000.00        | $448327.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-04-20      | 4.0000%  | 0.0000% | $1109950.00        | $618696.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-04-20      | 4.0000%  | 0.0000% | $1899586.00        | $678985.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 4.0000%  | 0.0000% | $1307102.00        | $692580.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 4.0000%  | 0.0000% | $1378194.00        | $779643.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%  | 0.0000% | $750000.00         | $548283.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 5.5000%  | 0.0000% | $3394452.00        | $3291724.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 5.0000%  | 0.0000% | $1016792.00        | $972723.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%  | 0.0000% | $1117300.00        | $1072310.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-15      | 3.0000%  | 0.0000% | $1172078.00        | $139958.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-15      | 3.5000%  | 0.0000% | $47467.00          | $11455.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-15      | 3.0000%  | 0.0000% | $2400680.00        | $366690.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-07-15      | 3.0000%  | 0.0000% | $3014396.00        | $292729.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-11-20      | 3.5000%  | 0.0000% | $1180210.00        | $224625.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-04-15      | 3.5000%  | 0.0000% | $527045.00         | $21581.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-06-20      | 3.5000%  | 0.0000% | $1472794.00        | $644219.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-08-15      | 3.5000%  | 0.0000% | $306179.00         | $62088.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-20      | 3.0000%  | 0.0000% | $711359.00         | $480557.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-15      | 4.5000%  | 0.0000% | $2118444.00        | $1629553.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1108524.00        | $1131873.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.5000%  | 0.0000% | $1456974.00        | $1345971.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.0000%  | 0.0000% | $200000.00         | $177427.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 7.0000%  | 0.0000% | $1023584.00        | $1073541.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $2424528.00        | $1932724.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $1675840.00        | $1227194.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $3760424.00        | $3928695.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.0000%  | 0.0000% | $5268.00           | $4594.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.5000%  | 0.0000% | $1550196.00        | $1537625.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.5000%  | 0.0000% | $1855068.00        | $1967496.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $2497796.00        | $2555003.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $11531280.00       | $11772565.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $5827456.00        | $5958044.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1003738.00        | $1031127.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%  | 0.0000% | $1464224.00        | $1474992.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $16239584.00       | $16282096.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $2750936.00        | $2764844.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1936076.00        | $1979671.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $303408.00         | $310009.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1614604.00        | $1648596.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1207124.00        | $1232447.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.5000%  | 0.0000% | $4474090.00        | $4764703.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.0000%  | 0.0000% | $2791596.00        | $2967402.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.5000%  | 0.0000% | $4303664.00        | $4585186.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1187540.00        | $1191923.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $1333128.00        | $1343424.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1451744.00        | $1499603.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1657732.00        | $1694135.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $2075672.00        | $2101156.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $25310528.00       | $25246773.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1178162.00        | $1205769.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $691529.00         | $715064.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $4563736.00        | $4565441.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $3806232.00        | $3684063.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $2275610.00        | $2202569.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $25010600.00       | $25019943.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $4624808.00        | $4771064.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1276900.00        | $1310582.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1385678.00        | $1418148.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3772520.00        | $3773929.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1281322.00        | $1294705.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $9186128.00        | $9121867.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1550318.00        | $1584360.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1538341.00        | $1581752.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1322448.00        | $1357332.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $20316608.00       | $20762727.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $24740736.00       | $25361465.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 6.0000%  | 0.0000% | $1535794.00        | $1535997.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 4.0000%  | 0.0000% | $4989352.00        | $4545787.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $19998.00          | $20538.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 2.5000%  | 0.0000% | $491687.00         | $409662.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-03-20      | 6.0000%  | 0.0000% | $90770.00          | $93261.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 2.5000%  | 0.0000% | $848010.00         | $709473.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.0000%  | 0.0000% | $905127.00         | $879802.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.5000%  | 0.0000% | $116425984.00      | $110081001.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $199295488.00      | $202261669.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $10146016.00       | $10365255.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1379376.00        | $1406719.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1195510.00        | $1212369.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $7123024.00        | $7298934.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1367082.00        | $1414773.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $4261304.00        | $4274674.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1493644.00        | $1501274.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 5.5000%  | 0.0000% | $2442316.00        | $2431029.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $370465.00         | $378088.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $1956990.00        | $1953536.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $3184668.00        | $3254065.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1787850.00        | $1824193.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $25644416.00       | $25629209.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%  | 0.0000% | $1299880.00        | $1343096.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $23126300.00       | $23059024.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1165086.00        | $1188393.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $7364380.00        | $7511997.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $3464548.00        | $3499505.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-04-15      | 4.5000%  | 0.0000% | $2282520.00        | $175055.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-06-15      | 6.0000%  | 0.0000% | $995427.00         | $3463.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2026-09-20      | 8.0000%  | 0.0000% | $8224767.00        | $1532.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-05-20      | 6.0000%  | 0.0000% | $52078336.00       | $305396.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-10-20      | 6.0000%  | 0.0000% | $16838840.00       | $271763.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-09-20      | 4.5000%  | 0.0000% | $11489712.00       | $485739.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-04-15      | 4.5000%  | 0.0000% | $473210.00         | $31788.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-09-15      | 5.0000%  | 0.0000% | $14369328.00       | $212969.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-15      | 5.0000%  | 0.0000% | $1542956.00        | $307070.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-15      | 5.0000%  | 0.0000% | $200000.00         | $11973.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-15      | 5.0000%  | 0.0000% | $4397928.00        | $215625.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-08-15      | 5.0000%  | 0.0000% | $331044.00         | $20145.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-15      | 5.0000%  | 0.0000% | $1160710.00        | $17983.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2027-09-15      | 7.0000%  | 0.0000% | $1523709.00        | $462.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-09-15      | 8.0000%  | 0.0000% | $3893082.00        | $4645.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-06-15      | 5.5000%  | 0.0000% | $400000.00         | $28147.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-12-20      | 4.0000%  | 0.0000% | $150000.00         | $30968.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 3.5000%  | 0.0000% | $199929.00         | $7696.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 4.5000%  | 0.0000% | $10091.00          | $3355.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 6.5000%  | 0.0000% | $93579.00          | $73790.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 6.0000%  | 0.0000% | $499998.00         | $451473.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $143465.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.5000%  | 0.0000% | $2500000.00        | $2114103.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.5000%  | 0.0000% | $200000.00         | $150960.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 4.5000%  | 0.0000% | $15581856.00       | $12408963.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.0000%  | 0.0000% | $78013696.00       | $72697603.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%  | 0.0000% | $61081472.00       | $52164627.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $25180832.00       | $24719447.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 5.5000%  | 0.0000% | $65436000.00       | $1415431.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-15      | 5.0000%  | 0.0000% | $67141376.00       | $1280185.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-20      | 5.0000%  | 0.0000% | $800000.00         | $27162.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-15      | 5.0000%  | 0.0000% | $7625360.00        | $313216.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-04-15      | 5.0000%  | 0.0000% | $68088448.00       | $2260177.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-04-15      | 3.0000%  | 0.0000% | $6640000.00        | $3067600.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-11-15      | 3.0000%  | 0.0000% | $220703.00         | $93397.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-03-15      | 6.0000%  | 0.0000% | $127920.00         | $1974.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 5.0000%  | 0.0000% | $28976704.00       | $496089.00         | Agency Mortgage-Backed Securities   |

### Security 235: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057796, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0577967791565JP
- **C.18 - Value (incl. sponsor support):** $986999605.20
- **C.18.a - Value (excl. sponsor support):** $986999605.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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 CORPORATION   | 2034-05-01      | 4.0000%  | 0.0000% | $100000.00         | $14714.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 3.5000%  | 0.0000% | $4000000.00        | $290374.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 2.5000%  | 0.0000% | $42610432.00       | $26323138.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $78731.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.5000%  | 0.0000% | $72000.00          | $44419.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 4.5000%  | 0.0000% | $11944000.00       | $10057684.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $13000000.00       | $12241517.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 7.0000%  | 0.0000% | $1107108.00        | $945552.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $125997.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 4.5000%  | 0.0000% | $50081024.00       | $46608179.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 3.5000%  | 0.0000% | $9999981.00        | $590799.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.0000%  | 0.0000% | $50000000.00       | $30527933.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $3085552.00        | $2914755.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $49443328.00       | $34934992.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $1022960.00        | $1054367.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 4.5000%  | 0.0000% | $923800.00         | $909221.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-07-01      | 3.0000%  | 0.0000% | $973000.00         | $474505.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $25000000.00       | $15023146.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $2540760.00        | $2556977.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $32785600.00       | $25757830.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $62900000.00       | $59950302.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 2.5000%  | 0.0000% | $185779456.00      | $151936735.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.0000%  | 0.0000% | $60000000.00       | $25874541.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 2.0000%  | 0.0000% | $172000.00         | $88748.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%  | 0.0000% | $129390336.00      | $120108072.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $1068478.00        | $1088688.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $98336768.00       | $103183186.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $20001856.00       | $19766551.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $4652400.00        | $4784258.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $39148864.00       | $40596789.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $28295800.00       | $26833604.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $62241920.00       | $61301095.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $32884080.00       | $33996477.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $49696832.00       | $48331814.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%  | 0.0000% | $55446080.00       | $53905720.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $7180720.00        | $7178907.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1100102.00        | $1099837.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $49990800.00       | $49021817.00       | Agency Mortgage-Backed Securities |

### Security 236: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057851, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0578517791565CG
- **C.18 - Value (incl. sponsor support):** $419675256.00
- **C.18.a - Value (excl. sponsor support):** $419675256.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-06-01      | 6.0000%  | 0.0000% | $2828378.00        | $2885424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $1053503.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 4.0000%  | 0.0000% | $828000.00         | $213359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 4.0000%  | 0.0000% | $184000.00         | $51606.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-07-01      | 3.5000%  | 0.0000% | $1300000.00        | $392891.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | 0.0000% | $598994.00         | $182292.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $848000.00         | $205536.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 4.5000%  | 0.0000% | $1030000.00        | $225275.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $509000.00         | $155250.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.5000%  | 0.0000% | $650405.00         | $190524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 3.0000%  | 0.0000% | $3372482.00        | $1030306.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-09-01      | 5.5000%  | 0.0000% | $2400000.00        | $724301.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-03-01      | 3.5000%  | 0.0000% | $1039000.00        | $325117.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 3.0000%  | 0.0000% | $201475.00         | $70153.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 4.0000%  | 0.0000% | $7500000.00        | $2122806.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.0000%  | 0.0000% | $36758201.00       | $11918969.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 2.5000%  | 0.0000% | $1000000.00        | $425018.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 3.0000%  | 0.0000% | $364768.00         | $120837.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $600000.00         | $177450.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 4.5000%  | 0.0000% | $499000.00         | $146120.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 3.5000%  | 0.0000% | $3900000.00        | $1297011.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 5.5000%  | 0.0000% | $134348.00         | $66429.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 3.0000%  | 0.0000% | $60954545.00       | $23902362.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-04-01      | 4.5000%  | 0.0000% | $14108472.00       | $5251437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-08-01      | 4.0000%  | 0.0000% | $100000000.00      | $38627040.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-03-01      | 3.0000%  | 0.0000% | $21900000.00       | $9007830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-07-01      | 3.0000%  | 0.0000% | $1407000.00        | $783762.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-07-01      | 3.0000%  | 0.0000% | $20759472.00       | $10123824.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 5.0000%  | 0.0000% | $448813.00         | $342486.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $595999.00         | $400487.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $206402.00         | $177913.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 4.5000%  | 0.0000% | $5313026.00        | $4285598.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-01-01      | 3.0000%  | 0.0000% | $75886446.00       | $56630089.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $4557529.00        | $1232468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $18241591.00       | $17322128.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 5.5000%  | 0.0000% | $367373.00         | $374093.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 6.5000%  | 0.0000% | $69628.00          | $71978.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $37381.00          | $37273.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $3319592.00        | $3392654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $1957694.00        | $1900913.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $4307484.00        | $4304872.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $10178522.00       | $10131890.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $4738508.00        | $4806204.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1981188.00        | $2020935.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3829126.00        | $3816687.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $8436505.00        | $8400739.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $5274957.00        | $5260818.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $2600580.00        | $2529204.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3126975.00        | $3120394.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1198975.00        | $1199888.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $2361300.00        | $2296491.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $22681153.00       | $23044014.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $160675261.00      | $159622606.00      | Agency Mortgage-Backed Securities |

### Security 237: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0579F6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0579F67791566JP
- **C.18 - Value (incl. sponsor support):** $1973997631.20
- **C.18.a - Value (excl. sponsor support):** $1973997631.20
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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 CORPORATION        | 2037-11-01      | 6.5000%  | 0.0000% | $5927666.00        | $13578.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-03-01      | 3.5000%  | 0.0000% | $24750000.00       | $2547843.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 3.0000%  | 0.0000% | $3230000.00        | $442350.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-01-01      | 3.5000%  | 0.0000% | $410405.00         | $37617.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 6.5000%  | 0.0000% | $5675904.00        | $73643.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-03-01      | 6.0000%  | 0.0000% | $3478000.00        | $114154.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.5000%  | 0.0000% | $2200000.00        | $351966.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $579892.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 3.0000%  | 0.0000% | $2662596.00        | $2094746.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 6.5000%  | 0.0000% | $14349712.00       | $10731528.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-06-01      | 5.5000%  | 0.0000% | $33146160.00       | $24979642.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-05-01      | 5.0000%  | 0.0000% | $400000.00         | $71441.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-01-01      | 4.0000%  | 0.0000% | $9436944.00        | $8755731.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-06-01      | 3.5000%  | 0.0000% | $478586.00         | $144053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $644349.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%  | 0.0000% | $33318000.00       | $22881290.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%  | 0.0000% | $10939968.00       | $7651922.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4290904.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%  | 0.0000% | $359000.00         | $284364.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%  | 0.0000% | $57581184.00       | $46195071.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $3000000.00        | $2107502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $57465.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 5.0000%  | 0.0000% | $1480060.00        | $1338591.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 5.0000%  | 0.0000% | $4425000.00        | $3925291.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%  | 0.0000% | $4175000.00        | $3523196.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $10000000.00       | $8419239.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 3.5000%  | 0.0000% | $1927048.00        | $656046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 3.5000%  | 0.0000% | $26000.00          | $11811.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 4.0000%  | 0.0000% | $3609304.00        | $2539945.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%  | 0.0000% | $423024.00         | $220436.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $7311728.00        | $5816344.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%  | 0.0000% | $14732512.00       | $10041173.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%  | 0.0000% | $1176670.00        | $922834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%  | 0.0000% | $46575.00          | $37437.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%  | 0.0000% | $100000.00         | $61934.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.5000%  | 0.0000% | $11462816.00       | $9501841.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.5000%  | 0.0000% | $1655540.00        | $1262314.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $10082224.00       | $8453083.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $3034064.00        | $2921592.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%  | 0.0000% | $1148200.00        | $929287.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.5000%  | 0.0000% | $2070412.00        | $2036845.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $3401450.00        | $1876542.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1604241.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%  | 0.0000% | $11839920.00       | $6434017.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%  | 0.0000% | $1488610.00        | $1129572.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $1812131.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $1684690.00        | $1491031.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $100000.00         | $102762.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $10094704.00       | $8136530.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%  | 0.0000% | $11597760.00       | $11004125.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $3500000.00        | $3349433.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $130536.00         | $129089.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $1372618.00        | $1438672.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $574284.00         | $382910.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%  | 0.0000% | $1785306.00        | $1546311.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%  | 0.0000% | $9204890.00        | $8920274.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%  | 0.0000% | $6746000.00        | $4418366.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2045-12-22      | 2.0400%  | 0.0000% | $3200000.00        | $1854772.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-05-19      | 5.1300%  | 0.0000% | $11889000.00       | $11842865.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-05-22      | 4.6700%  | 0.0000% | $26825000.00       | $26879529.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.5000%  | 0.0000% | $608262.00         | $356440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $2181672.00        | $2174693.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 1.5000%  | 0.0000% | $114499.00         | $74174.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 5.0000%  | 0.0000% | $6000000.00        | $4686417.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.5000%  | 0.0000% | $1200000.00        | $830597.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%  | 0.0000% | $6133864.00        | $5303506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 6.0000%  | 0.0000% | $400000.00         | $345114.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 2.0000%  | 0.0000% | $1226000.00        | $735700.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-04-01      | 5.0000%  | 0.0000% | $208400.00         | $114752.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-04-01      | 5.5000%  | 0.0000% | $657900.00         | $660200.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 3.5000%  | 0.0000% | $2768270.00        | $297326.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-10-01      | 2.0000%  | 0.0000% | $6000000.00        | $3580538.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 7.0000%  | 0.0000% | $1241016.00        | $1160239.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $8034480.00        | $7521735.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 7.0000%  | 0.0000% | $2485832.00        | $2393925.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $15018992.00       | $14370341.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.0000%  | 0.0000% | $2125152.00        | $2045048.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.5000%  | 0.0000% | $1145742.00        | $1128851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%  | 0.0000% | $17260928.00       | $10340096.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-02-01      | 6.0000%  | 0.0000% | $1261418.00        | $1293371.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 4.5000%  | 0.0000% | $1436220.00        | $1418529.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-06      | 0.0000%  | 0.0000% | $2468000.00        | $1391068.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 6.0000%  | 0.0000% | $11380032.00       | $11702819.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%  | 0.0000% | $1215288.00        | $1204547.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $10026176.00       | $9850005.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%  | 0.0000% | $1415316.00        | $1336800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $9148976.00        | $8965180.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.0000%  | 0.0000% | $1117432.00        | $1136852.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%  | 0.0000% | $4316192.00        | $4287844.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $8559952.00        | $7751381.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1614162.00        | $1623338.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1290334.00        | $1227395.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $9195088.00        | $8541995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1863660.00        | $1900525.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1239180.00        | $1260516.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1775500.00        | $1844601.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $1429850.00        | $1500102.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $2807080.00        | $2862065.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $4540304.00        | $4635220.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $4702904.00        | $3984205.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $6160160.00        | $6370047.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%  | 0.0000% | $10249600.00       | $10053724.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $1718150.00        | $1779329.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1142634.00        | $1191273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $25414304.00       | $25979148.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2898137.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $3541208.00        | $3731578.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $1803450.00        | $1912016.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $5005320.00        | $5108072.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $2574464.00        | $2716372.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1198588.00        | $1238223.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1379508.00        | $1454674.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1749740.00        | $1818034.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1308000.00        | $1401190.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $3050276.00        | $3155213.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1732328.00        | $1829595.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $25323456.00       | $26209982.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1341624.00        | $1413143.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $1852138.00        | $1893015.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $1412810.00        | $1449582.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%  | 0.0000% | $3470090.00        | $3537633.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1056154.00        | $1112509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $72209664.00       | $74088836.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.0000%  | 0.0000% | $6659536.00        | $5180192.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%  | 0.0000% | $15000000.00       | $13447218.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $800000.00         | $722349.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%  | 0.0000% | $2674208.00        | $2595998.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $298784.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-09-20      | 2.5000%  | 0.0000% | $354635.00         | $32041.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 3.5000%  | 0.0000% | $8629000.00        | $1064705.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-20      | 3.0000%  | 0.0000% | $1775000.00        | $241548.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-03-20      | 3.5000%  | 0.0000% | $750000.00         | $90452.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-06-20      | 4.0000%  | 0.0000% | $771409.00         | $307428.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 2.5000%  | 0.0000% | $1251401728.00     | $816421820.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 5.0000%  | 0.0000% | $46545280.00       | $36976250.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 5.5000%  | 0.0000% | $40193040.00       | $37738121.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-02-20      | 2.0000%  | 0.0000% | $128910.00         | $107488.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 3.0000%  | 0.0000% | $15444288.00       | $12960942.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 4.5000%  | 0.0000% | $546572.00         | $493578.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 5.0000%  | 0.0000% | $1970000.00        | $1783173.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 4.0000%  | 0.0000% | $262917.00         | $234006.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $1091487.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-05-15      | 5.0000%  | 0.0000% | $1714808.00        | $105397.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-08-15      | 4.5000%  | 0.0000% | $1889334.00        | $146288.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $69607.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 6.0000%  | 0.0000% | $1644026.00        | $1503385.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 4.5000%  | 0.0000% | $1554078.00        | $283066.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $363175.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-07-15      | 2.5000%  | 0.0000% | $4590320.00        | $1804976.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $156382.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40167.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $247713.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-11-20      | 4.0000%  | 0.0000% | $1188822.00        | $201331.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-15      | 4.5000%  | 0.0000% | $297114.00         | $95548.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-03-15      | 3.5000%  | 0.0000% | $25000.00          | $5571.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-03-20      | 3.5000%  | 0.0000% | $25920000.00       | $3109770.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-05-15      | 3.0000%  | 0.0000% | $55243.00          | $5207.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1845122.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3870781.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $1333922.00        | $551951.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.0000%  | 0.0000% | $1578030.00        | $1618287.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 6.5000%  | 0.0000% | $2888864.00        | $2990477.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 7.0000%  | 0.0000% | $11239952.00       | $11545096.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.0000%  | 0.0000% | $1829252.00        | $1858860.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 7.0000%  | 0.0000% | $12984208.00       | $13347528.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $1025702.00        | $998083.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.0000%  | 0.0000% | $1309092.00        | $1277719.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.5000%  | 0.0000% | $883405.00         | $926058.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $1133536.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.0000%  | 0.0000% | $2424852.00        | $2477549.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $1141328.00        | $1118235.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 4.5000%  | 0.0000% | $20024384.00       | $18595177.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%  | 0.0000% | $6212776.00        | $6010774.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1048188.00        | $1078925.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1194856.00        | $1229894.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1104266.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $919431.00         | $883583.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $2974076.00        | $2861258.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1125451.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $1806885.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1434134.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $2307952.00        | $2282443.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $1106588.00        | $1143635.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $5769744.00        | $5950313.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $4969256.00        | $5123698.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $1275119.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $1147460.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.0000%  | 0.0000% | $1700618.00        | $1655918.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1920452.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $9039769.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1088748.00        | $1119583.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1588116.00        | $1631127.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2488073.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $2058232.00        | $2130030.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1084892.00        | $1140033.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1810462.00        | $1873620.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $16919392.00       | $17290931.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1490012.00        | $1490569.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $3580560.00        | $3762546.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $4560320.00        | $4792094.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $6203024.00        | $6415362.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $2169568.00        | $2291662.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2749640.00        | $2830271.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $8130080.00        | $8160832.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1164550.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1063292.00        | $1068456.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.5000%  | 0.0000% | $10825328.00       | $10611630.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 6.0000%  | 0.0000% | $9386032.00        | $9288699.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $212957.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $17560064.00       | $18034085.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-20      | 6.5000%  | 0.0000% | $164543.00         | $171082.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $92441984.00       | $93623421.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-20      | 6.0000%  | 0.0000% | $760280.00         | $778059.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1298052.00        | $1349156.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.0000%  | 0.0000% | $3062764.00        | $2957625.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $5439200.00        | $5455265.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1857121.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1016436.00        | $1025269.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1584140.00        | $1600784.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1263788.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 7.5000%  | 0.0000% | $5415864.00        | $5606876.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $8777328.00        | $8960401.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1254020.00        | $1245248.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $1882954.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $1827244.00        | $1876559.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1452396.00        | $1494987.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.0000%  | 0.0000% | $1176098.00        | $1157805.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11159.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $9230.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-20      | 5.0000%  | 0.0000% | $26283936.00       | $798434.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $71193.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $380682.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11557.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%  | 0.0000% | $700000.00         | $521846.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $460640.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $556946.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%  | 0.0000% | $1558150.00        | $1065603.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 3.0000%  | 0.0000% | $3000000.00        | $2203893.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 3.5000%  | 0.0000% | $78886720.00       | $58201536.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $82364622.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10806.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $461082.00         | Agency Mortgage-Backed Securities   |

### Security 238: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057A56, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR057A56779156EBA
- **C.18 - Value (incl. sponsor support):** $1684998315.00
- **C.18.a - Value (excl. sponsor support):** $1684998315.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $49999900.00       | $48825502.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $220100.00         | $86151.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $300.00            | $489.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $141.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $226140000.00      | $193971479.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $151937000.00      | $143482621.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $245449000.00      | $170726206.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $35947000.00       | $26197195.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $183314700.00      | $153800421.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $292.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $20762500.00       | $19531930.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $4470900.00        | $4052330.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $258.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $193.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $46998600.00       | $45693224.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $100.00            | $97.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $4663900.00        | $4194769.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $4024000.00        | $4377421.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $500.00            | $510.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1000.00           | $1063.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $254807200.00      | $258960924.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $70418206.00       | $52833724.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 0.0000%  | 0.0000% | $185062000.00      | $128876622.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $3277.00           | $2105.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $60935000.00       | $35035188.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $92821000.00       | $90250044.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $108498451.00      | $89573826.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-08-15      | 0.0000%  | 0.0000% | $99500000.00       | $52425854.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $100.00            | $24.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $54.00             | $25.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $99999900.00       | $42540757.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.0000%  | 0.0000% | $82.00             | $33.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $92912845.00       | $35236360.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 0.0000%  | 0.0000% | $82.00             | $28.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $20.00             | $7.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $99499900.00       | $33185903.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $99971379.00       | $32488899.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $99500000.00       | $29196783.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $99495659.00       | $28479339.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 0.0000%  | 0.0000% | $29.00             | $8.00              | U.S. Treasuries (including strips) |

### Security 239: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057AC0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR057AC0779156HCG
- **C.18 - Value (incl. sponsor support):** $2959995264.00
- **C.18.a - Value (excl. sponsor support):** $2959995264.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 | 2052-04-20      | 2.0000%  | 0.0000% | $114483960.00      | $73328000.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $374332351.00      | $244216619.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $249541050.00      | $169817187.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1600000.00        | $1131346.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4180000.00        | $3001503.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $28596779.00       | $18473476.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $975777.00         | $644217.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $2210889.00        | $1565821.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $27031920.00       | $19904039.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $3007992.00        | $2253891.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $444518.00         | $308313.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $150000.00         | $92436.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $8857976.00        | $5782046.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $21857089.00       | $15167559.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $241233997.00      | $171750154.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $104244230.00      | $76903326.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $69779.00          | $46073.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $835000.00         | $549675.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $311000.00         | $171496.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $194801779.00      | $119837445.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $142869978.00      | $89900905.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $3717889.00        | $2349754.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.0000%  | 0.0000% | $289936793.00      | $181596665.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $100140750.00      | $64282558.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $119441920.00      | $76908707.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16077238.00       | $10724295.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $248000.00         | $130146.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $218899852.00      | $138552051.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $111676526.00      | $72167307.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $13489170.00       | $8898473.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $6897107.00        | $4690331.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $284973552.00      | $182887596.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $33685941.00       | $21782041.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $108561095.00      | $72087206.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $10840368.00       | $7585348.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $3047166.00        | $2096903.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 2.0000%  | 0.0000% | $8082244.00        | $5005490.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 2.5000%  | 0.0000% | $21005271.00       | $14175551.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $146000.00         | $110830.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $166162.00         | $109207.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1436265.00        | $835892.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $61529480.00       | $39527189.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $3640225.00        | $2486990.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.5000%  | 0.0000% | $500000.00         | $361322.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $19877450.00       | $14980505.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $28496046.00       | $21759273.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1022972.00        | $774710.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 6.5000%  | 0.0000% | $126000.00         | $96160.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.0000%  | 0.0000% | $26956245.00       | $16119493.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $76097705.00       | $48544313.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $2409509.00        | $1612474.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $35929672.00       | $27270781.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $95863063.00       | $73677126.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $5376000.00        | $4138535.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.0000%  | 0.0000% | $4173393.00        | $2622880.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 2.5000%  | 0.0000% | $740000.00         | $475430.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.0000%  | 0.0000% | $805307.00         | $539865.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $2883200.00        | $2108123.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $3067315.00        | $2348179.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $127350234.00      | $98802361.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1139000.00        | $881210.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $2500000.00        | $1788163.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 3.0000%  | 0.0000% | $1023382.00        | $704165.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $13660681.00       | $10540608.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.5000%  | 0.0000% | $47108057.00       | $37111535.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 2.0000%  | 0.0000% | $1125335.00        | $683176.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $172237.00         | $121897.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $249200364.00      | $193497168.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $2142789.00        | $1695938.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $62744000.00       | $49763889.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $57238265.00       | $43222015.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $360000.00         | $173445.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $128000.00         | $56272.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 2.5000%  | 0.0000% | $198666.00         | $136231.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 3.0000%  | 0.0000% | $1369985.00        | $930569.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 3.5000%  | 0.0000% | $505000.00         | $383957.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.0000%  | 0.0000% | $14322843.00       | $11442140.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $4735000.00        | $3808210.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1296949.00        | $1030315.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $71500000.00       | $52631747.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $233169.00         | $144319.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.5000%  | 0.0000% | $326471.00         | $217294.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 3.5000%  | 0.0000% | $14996912.00       | $11020137.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 4.5000%  | 0.0000% | $4511717.00        | $3659182.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $998000.00         | $474653.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 2.0000%  | 0.0000% | $14048151.00       | $9150999.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.5000%  | 0.0000% | $5037321.00        | $3718112.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 2.0000%  | 0.0000% | $20199148.00       | $13412694.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 2.0000%  | 0.0000% | $349660.00         | $274728.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.5000%  | 0.0000% | $135166.00         | $92332.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $1245122.00        | $788052.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 2.5000%  | 0.0000% | $9452983.00        | $6626686.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 3.0000%  | 0.0000% | $1038044.00        | $754572.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $1806386.00        | $1272506.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $99819.00          | $69602.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.0000%  | 0.0000% | $3944353.00        | $3005239.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 2.5000%  | 0.0000% | $999281.00         | $701414.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 2.0000%  | 0.0000% | $1848.00           | $904.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 2.0000%  | 0.0000% | $234350.00         | $170234.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2733918.00        | $1762434.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1401026.00        | $1350720.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-15      | 5.0000%  | 0.0000% | $3967584.00        | $3535662.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-15      | 6.0000%  | 0.0000% | $1828826.00        | $1553924.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $1301887.00        | $1047050.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 5.0000%  | 0.0000% | $1663123.00        | $1551204.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1081308.00        | $868939.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $1998120.00        | $1628177.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 5.0000%  | 0.0000% | $882376.00         | $835324.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $278337.00         | $232229.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-15      | 6.0000%  | 0.0000% | $150000.00         | $153776.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-15      | 5.0000%  | 0.0000% | $1516079.00        | $1385225.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2683496.00        | $1960381.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1853652.00        | $843435.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 4.5000%  | 0.0000% | $426574.00         | $316367.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-15      | 5.0000%  | 0.0000% | $10514786.00       | $7654964.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1303987.00        | $1173292.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $169991.00         | $152473.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-15      | 4.5000%  | 0.0000% | $271697.00         | $207931.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $766559.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $26500000.00       | $19964421.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1182211.00        | $696391.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $1871097.00        | $1585144.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $14703068.00       | $11051148.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 3.5000%  | 0.0000% | $575933.00         | $491651.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1006845.00        | $777834.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $2069938.00        | $1525807.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $1202545.00        | $900272.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $523772.00         | $460828.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $1806448.00        | $1507828.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $1347247.00        | $1026003.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $7900015.00        | $6284583.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $828761.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $400000.00         | $289650.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $2311251.00        | $1499727.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 5.0000%  | 0.0000% | $1587097.00        | $1015114.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $150000.00         | $98001.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $806012.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1083984.00        | $911969.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $2974017.00        | $2127620.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $829567.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1008568.00        | $811690.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $1556720.00        | $1130648.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $2998758.00        | $1611147.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $6840078.00        | $4069978.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1469767.00        | $1095040.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1759349.00        | $1336962.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $64942.00          | $50812.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4599404.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $425000.00         | $302463.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1242794.00        | $898547.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $410000.00         | $303624.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $864335.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $2586397.00        | $1337587.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 4.5000%  | 0.0000% | $1797995.00        | $1624375.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1047019.00        | $809284.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1168292.00        | $967615.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 3.5000%  | 0.0000% | $277226.00         | $71602.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 3.5000%  | 0.0000% | $259157.00         | $216680.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.5000%  | 0.0000% | $2412403.00        | $1902581.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.5000%  | 0.0000% | $2381927.00        | $2192343.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $300000.00         | $182684.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4688948.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $2363564.00        | $593952.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2312487.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.7500%  | 0.0000% | $1138029.00        | $982165.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-15      | 5.0000%  | 0.0000% | $150000.00         | $129433.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $10072516.00       | $6216797.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $15082440.00       | $10284857.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1695968.00        | $929229.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $905027.00         | $615544.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 5.0000%  | 0.0000% | $434800.00         | $404520.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-15      | 5.0000%  | 0.0000% | $1759859.00        | $1376658.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-15      | 5.5000%  | 0.0000% | $795332.00         | $763035.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 2.0000%  | 0.0000% | $2402394.00        | $1893878.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1068785.00        | $816141.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1250000.00        | $1127275.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-15      | 4.5000%  | 0.0000% | $721896.00         | $555298.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1754860.00        | $1506112.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1217837.00        | $1118236.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $1167322.00        | $851387.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-15      | 6.0000%  | 0.0000% | $1873707.00        | $1866677.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $92842.00          | $61930.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.5000%  | 0.0000% | $1366764.00        | $1421132.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $248000.00         | $241061.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $4050000.00        | $3019249.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $100000.00         | $79716.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $2100000.00        | $1640472.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1975000.00        | $1597263.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $199000.00         | $123875.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1699000.00        | $1051390.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $299000.00         | $184449.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1100000.00        | $728262.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-15      | 4.0000%  | 0.0000% | $21252226.00       | $13905726.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $64957.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $74278.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $17901227.00       | $13319192.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $16387315.00       | $11625949.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $3295355.00        | $2128364.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $4100000.00        | $2338813.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $136168.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.5000%  | 0.0000% | $200000.00         | $115872.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-15      | 4.5000%  | 0.0000% | $3405531.00        | $2723050.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $37319045.00       | $26730166.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $300000.00         | $230254.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $6473086.00        | $4285248.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $450000.00         | $329124.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $200000.00         | $143465.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $17856661.00       | $15455733.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $25623740.00       | $22599966.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $25314891.00       | $21293954.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $9535985.00        | $7533294.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $9946000.00        | $8723285.00        | Agency Mortgage-Backed Securities |

### Security 240: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057D51, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR057D51779156LCG
- **C.18 - Value (incl. sponsor support):** $422981895.60
- **C.18.a - Value (excl. sponsor support):** $422981895.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-06-18
- **C.12 - Maturity Date (WAL):** 2025-06-18
- **C.13 - Final Legal Maturity Date:** 2025-06-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-06-20      | 2.5000%  | 0.0000% | $424990.00         | $284704.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $199519.00         | $123492.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 3.5000%  | 0.0000% | $8570814.00        | $6298066.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 4.0000%  | 0.0000% | $3474525.00        | $2709304.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $80800000.00       | $63824614.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $218996784.00      | $161172296.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2833328.00        | $1766269.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $1000.00           | $476.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 3.0000%  | 0.0000% | $25016922.00       | $17503716.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.0000%  | 0.0000% | $1200000.00        | $938616.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $2570000.00        | $2073021.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $100000.00         | $80273.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $619761.00         | $464182.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 3.0000%  | 0.0000% | $200000.00         | $139447.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $78286797.00       | $60774823.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $1715221.00        | $1395519.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $225000.00         | $183256.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2055032.00        | $1567699.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.5000%  | 0.0000% | $67404693.00       | $49637875.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.0000%  | 0.0000% | $347000.00         | $277609.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $355000.00         | $295194.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $2483000.00        | $2051042.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 3.0000%  | 0.0000% | $1200000.00        | $825394.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $6925257.00        | $5953474.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 3.5000%  | 0.0000% | $11852205.00       | $8648028.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $1981604.00        | $1637264.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $3630.00           | $2421.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1084137.00        | $959952.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $81000.00          | $70179.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.2500%  | 0.0000% | $1462062.00        | $1301483.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $3737068.00        | $3006919.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $8023220.00        | $6775610.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $3583098.00        | $2765955.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $2020788.00        | $1823875.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.5000%  | 0.0000% | $957581.00         | $998382.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 7.5000%  | 0.0000% | $801613.00         | $831662.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 7.5000%  | 0.0000% | $597240.00         | $622448.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $14439927.00       | $13473315.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $6362821.00        | $6038954.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.5000%  | 0.0000% | $999028.00         | $1039982.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1000000.00        | $794506.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $300000.00         | $249759.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $100000.00         | $79369.00          | Agency Mortgage-Backed Securities |

### Security 241: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR057DCF, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR057DCF779156KCG
- **C.18 - Value (incl. sponsor support):** $419940906.00
- **C.18.a - Value (excl. sponsor support):** $419940906.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-05-01      | 5.5000%  | 0.0000% | $42360187.00       | $42082667.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1447119.00        | $1467793.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $4162.00           | $4315.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1516535.00        | $1567585.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1386578.00        | $1425602.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $4266250.00        | $4364729.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2891691.00        | $2961324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1192800.00        | $1187074.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $4969888.00        | $5078054.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $5073725.00        | $5146210.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $10111822.00       | $10256283.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1031806.00        | $1056134.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1415000.00        | $1435215.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1995605.00        | $2041654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2095359.00        | $2135052.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1096429.00        | $1096725.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1408100.00        | $1428217.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1973675.00        | $2001872.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1086500.00        | $1117078.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1352954.00        | $1378583.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $2330637.00        | $2335418.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1803146.00        | $1843952.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $1708960.00        | $1660164.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $5064927.00        | $5041722.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $5057801.00        | $5138217.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $2755755.00        | $2817218.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $9756208.00        | $9730057.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $2166999.00        | $2113324.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $1351660.00        | $1347123.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2032275.00        | $2101155.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1027855.00        | $1047073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $52570407.00       | $52225995.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $11205933.00       | $11222042.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $31861736.00       | $31858599.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $17652576.00       | $18369555.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $221354.00         | $220040.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $20979833.00       | $21377240.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $15310398.00       | $14968100.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $131873128.00      | $134061079.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $19010484.00       | $19689674.00       | Agency Mortgage-Backed Securities |

### Security 242: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057FE2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR057FE27791562CR
- **C.18 - Value (incl. sponsor support):** $633999112.40
- **C.18.a - Value (excl. sponsor support):** $633999112.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-06-15      | 2.8750%  | 0.0000% | $93943300.00       | $95099955.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $7028700.00        | $7114483.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $94156800.00       | $95099987.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $93833000.00       | $95099933.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $93081600.00       | $95099936.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $94143300.00       | $95099963.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $92555400.00       | $95099903.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $68415200.00       | $68965855.00       | U.S. Treasuries (including strips) |

### Security 243: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR057FE3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR057FE37791563CR
- **C.18 - Value (incl. sponsor support):** $1470999117.40
- **C.18.a - Value (excl. sponsor support):** $1470999117.40
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $309699100.00      | $159168417.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $399311700.00      | $220649958.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $32101400.00       | $22097926.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $271700700.00      | $220649966.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $121269700.00      | $108733861.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $108514200.00      | $96466476.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $96915900.00       | $85046075.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $248966700.00      | $220649932.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $187635200.00      | $178844339.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $206664100.00      | $188113068.00      | U.S. Treasuries (including strips) |

### Security 244: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0583F9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0583F97791564JP
- **C.18 - Value (incl. sponsor support):** $984998424.00
- **C.18.a - Value (excl. sponsor support):** $984998424.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2033-05-25      | 4.0800%  | 0.0000% | $915000.00         | $873039.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-09-27      | 4.0300%  | 0.0000% | $325000.00         | $300748.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 7.0000%  | 0.0000% | $14999549.00       | $6951.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%  | 0.0000% | $984175.00         | $616099.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $83763.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.0000%  | 0.0000% | $4037400.00        | $3621256.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-06-09      | 4.9800%  | 0.0000% | $24609000.00       | $23565898.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-06-01      | 5.0000%  | 0.0000% | $105000.00         | $6303.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-05-01      | 6.5000%  | 0.0000% | $948283.00         | $20933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $8444.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 6.5000%  | 0.0000% | $2936884.00        | $451050.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2056-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $533754.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-03-01      | 3.5000%  | 0.0000% | $4767550.00        | $60335.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 5.0000%  | 0.0000% | $1032796.00        | $571130.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%  | 0.0000% | $6344200.00        | $6331186.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%  | 0.0000% | $2422124.00        | $1554794.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 7.0000%  | 0.0000% | $1951798.00        | $1337155.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.0000%  | 0.0000% | $279329.00         | $173648.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%  | 0.0000% | $186000.00         | $139216.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 3.0000%  | 0.0000% | $386354.00         | $240760.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 4.5000%  | 0.0000% | $1067886.00        | $915245.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%  | 0.0000% | $600000.00         | $510210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%  | 0.0000% | $1324438.00        | $928616.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%  | 0.0000% | $6872480.00        | $4784254.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-01-01      | 3.0000%  | 0.0000% | $39000.00          | $6859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-04-01      | 3.0000%  | 0.0000% | $442051.00         | $59442.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 3.0000%  | 0.0000% | $1276922.00        | $842710.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-01      | 4.5000%  | 0.0000% | $76930.00          | $50504.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-10-01      | 2.5000%  | 0.0000% | $269617.00         | $189156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-07-01      | 6.0000%  | 0.0000% | $222988.00         | $145139.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $1075962.00        | $808045.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $1022164.00        | $1080710.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1089160.00        | $1152062.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%  | 0.0000% | $17073408.00       | $17051270.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $58048064.00       | $57251184.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2027-04-20      | 3.5000%  | 0.0000% | $2574824.00        | $33329.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-20      | 2.5000%  | 0.0000% | $2796910.00        | $447448.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-12-20      | 2.5000%  | 0.0000% | $390000.00         | $88222.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-07-20      | 4.5000%  | 0.0000% | $3040000.00        | $213969.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10958.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-01-20      | 4.0000%  | 0.0000% | $174512.00         | $19426.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $114148.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 2.0000%  | 0.0000% | $350000.00         | $131384.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2789897.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $533084.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 2.5000%  | 0.0000% | $14083984.00       | $8749358.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $440352.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 6.0000%  | 0.0000% | $413517.00         | $290034.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 3.0000%  | 0.0000% | $33477120.00       | $22871459.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-04-20      | 5.0000%  | 0.0000% | $64314.00          | $45726.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-20      | 6.5000%  | 0.0000% | $488677.00         | $417244.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 6.0000%  | 0.0000% | $60630272.00       | $54411260.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $75218.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $143063.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 3.0000%  | 0.0000% | $5000000.00        | $3581439.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 7.5000%  | 0.0000% | $144894.00         | $70775.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 6.0000%  | 0.0000% | $10121808.00       | $7550171.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 6.5000%  | 0.0000% | $6110000.00        | $4055682.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $875566.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-05-20      | 4.0000%  | 0.0000% | $6991048.00        | $351013.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 4.5000%  | 0.0000% | $123000.00         | $17909.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-11-20      | 4.0000%  | 0.0000% | $1824130.00        | $633755.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $527745.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $52126.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-20      | 3.0000%  | 0.0000% | $655000.00         | $101260.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5158999.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $538569.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-07-20      | 3.0000%  | 0.0000% | $725098.00         | $412951.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $1014550.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $133027.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $61803.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $135060.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 2.5000%  | 0.0000% | $1144686.00        | $890104.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 3.0000%  | 0.0000% | $536873.00         | $432967.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $609326.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1270186.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $437369.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-10-20      | 4.0000%  | 0.0000% | $3561130.00        | $192146.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 6.5000%  | 0.0000% | $999388.00         | $1051999.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 7.5000%  | 0.0000% | $2402352.00        | $2346428.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 7.5000%  | 0.0000% | $1493694.00        | $1550897.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 7.0000%  | 0.0000% | $4669488.00        | $778375.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 6.0000%  | 0.0000% | $13902368.00       | $11598967.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 5.0000%  | 0.0000% | $1285452.00        | $1166457.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 5.0000%  | 0.0000% | $1724140.00        | $1673621.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-06-20      | 5.5000%  | 0.0000% | $1708364.00        | $1688032.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 6.0000%  | 0.0000% | $209363.00         | $196855.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $1400347.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1108052.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 6.5000%  | 0.0000% | $7305870.00        | $7660094.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 7.5000%  | 0.0000% | $1542934.00        | $1592733.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%  | 0.0000% | $3246652.00        | $3347653.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1167290.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 5.5000%  | 0.0000% | $1351492.00        | $1340969.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 4.5000%  | 0.0000% | $1343982.00        | $897583.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $590729.00         | $567696.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 6.5000%  | 0.0000% | $3519530.00        | $3627025.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $1722124.00        | $1774113.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $3165416.00        | $3129926.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.0000%  | 0.0000% | $2951672.00        | $2860823.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 7.0000%  | 0.0000% | $2104748.00        | $1761035.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $2309420.00        | $2221404.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $9238832.00        | $9407746.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1094281.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $1139204.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $1857417.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1742347.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $4574928.00        | $4734520.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $2165992.00        | $2241551.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $3506130.00        | $3481391.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%  | 0.0000% | $2370076.00        | $2473099.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12326124.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3612070.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1431281.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3102272.00        | $3119435.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3002244.00        | $3023276.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2070312.00        | $2086851.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $4495464.00        | $4382330.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-12-20      | 6.0000%  | 0.0000% | $4839592.00        | $4615085.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $298804000.00      | $296522893.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $252987648.00      | $246270264.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $6516810.00        | $6457042.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $15810768.00       | $15894353.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $7959920.00        | $8134715.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $2454496.00        | $2526470.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $1780394.00        | $1720227.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.0000%  | 0.0000% | $1510998.00        | $1453703.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26468.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $17214.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-09-20      | 6.5000%  | 0.0000% | $5847678.00        | $20780.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $5135.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-10-20      | 6.5000%  | 0.0000% | $4700000.00        | $54194.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-20      | 6.0000%  | 0.0000% | $1739838.00        | $21497.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $13236.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-07-15      | 6.5000%  | 0.0000% | $1061274.00        | $5912.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 2.5000%  | 0.0000% | $2100000.00        | $1247197.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%  | 0.0000% | $651600.00         | $389488.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5150924.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $369662.00         | $366053.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $62968256.00       | $62909226.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2526177.00        | Agency Mortgage-Backed Securities   |

### Security 245: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.230000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058460, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0584607791561BN
- **C.18 - Value (incl. sponsor support):** $837562228.80
- **C.18.a - Value (excl. sponsor support):** $837562228.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-02      | 0.0000%  | 0.0000% | $17602500.00       | $17406232.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $605900.00         | $223157.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $57388100.00       | $20871995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 0.0000%  | 0.0000% | $41853500.00       | $9788613.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $30000.00          | $48843.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1989300.00        | $1871796.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $7517400.00        | $7035255.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $85981700.00       | $84723370.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $35603600.00       | $46477143.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $800.00            | $783.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $179193200.00      | $176967958.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $929100.00         | $943152.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $67000.00          | $67432.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $3857000.00        | $3892209.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $533200.00         | $546070.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $2400.00           | $2432.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $17399000.00       | $18128825.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $221845500.00      | $223352603.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $230598400.00      | $234103515.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-11-15      | 0.0000%  | 0.0000% | $2.00              | $1.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $4930275.00        | $3034624.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $5748347.00        | $3197863.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 0.0000%  | 0.0000% | $3392666.00        | $1826964.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $405176.00         | $205722.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $123.00            | $61.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $104984.00         | $43243.00          | U.S. Treasuries (including strips) |

### Security 246: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0584C4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0584C47791566CG
- **C.18 - Value (incl. sponsor support):** $419785968.00
- **C.18.a - Value (excl. sponsor support):** $419785968.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-04-01      | 6.0000%  | 0.0000% | $4669250.00        | $4741412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $2620969.00        | $2709844.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $3318750.00        | $3382751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $8801037.00        | $9025193.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $1549151.00        | $1644528.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2949859.00        | $2927862.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1513151.00        | $1514476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2246810.00        | $2249412.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2571145.00        | $2627025.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $117628.00         | $120189.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1384932.00        | $1438054.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1666650.00        | $1627455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $1984165.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.5000%  | 0.0000% | $563391.00         | $603089.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $3661477.00        | $3578659.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $3653113.00        | $3654740.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $4518571.00        | $4610882.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1323420.00        | $1288446.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2135845.00        | $2145514.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1285166.00        | $1258639.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1932165.00        | $1891564.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $15187766.00       | $15392677.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1725750.00        | $1722641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1880579.00        | $1829780.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $14399212.00       | $14351397.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1653143.00        | $1681416.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1966948.00        | $2036848.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $6038664.00        | $6129593.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $2267.00           | $2356.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1199750.00        | $1223461.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $4188937.00        | $4083894.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3927938.00        | $3905948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $4606579.00        | $4762498.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $12389393.00       | $12640371.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $24521482.00       | $24389884.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $4519748.00        | $4704168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $4427283.00        | $4607323.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $6474313.00        | $6717107.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $16145902.00       | $16098168.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $3000464.00        | $3111331.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1107646.00        | $1078704.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1124420.00        | $1147427.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1117500.00        | $1091424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1250000.00        | $1272300.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1689748.00        | $1713888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1167250.00        | $1182946.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1465244.00        | $1492571.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1471514.00        | $1527174.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1873444.00        | $1857742.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $3614640.00        | $3683985.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $3203830.00        | $3269724.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1976226.00        | $1978580.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2534088.00        | $2537920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2080200.00        | $2082553.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1689154.00        | $1726875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2492879.00        | $2546370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1597625.00        | $1671455.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $4355245.00        | $4423943.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1063900.00        | $1035009.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $3143672.00        | $3267165.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1045471.00        | $1080907.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1015600.00        | $1051234.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $2288329.00        | $2336326.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $4750367.00        | $4833915.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1706946.00        | $1746612.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2027360.00        | $2020872.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1544103.00        | $1580749.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2558091.00        | $2556368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $943417.00         | $922587.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2139197.00        | $2145109.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1983225.00        | $2017691.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1199824.00        | $1178105.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2617545.00        | $2614751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $1277200.00        | $1276882.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $1758250.00        | $1817796.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $2290950.00        | $2377424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1483057.00        | $1521685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $3379940.00        | $3448614.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1009150.00        | $1026797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2234800.00        | $2316075.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1367450.00        | $1399267.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1065149.00        | $1087857.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $2102170.00        | $2132202.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1429200.00        | $1486526.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2202163.00        | $2285876.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2033100.00        | $2108326.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1314360.00        | $1276897.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1500489.00        | $1533955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1047940.00        | $1071765.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1262750.00        | $1287960.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1558670.00        | $1548458.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1233831.00        | $1258717.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1162600.00        | $1179209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1106408.00        | $1099159.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2284460.00        | $2280084.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2707264.00        | $2698719.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1937707.00        | $1925012.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1050288.00        | $1072567.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1620400.00        | $1684178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1545739.00        | $1591710.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $4199957.00        | $4293272.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | 0.0000% | $3238750.00        | $3372687.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $14343341.00       | $14842920.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $2069210.00        | $2067206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $8005628.00        | $8119999.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $2327574.00        | $2410378.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $3397455.00        | $3513645.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | 0.0000% | $1037350.00        | $1096296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1148799.00        | $1164253.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1157039.00        | $1195815.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1675950.00        | $1705751.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1072800.00        | $1087496.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1134461.00        | $1135325.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1099070.00        | $1091870.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2717000.00        | $2699200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1454500.00        | $1444971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1508510.00        | $1464624.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1622577.00        | $1582303.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $1144763.00        | $1190739.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1816675.00        | $1804771.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.5000%  | 0.0000% | $330479.00         | $344256.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | 0.0000% | $1321371.00        | $1287402.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2501245.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 7.0000%  | 0.0000% | $1067293.00        | $1128905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $1024813.00        | $1021373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1481923.00        | $1503094.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3260989.00        | $3278422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $46096134.00       | $46289856.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1576655.00        | $1573041.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2706492.00        | $2694131.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $1198534.00        | $1196592.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $4069692.00        | $3974317.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | 0.0000% | $2708569.00        | $2718835.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $4612651.00        | $4723509.00        | Agency Mortgage-Backed Securities |

### Security 247: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.250002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05858D, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05858D7791565BN
- **C.18 - Value (incl. sponsor support):** $1674997655.00
- **C.18.a - Value (excl. sponsor support):** $1674997655.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 CORPORATION   | 2032-07-01      | 6.5000%  | 0.0000% | $17693705.00       | $296648.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $9609.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%  | 0.0000% | $18055655.00       | $225898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.0000%  | 0.0000% | $11355716.00       | $504754.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.0000%  | 0.0000% | $30000000.00       | $419371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 7.5000%  | 0.0000% | $16947731.00       | $739192.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 8.0000%  | 0.0000% | $4964380.00        | $205984.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%  | 0.0000% | $14450093.00       | $1017558.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%  | 0.0000% | $1010.00           | $83.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.0000%  | 0.0000% | $1005.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $27319.00          | $1691.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 6.5000%  | 0.0000% | $36080.00          | $746.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%  | 0.0000% | $2000312.00        | $20515.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.5000%  | 0.0000% | $1334723.00        | $26613.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%  | 0.0000% | $3646849.00        | $34793.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $19134.00          | $370.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 4.5000%  | 0.0000% | $2710.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%  | 0.0000% | $1937.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 5.0000%  | 0.0000% | $3629054.00        | $181515.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.5000%  | 0.0000% | $5088.00           | $212.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-06-01      | 4.5000%  | 0.0000% | $19802055.00       | $1620398.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%  | 0.0000% | $12326.00          | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 6.5000%  | 0.0000% | $1473.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%  | 0.0000% | $92007.00          | $6503.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $116.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.5000%  | 0.0000% | $425974.00         | $20490.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%  | 0.0000% | $395902.00         | $44611.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $167.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%  | 0.0000% | $5572.00           | $1065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%  | 0.0000% | $4120.00           | $898.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $97000.00          | $27767.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $326.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%  | 0.0000% | $5502064.00        | $562952.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $187.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%  | 0.0000% | $1007.00           | $342.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.5000%  | 0.0000% | $695000.00         | $83276.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-12-01      | 4.0000%  | 0.0000% | $1045000.00        | $119215.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 5.0000%  | 0.0000% | $4217.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.0000%  | 0.0000% | $25000000.00       | $2728109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.5000%  | 0.0000% | $567499.00         | $41482.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 7.0000%  | 0.0000% | $12688114.00       | $5572.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 7.0000%  | 0.0000% | $1980.00           | $14.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%  | 0.0000% | $732897.00         | $23586.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%  | 0.0000% | $998999.00         | $43551.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-07-01      | 4.5000%  | 0.0000% | $112000.00         | $13715.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $596694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 2.5000%  | 0.0000% | $2238000.00        | $561148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 2.5000%  | 0.0000% | $2040.00           | $513.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 2.5000%  | 0.0000% | $159000.00         | $40001.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 2.5000%  | 0.0000% | $103000.00         | $30166.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $120.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-07-01      | 4.0000%  | 0.0000% | $2925592.00        | $554620.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-04-01      | 2.5000%  | 0.0000% | $775910.00         | $74494.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 7.0000%  | 0.0000% | $200000.00         | $18299.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $310.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1007.00           | $198.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%  | 0.0000% | $1230000.00        | $94254.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.5000%  | 0.0000% | $4322.00           | $1191.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $3317133.00        | $3021966.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 2.5000%  | 0.0000% | $7074710.00        | $5732354.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 1.5000%  | 0.0000% | $2274499.00        | $1514927.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-09-01      | 2.5000%  | 0.0000% | $990761.00         | $613993.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%  | 0.0000% | $25060480.00       | $19162211.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1209377.00        | $812651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $1251990.00        | $785006.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.5000%  | 0.0000% | $1998000.00        | $955323.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-09-01      | 4.0000%  | 0.0000% | $107712.00         | $48802.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.5000%  | 0.0000% | $375000.00         | $208894.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%  | 0.0000% | $30312.00          | $13156.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.5000%  | 0.0000% | $1999000.00        | $1239276.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $9416.00           | $7416.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.0000%  | 0.0000% | $100000.00         | $70186.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $445000.00         | $340653.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $55800.00          | $40189.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.5000%  | 0.0000% | $600000.00         | $409474.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.0000%  | 0.0000% | $14911367.00       | $11987757.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $5764748.00        | $4439059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $762.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%  | 0.0000% | $728092.00         | $567435.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $800838.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $299000.00         | $238068.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 5.0000%  | 0.0000% | $3197000.00        | $2353733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%  | 0.0000% | $31000.00          | $24048.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $838000.00         | $675945.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2950.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%  | 0.0000% | $600000.00         | $514401.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $4002.00           | $3607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $12447.00          | $10633.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $11356523.00       | $10457209.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $9161492.00        | $8513493.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 2.0000%  | 0.0000% | $204000.00         | $149414.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $3611627.00        | $3364078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $1285974.00        | $1196281.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $699862.00         | $640979.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $55000.00          | $5032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $685000.00         | $101296.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%  | 0.0000% | $237638.00         | $182011.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $6053220.00        | $3619022.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $8834044.00        | $9004465.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $34025746.00       | $27932716.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%  | 0.0000% | $1432184.00        | $803099.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $150000.00         | $82180.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.5000%  | 0.0000% | $80000.00          | $48201.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.0000%  | 0.0000% | $890000.00         | $577978.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 2.0000%  | 0.0000% | $10514383.00       | $6562301.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 3.5000%  | 0.0000% | $38000.00          | $19808.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $20033.00          | $12729.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%  | 0.0000% | $388000.00         | $271039.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $212000.00         | $154288.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1511205.00        | $1197436.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $816548.00         | $642836.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.5000%  | 0.0000% | $728057.00         | $547566.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $3360992.00        | $2771504.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $5639.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $6090565.00        | $4791972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.0000%  | 0.0000% | $3324.00           | $2487.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1129465.00        | $958839.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $7000.00           | $5358.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.0000%  | 0.0000% | $156000.00         | $125334.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $26000.00          | $22348.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $1007.00           | $814.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $3567574.00        | $2852652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 6.0000%  | 0.0000% | $632324.00         | $557274.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.5000%  | 0.0000% | $1319338.00        | $1034843.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $3003.00           | $2537.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 4.5000%  | 0.0000% | $12014.00          | $535.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-02-01      | 7.0000%  | 0.0000% | $3429.00           | $462.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 5.0000%  | 0.0000% | $1536898.00        | $784546.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%  | 0.0000% | $4917933.00        | $2611806.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $99000.00          | $26367.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.0000%  | 0.0000% | $1007001.00        | $590126.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%  | 0.0000% | $997999.00         | $613375.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $2300000.00        | $1403400.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $8241660.00        | $5687824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $3605.00           | $2369.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $1700000.00        | $1067187.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $810064.00         | $585338.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $616422.00         | $456817.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $105933.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%  | 0.0000% | $1501706.00        | $1193782.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $15000.00          | $9546.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 6.0000%  | 0.0000% | $1209836.00        | $1205543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%  | 0.0000% | $746936.00         | $685436.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.5000%  | 0.0000% | $2588724.00        | $2091110.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $4698877.00        | $3567596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $8328872.00        | $7214160.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $4019459.00        | $3387655.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 6.0000%  | 0.0000% | $1129947.00        | $1123760.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%  | 0.0000% | $2005.00           | $1628.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%  | 0.0000% | $5307592.00        | $4372628.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 7.0000%  | 0.0000% | $1264347.00        | $534521.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 7.0000%  | 0.0000% | $1014.00           | $1083.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1017427.00        | $1035463.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $1023.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $1065330.00        | $1058268.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 7.0000%  | 0.0000% | $1189400.00        | $1283793.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 7.0000%  | 0.0000% | $1270533.00        | $1363748.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $1466900.00        | $1486018.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1402512.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 7.0000%  | 0.0000% | $1595582.00        | $1681421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $976.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $400340.00         | $350961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3944335.00        | $3350953.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $632986.00         | $617034.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 7.0000%  | 0.0000% | $2170627.00        | $1591397.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%  | 0.0000% | $1925870.00        | $1512573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 7.0000%  | 0.0000% | $1162487.00        | $925125.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $1408560.00        | $1318635.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $883775.00         | $592803.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.5000%  | 0.0000% | $1615208.00        | $1711834.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.0000%  | 0.0000% | $7107303.00        | $6699068.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 5.5000%  | 0.0000% | $2834459.00        | $2588387.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $2748177.00        | $2533592.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $35013.00          | $33846.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $2007.00           | $2030.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $11545.00          | $11381.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1986.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $131538.00         | $116843.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%  | 0.0000% | $5597701.00        | $5293972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $2578293.00        | $2615252.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $4673728.00        | $4333949.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1688237.00        | $1710342.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%  | 0.0000% | $11722781.00       | $11376937.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%  | 0.0000% | $3009902.00        | $3100350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $785193.00         | $793583.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 7.0000%  | 0.0000% | $1746452.00        | $814134.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $21000.00          | $8979.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 3.0000%  | 0.0000% | $441406.00         | $211950.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $889617.00         | $439853.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $613998.00         | $325707.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $199921.00         | $103105.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.5000%  | 0.0000% | $999000.00         | $521028.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $4738321.00        | $2607114.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $216573.00         | $131665.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%  | 0.0000% | $755454.00         | $474876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.0000%  | 0.0000% | $148864.00         | $89467.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $25237203.00       | $17299798.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $2556400.00        | $2045818.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $4578724.00        | $3543502.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $13688406.00       | $10379662.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $4980464.00        | $3644114.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%  | 0.0000% | $263082.00         | $192624.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $6212069.00        | $5133689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $168000.00         | $130137.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $2500000.00        | $2103829.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 6.0000%  | 0.0000% | $2778455.00        | $1892636.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.5000%  | 0.0000% | $11107183.00       | $7336225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1564831.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $632.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $260172.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $68039.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $19662.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%  | 0.0000% | $475752.00         | $437306.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $335370.00         | $306533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 7.0000%  | 0.0000% | $2775079.00        | $2537223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $703.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 5.5000%  | 0.0000% | $3088330.00        | $2996866.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 5.5000%  | 0.0000% | $124023.00         | $116810.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $421282.00         | $145194.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%  | 0.0000% | $2063249.00        | $1859006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $294952.00         | $302141.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%  | 0.0000% | $3989296.00        | $3705715.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 5.5000%  | 0.0000% | $619129.00         | $559876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 6.5000%  | 0.0000% | $54782589.00       | $86259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%  | 0.0000% | $4114726.00        | $393506.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-03-01      | 4.5000%  | 0.0000% | $430000.00         | $44069.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 5.5000%  | 0.0000% | $3793853.00        | $165902.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-06-01      | 4.5000%  | 0.0000% | $6758665.00        | $204428.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $3937820.00        | $307418.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1006.00           | $19.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%  | 0.0000% | $14304462.00       | $395371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 5.0000%  | 0.0000% | $2065397.00        | $242654.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $91250188.00       | $10260323.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $702292.00         | $61004.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 6.5000%  | 0.0000% | $64825578.00       | $4393388.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.0000%  | 0.0000% | $2766710.00        | $359213.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 5.5000%  | 0.0000% | $65000.00          | $6844.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 3.5000%  | 0.0000% | $57129000.00       | $9327855.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $108130.00         | $29961.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-06-01      | 4.5000%  | 0.0000% | $561283.00         | $61704.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.5000%  | 0.0000% | $3750000.00        | $535270.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.2500%  | 0.0000% | $1133149.00        | $871881.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%  | 0.0000% | $1401873.00        | $222957.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $499001.00         | $77819.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-12-01      | 4.0000%  | 0.0000% | $97450.00          | $8801.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $10930746.00       | $1449886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-11-01      | 4.5000%  | 0.0000% | $2909986.00        | $139818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $1001.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-05-01      | 4.0000%  | 0.0000% | $1932700.00        | $352312.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $1024.00           | $236.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 2.5000%  | 0.0000% | $1265000.00        | $216088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%  | 0.0000% | $1008.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%  | 0.0000% | $154996000.00      | $26291918.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $1009.00           | $318.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%  | 0.0000% | $3835939.00        | $1191914.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $169000.00         | $39166.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $326000.00         | $47607.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $235000.00         | $30907.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 4.0000%  | 0.0000% | $444117.00         | $73542.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-08-01      | 3.5000%  | 0.0000% | $153000.00         | $21866.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-10-01      | 4.0000%  | 0.0000% | $60000.00          | $6239.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $5876733.00        | $497319.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $1120459.00        | $229513.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $3032.00           | $489.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $3034.00           | $359.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $50943.00          | $11691.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $3029.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $3370860.00        | $683069.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.5000%  | 0.0000% | $1178620.00        | $224366.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $120000.00         | $22982.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-12-01      | 6.5000%  | 0.0000% | $10954.00          | $57.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 6.5000%  | 0.0000% | $4400.00           | $54.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-09-01      | 6.5000%  | 0.0000% | $625400.00         | $7076.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 5.0000%  | 0.0000% | $1721.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $56539.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.5000%  | 0.0000% | $987125.00         | $16809.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 5.5000%  | 0.0000% | $100010038.00      | $819452.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $299608.00         | $265037.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $2601993.00        | $2370520.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $1096017.00        | $1136427.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1988821.00        | $2036523.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 8.0000%  | 0.0000% | $1143820.00        | $1189286.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 8.0000%  | 0.0000% | $1027754.00        | $1069712.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.5000%  | 0.0000% | $1629658.00        | $1591935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $130676.00         | $133590.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $2674333.00        | $2160876.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $241626.00         | $230369.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $15107.00          | $14877.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%  | 0.0000% | $1158898.00        | $1040196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.5000%  | 0.0000% | $1033047.00        | $1098350.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.0000%  | 0.0000% | $1298948.00        | $1358102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $379987.00         | $397206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $146283.00         | $147814.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $1303284.00        | $1124779.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $83574.00          | $76552.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $2499000.00        | $2280543.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $3687.00           | $3535.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%  | 0.0000% | $32012.00          | $33506.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $984.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $4032851.00        | $3515568.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $918.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $7069881.00        | $6753733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $1581.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $1188069.00        | $1175778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $8421085.00        | $8111886.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.0000%  | 0.0000% | $6699654.00        | $5763406.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $948849.00         | $963501.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $1005.00           | $1071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $2000.00           | $2111.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1237000.00        | $1289282.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $65062.00          | $64442.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1299450.00        | $1344714.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $5813051.00        | $5866792.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1070599.00        | $1014270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $890.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $4951276.00        | $4724729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $518166.00         | $248371.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1112211.00        | $1151141.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1664432.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $8441684.00        | $6959542.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $902747.00         | $935115.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $7396000.00        | $7515947.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $1836862.00        | $1783821.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $757193.00         | $731961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $28000.00          | $27757.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1184913.00        | $1200099.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1527810.00        | $1575025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $1262539.00        | $1278979.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1553540.00        | $1577422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1566450.00        | $1475912.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%  | 0.0000% | $365763.00         | $377304.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $2519961.00        | $2583064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1011753.00        | $1040087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $3184961.00        | $2644466.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1066271.00        | $1057312.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $1901061.00        | $1884825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $1592432.00        | $1588456.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $1696378.00        | $1725620.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $5331761.00        | $5319762.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%  | 0.0000% | $3004480.00        | $3106622.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 4.5000%  | 0.0000% | $73971.00          | $10546.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 2.5000%  | 0.0000% | $229000.00         | $37717.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-09-01      | 3.0000%  | 0.0000% | $149000.00         | $26490.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $160002.00         | $37823.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%  | 0.0000% | $17393529.00       | $3037996.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $224000.00         | $30337.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 5.0000%  | 0.0000% | $1088888.00        | $254486.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 5.0000%  | 0.0000% | $4265360.00        | $549464.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-08-01      | 4.0000%  | 0.0000% | $300000.00         | $57705.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $747000.00         | $146824.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.0000%  | 0.0000% | $2512.00           | $534.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-07-01      | 3.0000%  | 0.0000% | $507000.00         | $162098.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $14489200.00       | $3412025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%  | 0.0000% | $4880000.00        | $1209596.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%  | 0.0000% | $646000.00         | $86911.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $1670.00           | $362.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%  | 0.0000% | $6502495.00        | $929161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 3.5000%  | 0.0000% | $16000.00          | $6060.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 7.0000%  | 0.0000% | $9600742.00        | $3338937.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%  | 0.0000% | $4627387.00        | $1170873.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $344000.00         | $95056.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $188000.00         | $55003.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%  | 0.0000% | $95688980.00       | $17655873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 5.0000%  | 0.0000% | $3562776.00        | $1807458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 2.5000%  | 0.0000% | $7196322.00        | $3335451.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 2.5000%  | 0.0000% | $300000.00         | $165581.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%  | 0.0000% | $1526000.00        | $580504.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $907999.00         | $470535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $909000.00         | $406926.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $143743.00         | $61441.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $99000.00          | $50580.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $155819.00         | $89002.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $200000.00         | $121049.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%  | 0.0000% | $196000.00         | $112607.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $74264.00          | $71368.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $74775.00          | $60506.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $242870.00         | $156736.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $599000.00         | $366807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $996996.00         | $858891.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $1490622.00        | $1321910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $124067.00         | $116679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $2605237.00        | $2700196.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.5000%  | 0.0000% | $1003.00           | $941.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $3449587.00        | $3046065.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $4708728.00        | $4315023.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.0000%  | 0.0000% | $2017844.00        | $2043264.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $2107484.00        | $1876325.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%  | 0.0000% | $11453053.00       | $7413909.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $14000.00          | $10068.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $44691776.00       | $31497853.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.5000%  | 0.0000% | $17000.00          | $11086.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $2585000.00        | $1618872.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $576817.00         | $475823.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $168056.00         | $141462.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%  | 0.0000% | $2962018.00        | $2250540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $535000.00         | $457996.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 7.0000%  | 0.0000% | $1446650.00        | $1548729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $483543.00         | $363348.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $2819417.00        | $1866667.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $904861.00         | $722499.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1017696.00        | $977067.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.5000%  | 0.0000% | $1038250.00        | $1056600.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.5000%  | 0.0000% | $1001.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $19476.00          | $13618.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $247023.00         | $191257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $801.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $874341.00         | $654075.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 7.0000%  | 0.0000% | $1671.00           | $1807.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $12000.00          | $9297.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $1328517.00        | $1206393.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $1266393.00        | $1223546.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 7.5000%  | 0.0000% | $7993.00           | $8421.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.5000%  | 0.0000% | $163263.00         | $169997.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 7.0000%  | 0.0000% | $979384.00         | $1052621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $247574.00         | $178695.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $6110126.00        | $5456357.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 7.5000%  | 0.0000% | $1059492.00        | $1115295.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 7.5000%  | 0.0000% | $1219344.00        | $1292450.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $94404.00          | $95698.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $845756.00         | $675180.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $2937315.00        | $2798698.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $1166733.00        | $1196885.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $5795378.00        | $4370747.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%  | 0.0000% | $1341426.00        | $1393900.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%  | 0.0000% | $4500000.00        | $1290270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $7000000.00        | $1466611.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.5000%  | 0.0000% | $28570040.00       | $7575585.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 5.0000%  | 0.0000% | $2985000.00        | $340515.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $810063.00         | $167970.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $72.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $86298566.00       | $16061798.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $8268904.00        | $3298599.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $402205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $118719.00         | $58490.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%  | 0.0000% | $1402000.00        | $679104.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%  | 0.0000% | $1999000.00        | $715182.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1200000.00        | $648567.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $549.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.5000%  | 0.0000% | $1525000.00        | $712752.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%  | 0.0000% | $17366218.00       | $9373292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%  | 0.0000% | $9001.00           | $4949.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $498000.00         | $294391.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%  | 0.0000% | $1178384.00        | $724348.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $214868.00         | $140059.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%  | 0.0000% | $857359.00         | $533506.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%  | 0.0000% | $69000.00          | $46308.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $12000.00          | $8253.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.5000%  | 0.0000% | $1230000.00        | $858230.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%  | 0.0000% | $797000.00         | $580941.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $490001.00         | $332396.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $15006754.00       | $9972155.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $3045676.00        | $2313858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%  | 0.0000% | $166769.00         | $114456.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $712.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $85097.00          | $62360.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $7000.00           | $5541.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $66706.00          | $58063.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.5000%  | 0.0000% | $3239000.00        | $2456203.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%  | 0.0000% | $1421661.00        | $1048490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $833.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 6.5000%  | 0.0000% | $13609272.00       | $10867176.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $2171207.00        | $1765460.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $54061900.00       | $46121478.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $218014.00         | $166910.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $2577200.00        | $2407497.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%  | 0.0000% | $2006.00           | $1698.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $14611.00          | $11666.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%  | 0.0000% | $43647552.00       | $36061467.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $6883992.00        | $5811584.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $8917062.00        | $7610573.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.0000%  | 0.0000% | $3700212.00        | $3145767.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $1014.00           | $745.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $26000.00          | $25275.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%  | 0.0000% | $4077780.00        | $4266608.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.0000%  | 0.0000% | $6000.00           | $5768.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 5.0000%  | 0.0000% | $30386.00          | $26693.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $1524030.00        | $1265730.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $25372980.00       | $21850025.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $53871272.00       | $48664725.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $1280311.00        | $246328.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 5.5000%  | 0.0000% | $15083326.00       | $4014550.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 3.0000%  | 0.0000% | $1405000.00        | $302267.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 5.0000%  | 0.0000% | $195888106.00      | $45728581.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $199000.00         | $25932.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 5.0000%  | 0.0000% | $98000.00          | $18822.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $3000000.00        | $974915.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%  | 0.0000% | $128000.00         | $48149.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 4.5000%  | 0.0000% | $72000.00          | $23836.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.0000%  | 0.0000% | $1012.00           | $341.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.5000%  | 0.0000% | $347000.00         | $106142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 4.0000%  | 0.0000% | $3179663.00        | $633008.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $1614800.00        | $803205.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%  | 0.0000% | $84500000.00       | $15772104.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%  | 0.0000% | $1025001.00        | $528840.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%  | 0.0000% | $1820.00           | $962.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $349132.00         | $180034.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $300000.00         | $178257.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $2998000.00        | $1618442.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%  | 0.0000% | $695992.00         | $327172.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.0000%  | 0.0000% | $30102.00          | $12568.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $11957700.00       | $8301945.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $166148.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $600000.00         | $345180.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 3.5000%  | 0.0000% | $19243873.00       | $8485369.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-08-01      | 3.0000%  | 0.0000% | $1000.00           | $461.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $216071.00         | $130536.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $100000.00         | $64402.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $3221845.00        | $2004687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $9675985.00        | $5270131.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $2270852.00        | $1428143.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2689.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $104000.00         | $58469.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $545.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-06-01      | 3.0000%  | 0.0000% | $91482.00          | $49048.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $2598000.00        | $1620612.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%  | 0.0000% | $1427276.00        | $935437.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%  | 0.0000% | $100000.00         | $60692.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $159474.00         | $101643.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 3.0000%  | 0.0000% | $19032.00          | $11583.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $30000.00          | $21927.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $954105.00         | $612096.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $6011652.00        | $3664246.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $2899000.00        | $1791959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $15410.00          | $10044.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64816.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $3103578.00        | $2002839.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $691610.00         | $460647.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%  | 0.0000% | $800000.00         | $517888.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $200000.00         | $154225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1499000.00        | $1028992.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.5000%  | 0.0000% | $86910.00          | $62810.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $555822.00         | $420658.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $28010455.00       | $18999417.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%  | 0.0000% | $690000.00         | $519494.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $18106.00          | $13971.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $9000.00           | $6511.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $8600.00           | $6697.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 4.5000%  | 0.0000% | $38219049.00       | $28991694.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $200000.00         | $136352.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 3.0000%  | 0.0000% | $7335460.00        | $5277756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 2.5000%  | 0.0000% | $21001.00          | $15172.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 4.5000%  | 0.0000% | $100000.00         | $74427.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 4.0000%  | 0.0000% | $1000.00           | $747.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $900000.00         | $707343.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $925555.00         | $845822.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $13290244.00       | $9639689.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $1775000.00        | $1194755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $14000.00          | $11241.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $300011.00         | $251816.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $135546.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 6.0000%  | 0.0000% | $16000.00          | $12393.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1018.00           | $838.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%  | 0.0000% | $41000.00          | $31366.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $795.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $734.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $6755388.00        | $6112322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $5211790.00        | $4226231.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $45000.00          | $34949.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%  | 0.0000% | $56311.00          | $42294.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $525000.00         | $398977.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 3.0000%  | 0.0000% | $258000.00         | $203769.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $900028.00         | $674348.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $16428942.00       | $13929194.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $458945.00         | $348694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%  | 0.0000% | $3990287.00        | $3540087.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $5429864.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $3146714.00        | $2615756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%  | 0.0000% | $389928.00         | $316702.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $819781.00         | $707826.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%  | 0.0000% | $18211420.00       | $16503039.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 3.5000%  | 0.0000% | $69300.00          | $55282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $86445420.00       | $87691242.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $2846208.00        | $2947987.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%  | 0.0000% | $6059803.00        | $37683.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-02-01      | 4.5000%  | 0.0000% | $1051.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-10-01      | 6.0000%  | 0.0000% | $1006.00           | $42.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 6.0000%  | 0.0000% | $1013.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%  | 0.0000% | $2530000.00        | $23925.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $1017.00           | $27.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $1001.00           | $70.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%  | 0.0000% | $1033.00           | $35.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-03-01      | 4.5000%  | 0.0000% | $1150000.00        | $11921.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 6.0000%  | 0.0000% | $1003.00           | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-09-01      | 6.5000%  | 0.0000% | $1000000.00        | $87876.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 2.5000%  | 0.0000% | $6303000.00        | $1229253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%  | 0.0000% | $869341.00         | $163225.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%  | 0.0000% | $8500000.00        | $1118273.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $3793.00           | $303.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $206465566.00      | $15635909.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 1.5000%  | 0.0000% | $9178.00           | $5494.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $35005.00          | $20438.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%  | 0.0000% | $3197767.00        | $1990661.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $207439.00         | $127378.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-10-01      | 2.0000%  | 0.0000% | $4785416.00        | $2914064.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 2.0000%  | 0.0000% | $1008.00           | $626.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $18405.00          | $1607.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.5000%  | 0.0000% | $165000.00         | $20104.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.0000%  | 0.0000% | $142000.00         | $37766.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.5000%  | 0.0000% | $338886.00         | $137477.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 3.0000%  | 0.0000% | $98000.00          | $34027.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%  | 0.0000% | $3669258.00        | $1722960.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $25402517.00       | $14952749.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.0000%  | 0.0000% | $66000.00          | $33455.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%  | 0.0000% | $26178.00          | $22935.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%  | 0.0000% | $2310000.00        | $1531942.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 2.0000%  | 0.0000% | $2295970.00        | $1471541.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $57527.00          | $37531.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $438136.00         | $274661.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $7590413.00        | $5683650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $2199000.00        | $1587463.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.0000%  | 0.0000% | $60000.00          | $41039.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%  | 0.0000% | $120352.00         | $93360.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1475990.00        | $1144273.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $2994500.00        | $2341735.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $560196.00         | $427526.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $1406811.00        | $1154861.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 5.5000%  | 0.0000% | $2085793.00        | $1639096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $1114000.00        | $925919.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $36000.00          | $29027.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $849.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%  | 0.0000% | $757559.00         | $653502.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 4.0000%  | 0.0000% | $10993.00          | $9098.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%  | 0.0000% | $8000.00           | $7058.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $573980.00         | $490622.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.5000%  | 0.0000% | $13146198.00       | $11526156.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $150002.00         | $140471.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%  | 0.0000% | $18918010.00       | $17064278.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 7.5000%  | 0.0000% | $512014.00         | $441978.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $9318736.00        | $9257685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 7.0000%  | 0.0000% | $1006.00           | $86.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%  | 0.0000% | $3170576.00        | $81497.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 3.5000%  | 0.0000% | $1057790.00        | $65330.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.5000%  | 0.0000% | $12595741.00       | $581265.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 4.0000%  | 0.0000% | $1217.00           | $80.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-01-01      | 5.5000%  | 0.0000% | $4311801.00        | $540281.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $1116492.00        | $1154923.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $1635476.00        | $1539908.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $1149920.00        | $1185296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1732682.00        | $1456977.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1001.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $8992072.00        | $8656842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $3937222.00        | $4088540.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $906.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $9507014.00        | $9584296.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $5588915.00        | $5669438.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $92702.00          | $88985.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1518628.00        | $1431910.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1849491.00        | $1880031.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $588650.00         | $598694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $14330568.00       | $14096842.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $2348754.00        | $2387169.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $7707959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $2729000.00        | $2477253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $1768918.00        | $1794519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $1019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $1524278.00        | $1511547.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1227407.00        | $1243642.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1083163.00        | $1102826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $1376995.00        | $1419100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1164980.00        | $1129841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $557826.00         | $504846.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1204446.00        | $1140860.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $15486757.00       | $15006963.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $4572788.00        | $4606382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%  | 0.0000% | $229882.00         | $237223.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $5040424.00        | $5199706.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $9260452.00        | $9416830.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%  | 0.0000% | $5886633.00        | $5704282.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1115194.00        | $1133326.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $5036344.00        | $5129828.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $16992500.00       | $16767588.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1968443.00        | $2000508.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1216527.00        | $1185330.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $8148577.00        | $7392673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $2692676.00        | $2679002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $23158912.00       | $22304881.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%  | 0.0000% | $3721136.00        | $3569553.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $125551.00         | $124745.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $390528.00         | $401039.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $6300416.00        | $6270751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $689139.00         | $576761.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%  | 0.0000% | $225000.00         | $217692.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $4394615.00        | $4144043.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $933.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $351983.00         | $328794.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $4043272.00        | $3797054.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1100708.00        | $1124935.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $526976.00         | $535585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $7359576.00        | $6957375.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $831000.00         | $95963.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $296000.00         | $25042.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-01-15      | 3.5000%  | 0.0000% | $1000.00           | $85.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-20      | 3.0000%  | 0.0000% | $773000.00         | $85039.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 6.5000%  | 0.0000% | $200001.00         | $20884.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1039.00           | $161.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $24655.00          | $3433.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $5140621.00        | $619975.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $4759850.00        | $622059.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1025.00           | $263.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 6.0000%  | 0.0000% | $204000.00         | $34166.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1483470.00        | $501508.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $1500000.00        | $631171.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $4047241.00        | $2801829.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $160216.00         | $117970.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $1023713.00        | $710398.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-03-20      | 2.0000%  | 0.0000% | $12000000.00       | $5288916.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $5200715.00        | $2678197.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $30000.00          | $15449.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 6.0000%  | 0.0000% | $714000.00         | $327968.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $539766.00         | $293120.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $12000.00          | $7066.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $15072254.00       | $9363299.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $250000.00         | $138228.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $7000.00           | $5914.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1253600.00        | $1059102.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1021766.00        | $656393.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $363880.00         | $232127.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $995000.00         | $755209.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $769.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $22591.00          | $17295.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $7813.00           | $5730.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $14138374.00       | $11231731.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1024.00           | $754.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $41324676.00       | $31524897.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $8278007.00        | $5199633.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $450000.00         | $371715.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $47000.00          | $30732.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 4.0000%  | 0.0000% | $131208.00         | $108357.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $66348.00          | $57054.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $11375777.00       | $9654910.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $261178.00         | $217140.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $1688063.00        | $1502437.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-15      | 5.0000%  | 0.0000% | $1043.00           | $231.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $16000000.00       | $5102680.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $18800284.00       | $7537554.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $6048.00           | $1875.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1119644.00        | $398030.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $1160882.00        | $157030.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $1027284.00        | $215685.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $310271.00         | $59181.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $5540517.00        | $2632485.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $1876.00           | $1158.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $87292.00          | $76588.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $4158.00           | $741.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $295223.00         | $192582.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $966058.00         | $751178.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $12826711.00       | $7662547.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1175304.00        | $942432.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $5152503.00        | $3936517.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $2157.00           | $1803.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-15      | 4.0000%  | 0.0000% | $1074.00           | $964.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $4988062.00        | $3950396.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $2927456.00        | $2347973.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4568303.00        | $3311254.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $22000.00          | $20431.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $195973.00         | $187049.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2762998.00        | $2653464.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $21263296.00       | $18096002.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $27950.00          | $27279.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $227117.00         | $217972.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $850364.00         | $834628.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1999.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2998.00           | $2987.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $257256.00         | $258774.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1184728.00        | $1196084.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1686722.00        | $1779966.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1997.00           | $2041.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2391049.00        | $2505268.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $322101.00         | $325188.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $4032.00           | $4034.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1992160.00        | $2000245.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3986300.00        | $4118858.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $742941.00         | $752944.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1010523.00        | $1046667.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $235272.00         | $240218.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2044.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2015805.00        | $2063038.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9262743.00        | $9297780.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1773685.00        | $1820470.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2942009.00        | $3006614.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2969914.00        | $3037498.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1020.00           | $1049.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $16014634.00       | $15698496.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $3831885.00        | $3698075.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $797738.00         | $788243.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3034136.00        | $3052296.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-04-20      | 5.5000%  | 0.0000% | $3000.00           | $3036.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2010004.00        | $2051935.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-04-20      | 4.5000%  | 0.0000% | $8714.00           | $200.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $160677991.00      | $6703429.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 5.0000%  | 0.0000% | $7340160.00        | $82185.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $2016.00           | $924.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1313712.00        | $1007655.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-02-15      | 5.0000%  | 0.0000% | $1409.00           | $24.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 4.5000%  | 0.0000% | $13729241.00       | $319224.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $1008.00           | $27.00             | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $77500.00          | $79352.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 0.0000%  | 0.0000% | $8.00              | $4.00              | U.S. Treasuries (including strips) |

### Security 248: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340002%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05865C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05865C779156CCG
- **C.18 - Value (incl. sponsor support):** $684999315.00
- **C.18.a - Value (excl. sponsor support):** $684999315.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $11822100.00       | $12768424.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $22025300.00       | $18845530.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $600.00            | $626.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $33100.00          | $34315.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1752700.00        | $1751120.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $88527600.00       | $89303914.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $449408500.00      | $463093160.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $107443200.00      | $112756045.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $144400.00         | $146867.00         | U.S. Treasuries (including strips) |

### Security 249: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05865D, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05865D779156ECG
- **C.18 - Value (incl. sponsor support):** $984999015.00
- **C.18.a - Value (excl. sponsor support):** $984999015.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's 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 CORPORATION | 2036-04-01      | 3.0000%  | 0.0000% | $1358884.00        | $279347.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $3938636.00        | $3339533.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.5000%  | 0.0000% | $650000.00         | $290252.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 2.0000%  | 0.0000% | $500000.00         | $295231.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-08-01      | 2.0000%  | 0.0000% | $161093.00         | $82916.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 2.0000%  | 0.0000% | $118221836.00      | $71671873.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-05-01      | 2.0000%  | 0.0000% | $492081.00         | $252609.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $162621694.00      | $89721359.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | 0.0000% | $695254.00         | $370898.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.0000%  | 0.0000% | $4158721.00        | $2246240.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | 0.0000% | $110180806.00      | $60406062.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-09-01      | 2.0000%  | 0.0000% | $123743525.00      | $71226407.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 1.5000%  | 0.0000% | $9655831.00        | $5598001.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | 0.0000% | $83430863.00       | $50120990.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.5000%  | 0.0000% | $2876924.00        | $2559227.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $547.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $136078269.00      | $75740352.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.5000%  | 0.0000% | $40313643.00       | $23269616.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $126898955.00      | $74879766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $129097972.00      | $71650724.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.5000%  | 0.0000% | $124356897.00      | $71743849.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $125630691.00      | $72423576.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.0000%  | 0.0000% | $127950187.00      | $73729643.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 1.5000%  | 0.0000% | $70102001.00       | $61151519.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 3.0000%  | 0.0000% | $321295.00         | $135689.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | 0.0000% | $1707003.00        | $1034974.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 1.5000%  | 0.0000% | $1252589.00        | $692343.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $169000.00         | $102040.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 1.5000%  | 0.0000% | $7340160.00        | $3931667.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $14722441.00       | $8845609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $160000.00         | $88525.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $30600000.00       | $18120784.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $6000000.00        | $3608573.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 1.5000%  | 0.0000% | $300000.00         | $168265.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 1.5000%  | 0.0000% | $720868.00         | $460464.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 1.5000%  | 0.0000% | $8019.00           | $5477.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.5000%  | 0.0000% | $8305694.00        | $5885743.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $21681619.00       | $16298326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 2.5000%  | 0.0000% | $1330000.00        | $964224.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.5000%  | 0.0000% | $2986566.00        | $2233232.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 5.3500%  | 0.0000% | $97747.00          | $58145.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 5.3500%  | 0.0000% | $113664.00         | $66408.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.6000%  | 0.0000% | $461321.00         | $61009.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 5.6200%  | 0.0000% | $475000.00         | $72749.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $741490.00         | $51854.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 3.0000%  | 0.0000% | $1499999.00        | $180459.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 3.0000%  | 0.0000% | $3486161.00        | $504627.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 3.0000%  | 0.0000% | $7420134.00        | $1108909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.5000%  | 0.0000% | $700050.00         | $104000.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 3.0000%  | 0.0000% | $5900000.00        | $979198.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.0000%  | 0.0000% | $1800000.00        | $313447.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 3.0000%  | 0.0000% | $130283717.00      | $25289185.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 1.5000%  | 0.0000% | $400000.00         | $227213.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $769603.00         | $425018.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 1.5000%  | 0.0000% | $224287.00         | $136911.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.0000%  | 0.0000% | $164041.00         | $90858.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 2.5000%  | 0.0000% | $12667048.00       | $6480622.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-06-01      | 1.5000%  | 0.0000% | $2666690.00        | $1486573.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $34517946.00       | $21369256.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 3.0000%  | 0.0000% | $128491.00         | $67525.00          | Agency Mortgage-Backed Securities |

### Security 250: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0589E0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E07791562CG
- **C.18 - Value (incl. sponsor support):** $207855502.40
- **C.18.a - Value (excl. sponsor support):** $207855502.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1987955.00        | $1982078.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | 0.0000% | $37480.00          | $38865.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $9221544.00        | $9364343.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $3208032.00        | $3206334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $3756674.00        | $3845693.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $4565366.00        | $4645476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $3049976.00        | $3107753.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1991644.00        | $1995730.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $2875813.00        | $2878291.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $3414605.00        | $3392231.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $1829050.00        | $1866389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1940550.00        | $1951166.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $3428060.00        | $3432988.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1094093.00        | $1086925.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.0000%  | 0.0000% | $1014836.00        | $988300.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | 0.0000% | $1119624.00        | $1182946.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | 0.0000% | $1006950.00        | $1046620.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $2477258.00        | $2512649.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.5000%  | 0.0000% | $1928500.00        | $1995442.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $1501372.00        | $1496448.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $3350298.00        | $3343247.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $4037846.00        | $4024604.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | 0.0000% | $4447430.00        | $4531132.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.0000%  | 0.0000% | $18707852.00       | $18176115.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $5214546.00        | $5200569.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $4660503.00        | $4629970.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | 0.0000% | $2120369.00        | $2165347.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1290894.00        | $1282437.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $1164570.00        | $1164278.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $1393208.00        | $1390539.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.0000%  | 0.0000% | $1177223.00        | $1146707.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.0000%  | 0.0000% | $1738365.00        | $1687792.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 5.5000%  | 0.0000% | $1965405.00        | $1952529.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1501856.00        | $1509097.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $2707192.00        | $2708921.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $1198586.00        | $1198729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 6.0000%  | 0.0000% | $1076634.00        | $1102840.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-06-01      | 6.0000%  | 0.0000% | $1815800.00        | $1841741.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-05-01      | 5.5000%  | 0.0000% | $100662921.00      | $101085963.00      | Agency Mortgage-Backed Securities |

### Security 251: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0589E4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E47791563CG
- **C.18 - Value (incl. sponsor support):** $207855502.40
- **C.18.a - Value (excl. sponsor support):** $207855502.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2055-04-01      | 6.0000%  | 0.0000% | $11931397.00       | $12219093.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $3993752.00        | $4010600.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 7.0000%  | 0.0000% | $1270413.00        | $1069302.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1839123.00        | $1837130.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1191200.00        | $1213045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $887327.00         | $906644.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $1404604.00        | $1454678.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $1455920.00        | $1508370.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1193179.00        | $1218070.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1032550.00        | $1050018.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $1989500.00        | $2061521.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $4151170.00        | $4239515.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1702685.00        | $1702268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.0000%  | 0.0000% | $5711534.00        | $5541265.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $1136525.00        | $1181485.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1275569.00        | $1297435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $941553.00         | $955731.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $2229733.00        | $2317174.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $6301900.00        | $6530080.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1955425.00        | $1954043.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $3754372.00        | $3762009.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1847780.00        | $1883063.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $2344937.00        | $2395106.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $2793322.00        | $2851619.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1678575.00        | $1712319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1826580.00        | $1863024.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1067240.00        | $1081555.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1212750.00        | $1238752.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1440038.00        | $1469479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $2315500.00        | $2346590.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1589581.00        | $1623228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $1881950.00        | $1918321.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $2944442.00        | $2990015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.5000%  | 0.0000% | $1316342.00        | $1368823.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.0000%  | 0.0000% | $2451010.00        | $2385884.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $3225121.00        | $3215701.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $5228290.00        | $5349810.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-02-01      | 4.5000%  | 0.0000% | $462957.00         | $437769.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 6.0000%  | 0.0000% | $5137059.00        | $5253299.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $1105411.00        | $1111795.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $5432328.00        | $5434905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 5.5000%  | 0.0000% | $4491993.00        | $4458537.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-04-01      | 7.0000%  | 0.0000% | $1025454.00        | $1086195.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-11-01      | 5.5000%  | 0.0000% | $11775348.00       | $11649027.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 4.0000%  | 0.0000% | $1846769.00        | $1693790.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $1214310.00        | $1239987.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2055-03-01      | 6.0000%  | 0.0000% | $29744586.00       | $29956480.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-10-01      | 4.0000%  | 0.0000% | $1279917.00        | $346121.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-05-01      | 5.5000%  | 0.0000% | $25085359.00       | $24181143.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-03-01      | 6.0000%  | 0.0000% | $18589128.00       | $17652148.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-08-01      | 6.0000%  | 0.0000% | $15642732.00       | $13929116.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 6.5000%  | 0.0000% | $6565.00           | $6787.00           | Agency Mortgage-Backed Securities |

### Security 252: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0589E6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0589E67791564CG
- **C.18 - Value (incl. sponsor support):** $207855502.40
- **C.18.a - Value (excl. sponsor support):** $207855502.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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  | 2055-05-01      | 6.0000%  | 0.0000% | $1294509.00        | $1324391.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.5000%  | 0.0000% | $30164078.00       | $28349373.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $10188893.00       | $10156732.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1005000.00        | $1029462.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $10491214.00       | $10641095.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $9599544.00        | $9736686.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $30260306.00       | $30172689.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $10390636.00       | $10346585.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $8829018.00        | $8996808.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $9270306.00        | $9219714.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $4013355.00        | $4092949.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1300510.00        | $1325145.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $1476100.00        | $1497188.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $2345789.00        | $2279351.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $3202983.00        | $3197351.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $4301124.00        | $4292073.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $6094233.00        | $5947483.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $1373383.00        | $1334484.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $2515217.00        | $2578061.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $9170611.00        | $9140536.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1225100.00        | $1230233.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | 0.0000% | $27569045.00       | $26769426.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $5045701.00        | $5138473.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $8645.00           | $8807.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $441799.00         | $449129.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $22115478.00       | $22905600.00       | Agency Mortgage-Backed Securities |

### Security 253: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.260000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058A6A, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058A6A7791563BA
- **C.18 - Value (incl. sponsor support):** $491677149.60
- **C.18.a - Value (excl. sponsor support):** $491677149.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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 | 2045-07-01      | 3.5000%  | 0.0000% | $35298828.00       | $4543715.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $36193984.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.0000%  | 0.0000% | $80150891.00       | $36318039.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.5000%  | 0.0000% | $60861954.00       | $35793922.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $55623890.00       | $33362917.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $282239029.00      | $33809273.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $245695051.00      | $34236376.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $33262197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $32630829.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $127127671.00      | $14970194.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.0000%  | 0.0000% | $200183058.00      | $36832526.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $250349257.00      | $36772384.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $34171983.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 3.0000%  | 0.0000% | $145669138.00      | $33403702.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-06-01      | 3.5000%  | 0.0000% | $339827805.00      | $36762744.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-11-01      | 2.0000%  | 0.0000% | $66035000.00       | $33695216.00       | Agency Mortgage-Backed Securities |

### Security 254: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.330001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058A70, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR058A70779156ACG
- **C.18 - Value (incl. sponsor support):** $984998621.00
- **C.18.a - Value (excl. sponsor support):** $984998621.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2048-02-01      | 3.5000%  | 0.0000% | $800000.00         | $95954.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 3.5000%  | 0.0000% | $20459000.00       | $2470761.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 3.0000%  | 0.0000% | $12619279.00       | $3622546.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 3.5000%  | 0.0000% | $8137331.00        | $6662045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 4.0000%  | 0.0000% | $31908147.00       | $4494010.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 3.5000%  | 0.0000% | $9284000.00        | $1184197.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-10-01      | 3.5000%  | 0.0000% | $14237565.00       | $1785923.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 3.5000%  | 0.0000% | $6100000.00        | $1520769.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.0000%  | 0.0000% | $10872149.00       | $9285048.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $11116472.00       | $5527924.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $210502.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $958524.00         | $655162.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 2.5000%  | 0.0000% | $489001.00         | $119878.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | 0.0000% | $34000000.00       | $13627533.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $24500000.00       | $5768275.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $74526892.00       | $44557186.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.0000%  | 0.0000% | $927000.00         | $508841.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $159000.00         | $75231.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $3189000.00        | $1852253.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.0000%  | 0.0000% | $625000.00         | $373962.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $30470367.00       | $21780402.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-02-01      | 4.0000%  | 0.0000% | $3139542.00        | $576019.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $1691482.00        | $271486.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.5000%  | 0.0000% | $8863000.00        | $2375366.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 3.5000%  | 0.0000% | $5000000.00        | $1048133.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $750000.00         | $123851.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | 0.0000% | $757366.00         | $151778.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $990000.00         | $338216.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 3.5000%  | 0.0000% | $321000.00         | $80911.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.5000%  | 0.0000% | $853000.00         | $143113.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $270000.00         | $67453.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 4.0000%  | 0.0000% | $990717.00         | $255323.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $1760000.00        | $412461.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $1089000.00        | $253458.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 3.0000%  | 0.0000% | $314853.00         | $153565.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 5.0000%  | 0.0000% | $1014104.00        | $100712.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 5.0000%  | 0.0000% | $308000.00         | $70898.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.0000%  | 0.0000% | $1048246.00        | $653665.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 5.0000%  | 0.0000% | $2955931.00        | $523184.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $9109620.00        | $2916452.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $11328024.00       | $7093644.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $6795000.00        | $3843518.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $10587677.00       | $5725202.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | 0.0000% | $4423028.00        | $2783942.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $2080772.00        | $1275454.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | 0.0000% | $3227894.00        | $1893255.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | 0.0000% | $5586031.00        | $3694368.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 2.0000%  | 0.0000% | $1690000.00        | $947831.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $587845.00         | $326220.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $1999000.00        | $1244147.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $500000.00         | $233507.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.0000%  | 0.0000% | $3657256.00        | $2361412.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 3.0000%  | 0.0000% | $27501021.00       | $15730459.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $125000.00         | $68260.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | 0.0000% | $100000.00         | $60928.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-02-01      | 2.0000%  | 0.0000% | $7839286.00        | $4104749.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 5.0000%  | 0.0000% | $1244966.00        | $153500.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 5.0000%  | 0.0000% | $2291516.00        | $255157.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-04-01      | 4.5000%  | 0.0000% | $3106297.00        | $257032.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 3.5000%  | 0.0000% | $954585.00         | $134111.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | 0.0000% | $1347490.00        | $151807.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $317975.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $550000.00         | $81388.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.5000%  | 0.0000% | $17841698.00       | $4688673.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | 0.0000% | $426550.00         | $161560.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-09-01      | 2.0000%  | 0.0000% | $122506.00         | $71529.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.0000%  | 0.0000% | $150000.00         | $67895.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 2.0000%  | 0.0000% | $757503.00         | $443748.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.5000%  | 0.0000% | $880000.00         | $447647.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $8017101.00        | $4607328.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $18521965.00       | $8262632.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 3.5000%  | 0.0000% | $225000.00         | $110034.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-02-01      | 2.5000%  | 0.0000% | $38394161.00       | $24173096.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $4818525.00        | $3379824.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.0000%  | 0.0000% | $967430.00         | $525349.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $100000.00         | $56443.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $25253316.00       | $16073623.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | 0.0000% | $2025000.00        | $1241627.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.0000%  | 0.0000% | $52709163.00       | $29382618.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-06-01      | 2.5000%  | 0.0000% | $5753440.00        | $3523641.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.5000%  | 0.0000% | $16362217.00       | $9606444.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $603450.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 4.0000%  | 0.0000% | $1435057.00        | $323382.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $1602078.00        | $1166823.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $16483347.00       | $10262097.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.5000%  | 0.0000% | $2800000.00        | $1605022.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 5.0000%  | 0.0000% | $546427.00         | $513140.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 2.0000%  | 0.0000% | $11025000.00       | $5807901.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.0000%  | 0.0000% | $4971902.00        | $976008.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $1930000.00        | $177439.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $5400000.00        | $493237.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.5000%  | 0.0000% | $841572.00         | $108159.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 4.0000%  | 0.0000% | $16549520.00       | $2528964.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 5.0000%  | 0.0000% | $2427506.00        | $662689.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $6529090.00        | $1772872.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 3.5000%  | 0.0000% | $1927000.00        | $1452976.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | 0.0000% | $563000.00         | $417607.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $68000.00          | $51880.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $980290.00         | $137561.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 6.0000%  | 0.0000% | $980118.00         | $189713.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $125000.00         | $57783.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $56648000.00       | $8734421.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 3.0000%  | 0.0000% | $20370703.00       | $4114094.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.0000%  | 0.0000% | $9457656.00        | $1778422.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 4.0000%  | 0.0000% | $8811963.00        | $2602187.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $10207757.00       | $1491312.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.5000%  | 0.0000% | $11591000.00       | $2252373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $400000.00         | $235085.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $325000.00         | $186340.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $400000.00         | $264317.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $130797721.00      | $30440525.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | 0.0000% | $150000000.00      | $75325664.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $61830863.00       | $36575308.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $89763960.00       | $52120200.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $158000.00         | $97664.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 5.0000%  | 0.0000% | $4268495.00        | $4220789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $9098533.00        | $8078077.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 3.5000%  | 0.0000% | $1155001.00        | $218813.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $521626.00         | $90799.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | 0.0000% | $16000000.00       | $3652835.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $700000.00         | $161415.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $1007893.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1180000.00        | $680442.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $89560010.00       | $45610449.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 3.0000%  | 0.0000% | $14962.00          | $6319.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $565000.00         | $241748.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $375000.00         | $236201.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $2340000.00        | $1481017.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.0000%  | 0.0000% | $86935.00          | $56531.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.5000%  | 0.0000% | $20606613.00       | $14200959.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $195000.00         | $138659.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 2.5000%  | 0.0000% | $2728830.00        | $1876000.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.0000%  | 0.0000% | $83935975.00       | $61316222.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $21336265.00       | $16150263.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 2.0000%  | 0.0000% | $2285582.00        | $1645323.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 1.5000%  | 0.0000% | $4220673.00        | $3073032.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $20757497.00       | $15325390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | 0.0000% | $4051755.00        | $3078417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 3.0000%  | 0.0000% | $109830599.00      | $21319059.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | 0.0000% | $2071000.00        | $291371.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-01-01      | 3.5000%  | 0.0000% | $484651442.00      | $73236442.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $10440000.00       | $1212479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.0000%  | 0.0000% | $297009.00         | $57759.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $520568.00         | $322272.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 3.0000%  | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | 0.0000% | $725000.00         | $454491.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.5000%  | 0.0000% | $8436857.00        | $5268140.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 2.5000%  | 0.0000% | $25847708.00       | $16607129.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 3.0000%  | 0.0000% | $7140550.00        | $4542874.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 2.0000%  | 0.0000% | $181856.00         | $122420.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 4.0000%  | 0.0000% | $245000.00         | $163821.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.5000%  | 0.0000% | $8629144.00        | $7719659.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | 0.0000% | $12073771.00       | $10268412.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 3.0000%  | 0.0000% | $11520369.00       | $9790494.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | 0.0000% | $21184974.00       | $19212509.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 6.0000%  | 0.0000% | $1382170.00        | $1406938.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $3674749.00        | $3461939.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 2.5000%  | 0.0000% | $10291722.00       | $8404527.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | 0.0000% | $18739289.00       | $16733283.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 3.5000%  | 0.0000% | $29169017.00       | $26020659.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $6333868.00        | $5767813.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $8678093.00        | $7552559.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | 0.0000% | $44732936.00       | $38468879.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $2272578.00        | $1963720.00        | Agency Mortgage-Backed Securities |

### Security 255: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058B46, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR058B467791562BA
- **C.18 - Value (incl. sponsor support):** $940971843.00
- **C.18.a - Value (excl. sponsor support):** $940971843.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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% | $59829435.00       | $9008015.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-04-01      | 4.0000%  | 0.0000% | $65765548.00       | $12539091.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.0000%  | 0.0000% | $1132675.00        | $596666.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-08-01      | 2.5000%  | 0.0000% | $26173242.00       | $11078763.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $19120060.00       | $8463739.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $73500000.00       | $11579324.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-01-01      | 3.5000%  | 0.0000% | $149986320.00      | $10530633.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $50039103.00       | $8136699.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $169809398.00      | $12253308.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-02-01      | 3.5000%  | 0.0000% | $181145231.00      | $13046389.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $50337649.00       | $8007314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $100852674.00      | $11177961.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $72127597.00       | $9871114.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $201347358.00      | $10662296.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $207570466.00      | $9716855.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-03-01      | 3.5000%  | 0.0000% | $222137705.00      | $11827706.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $105047920.00      | $11785812.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $80867571.00       | $10556404.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $98883819.00       | $9117230.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $232204269.00      | $12438867.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120430751.00      | $9670368.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $120900170.00      | $9473480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $62973111.00       | $8538672.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $74561718.00       | $9716145.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $87400225.00       | $10511313.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $110611540.00      | $12711951.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $75854033.00       | $8092168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $155272105.00      | $11895037.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $70721599.00       | $7782850.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $145058688.00      | $9515386.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $79921748.00       | $7876417.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $116332124.00      | $10118453.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50480670.00       | $9430209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50385363.00       | $9219153.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $50437549.00       | $7844652.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $75565147.00       | $10843355.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83252885.00       | $9483807.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $70284487.00       | $11712377.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $82564326.00       | $11849051.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $92282561.00       | $13208391.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $114236612.00      | $12136180.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $112924845.00      | $10449761.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $100334549.00      | $9919901.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $83046856.00       | $8767296.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $50795447.00       | $8492424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $77523350.00       | $10973913.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $60898476.00       | $9171841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.5000%  | 0.0000% | $76374794.00       | $12098448.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-11-01      | 3.0000%  | 0.0000% | $84401864.00       | $12324202.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $69861107.00       | $11550690.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $50469420.00       | $8637556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $84130017.00       | $9986188.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $50509471.00       | $8309583.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.0000%  | 0.0000% | $60783372.00       | $9935468.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $50940274.00       | $9048731.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.0000%  | 0.0000% | $48454079.00       | $9405002.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $75029877.00       | $9663909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $75739152.00       | $10138476.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $44270752.00       | $8767845.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $50424901.00       | $10262719.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $50471828.00       | $9488242.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $67482435.00       | $8494733.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $95565207.00       | $13205838.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50149535.00       | $9368850.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.0000%  | 0.0000% | $56165551.00       | $11834472.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $50455018.00       | $9662464.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $66002800.00       | $12997943.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-05-01      | 3.5000%  | 0.0000% | $77936836.00       | $13396127.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $76293818.00       | $8676023.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $100008628.00      | $12002907.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $48604453.00       | $8657248.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $55908335.00       | $8296763.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $65000000.00       | $10952326.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $66269216.00       | $11052177.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $100046684.00      | $12030294.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $62092443.00       | $12034745.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $68122454.00       | $10760188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $45260142.00       | $9132087.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $104993000.00      | $8872320.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 4.0000%  | 0.0000% | $125623389.00      | $12196980.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 4.0000%  | 0.0000% | $120850972.00      | $12472252.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 4.0000%  | 0.0000% | $62447847.00       | $8183286.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $50735232.00       | $8400904.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-04-01      | 3.5000%  | 0.0000% | $56792967.00       | $8117720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-09-01      | 4.5000%  | 0.0000% | $56784629.00       | $9468068.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-10-01      | 4.5000%  | 0.0000% | $59267982.00       | $8328743.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2044-09-01      | 4.5000%  | 0.0000% | $45585539.00       | $8086373.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-02-01      | 3.5000%  | 0.0000% | $75232430.00       | $8454314.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-03-01      | 3.5000%  | 0.0000% | $92927835.00       | $10627610.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-01-01      | 3.0000%  | 0.0000% | $59656633.00       | $11675962.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.0000%  | 0.0000% | $56213854.00       | $11939235.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.0000%  | 0.0000% | $79397340.00       | $12519422.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-12-01      | 3.5000%  | 0.0000% | $70559127.00       | $9209057.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-05-01      | 2.5000%  | 0.0000% | $50000000.00       | $12777697.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-06-01      | 2.5000%  | 0.0000% | $28347397.00       | $9315122.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-03-01      | 3.5000%  | 0.0000% | $163639709.00      | $8733952.00        | Agency Mortgage-Backed Securities |

### Security 256: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.380001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR058CD3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR058CD37791564BO
- **C.18 - Value (incl. sponsor support):** $1674997152.50
- **C.18.a - Value (excl. sponsor support):** $1674997152.50
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2027-02-26      | 0.9000%  | 0.0000% | $25000000.00       | $23713000.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-02-25      | 0.6500%  | 0.0000% | $25000000.00       | $24379382.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-07-14      | 0.7200%  | 0.0000% | $12000000.00       | $11977068.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19301962.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-15      | 1.2000%  | 0.0000% | $25000000.00       | $24126250.00       | Agency Debentures and Agency Strips |
| 1.10 FHOR 21-26 XQ                            | 2026-10-22      | 1.1000%  | 0.0000% | $12000000.00       | $11525533.00       | Agency Debentures and Agency Strips |
| 4.00 FHOR 22-25 G577                          | 2025-08-28      | 99.8750% | 0.0000% | $38330000.00       | $38673905.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-19      | 0.9000%  | 0.0000% | $25000000.00       | $23402875.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-28      | 0.9400%  | 0.0000% | $20000000.00       | $19188658.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-07-28      | 3.2500%  | 0.0000% | $25000000.00       | $23545747.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-12-09      | 1.6250%  | 0.0000% | $20000000.00       | $17082935.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-28      | 1.3700%  | 0.0000% | $50000000.00       | $48191522.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $16876556.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 2.8700%  | 0.0000% | $50000000.00       | $47362181.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-06-02      | 4.5250%  | 0.0000% | $13000.00          | $13145.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-04      | 4.3700%  | 0.0000% | $25000000.00       | $25212736.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-24      | 4.4400%  | 0.0000% | $6000.00           | $6049.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-04-01      | 2.0000%  | 0.0000% | $353762.00         | $134741.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-05-21      | 1.4000%  | 0.0000% | $25000000.00       | $21938525.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-28      | 0.8000%  | 0.0000% | $25000000.00       | $23882428.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-26      | 4.7000%  | 0.0000% | $25000000.00       | $24982231.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 1.5000%  | 0.0000% | $75000.00          | $41810.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-01-20      | 3.0000%  | 0.0000% | $306000.00         | $69904.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-09-15      | 3.0000%  | 0.0000% | $75000.00          | $6918.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-20      | 3.0000%  | 0.0000% | $1959270.00        | $216090.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-10-20      | 4.0000%  | 0.0000% | $3977690.00        | $264320.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.5000%  | 0.0000% | $2000000.00        | $198805.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-06-20      | 3.5000%  | 0.0000% | $679772.00         | $74254.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-20      | 3.5000%  | 0.0000% | $3779920.00        | $416825.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-11-20      | 3.5000%  | 0.0000% | $57986.00          | $7253.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-12-20      | 2.5000%  | 0.0000% | $1878000.00        | $326394.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-08-20      | 4.5000%  | 0.0000% | $688715.00         | $56008.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-20      | 3.5000%  | 0.0000% | $10675.00          | $1269.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 3.0000%  | 0.0000% | $1157172.00        | $181495.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 3.5000%  | 0.0000% | $8734448.00        | $1063602.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-11-20      | 3.5000%  | 0.0000% | $499997.00         | $61701.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-11-20      | 5.0000%  | 0.0000% | $695694.00         | $43152.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-20      | 4.0000%  | 0.0000% | $93001000.00       | $12985806.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-05-20      | 3.0000%  | 0.0000% | $67703.00          | $16688.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 2.5000%  | 0.0000% | $1897174.00        | $671744.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-11-20      | 3.0000%  | 0.0000% | $38824000.00       | $13186096.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.0000%  | 0.0000% | $10752600.00       | $5279666.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 3.5000%  | 0.0000% | $976025.00         | $336248.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 2.0000%  | 0.0000% | $24260352.00       | $15672151.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 3.0000%  | 0.0000% | $568861.00         | $393812.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 5.0000%  | 0.0000% | $1000000.00        | $693590.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%  | 0.0000% | $87660.00          | $60831.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 2.5000%  | 0.0000% | $788478.00         | $385649.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-10-20      | 3.5000%  | 0.0000% | $107407.00         | $49092.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%  | 0.0000% | $170065408.00      | $104632288.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 3.5000%  | 0.0000% | $100000.00         | $68004.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-20      | 5.5000%  | 0.0000% | $207054.00         | $164401.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-20      | 6.5000%  | 0.0000% | $110000.00         | $103133.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-11-20      | 6.5000%  | 0.0000% | $95294.00          | $56243.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 3.0000%  | 0.0000% | $1027424.00        | $706946.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 4.5000%  | 0.0000% | $63965600.00       | $50391838.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 6.0000%  | 0.0000% | $2965950.00        | $1835765.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.5000%  | 0.0000% | $230000.00         | $175458.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 4.5000%  | 0.0000% | $159984.00         | $133032.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 7.0000%  | 0.0000% | $116123680.00      | $81173643.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-10-20      | 6.5000%  | 0.0000% | $29533152.00       | $16935858.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-20      | 3.5000%  | 0.0000% | $108056.00         | $92682.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 4.5000%  | 0.0000% | $136916.00         | $123460.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 6.0000%  | 0.0000% | $1939650.00        | $1373932.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 3.5000%  | 0.0000% | $815479.00         | $624497.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 7.0000%  | 0.0000% | $3942324.00        | $2126860.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 3.5000%  | 0.0000% | $119716.00         | $96364.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 5.0000%  | 0.0000% | $128827.00         | $118473.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 6.5000%  | 0.0000% | $9170000.00        | $6086842.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-09-20      | 4.5000%  | 0.0000% | $165090.00         | $34922.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-15      | 4.0000%  | 0.0000% | $33792.00          | $17195.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 3.5000%  | 0.0000% | $388032.00         | $89460.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-09-15      | 4.0000%  | 0.0000% | $4491112.00        | $378370.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-11-15      | 3.0000%  | 0.0000% | $1033062.00        | $193759.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-15      | 4.0000%  | 0.0000% | $1090616.00        | $104901.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.5000%  | 0.0000% | $10101440.00       | $4317615.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 3.5000%  | 0.0000% | $127390.00         | $49043.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 2.5000%  | 0.0000% | $9792.00           | $5981.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 2.5000%  | 0.0000% | $1000000.00        | $747138.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 3.5000%  | 0.0000% | $607547.00         | $203790.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-15      | 4.0000%  | 0.0000% | $1034614.00        | $558107.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.0000%  | 0.0000% | $44517632.00       | $37886466.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 3.0000%  | 0.0000% | $69767.00          | $58665.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 4.0000%  | 0.0000% | $76937.00          | $69413.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-15      | 3.5000%  | 0.0000% | $757369.00         | $101731.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-05-15      | 3.5000%  | 0.0000% | $84156.00          | $5697.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-04-15      | 3.5000%  | 0.0000% | $3616296.00        | $207403.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-06-15      | 3.0000%  | 0.0000% | $163773.00         | $20434.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-03-15      | 3.5000%  | 0.0000% | $50457.00          | $6319.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-04-20      | 3.0000%  | 0.0000% | $1122886.00        | $522212.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-15      | 6.0000%  | 0.0000% | $7500624.00        | $5986866.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.0000%  | 0.0000% | $1614944.00        | $1683608.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $2120664.00        | $2195966.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $2824300.00        | $2893892.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.0000%  | 0.0000% | $1801860.00        | $1837415.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 7.5000%  | 0.0000% | $1206058.00        | $1258696.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $5402128.00        | $5541690.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 7.0000%  | 0.0000% | $4363584.00        | $4476329.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 7.0000%  | 0.0000% | $1381902.00        | $1456662.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 7.0000%  | 0.0000% | $1266378.00        | $1334056.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 7.0000%  | 0.0000% | $1814516.00        | $1913702.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.5000%  | 0.0000% | $1281548.00        | $1358662.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%  | 0.0000% | $2103108.00        | $2107199.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $475350.00         | $456649.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $3401900.00        | $3483879.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $12109.00          | $9335.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.0000%  | 0.0000% | $4208840.00        | $4447847.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1136450.00        | $1184891.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 7.5000%  | 0.0000% | $5666368.00        | $6034370.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $2272130.00        | $2286490.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $36259648.00       | $36006032.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $4136264.00        | $4241319.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $502029.00         | $512044.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $2120316.00        | $2205113.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1501065.00        | $1546330.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1009420.00        | $1001383.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $4649656.00        | $4642118.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $728586.00         | $727385.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $2398932.00        | $2447065.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $4577840.00        | $4620823.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1750474.00        | $1757578.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $4536224.00        | $4646775.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $6619160.00        | $6758337.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%  | 0.0000% | $5660824.00        | $5485564.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $3222664.00        | $3254051.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1381442.00        | $1389849.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $7321592.00        | $7417646.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $11330176.00       | $11360853.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $7650704.00        | $7694440.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1260722.00        | $1261658.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1585476.00        | $1600916.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $4390504.00        | $4359790.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $2980568.00        | $3136619.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1334582.00        | $1372856.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1078676.00        | $1116307.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $10173808.00       | $10482454.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $25283776.00       | $25838966.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2162376.00        | $2163184.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $36883712.00       | $37693617.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 4.5000%  | 0.0000% | $1710236.00        | $1607355.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.0000%  | 0.0000% | $333584.00         | $322901.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-20      | 5.0000%  | 0.0000% | $244923.00         | $244926.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 3.5000%  | 0.0000% | $10279856.00       | $9135612.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $2831344.00        | $2814629.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $337320.00         | $345397.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $66205184.00       | $65975820.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $184112896.00      | $189406715.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $27000800.00       | $28041840.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $8756976.00        | $8751465.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%  | 0.0000% | $853799.00         | $882820.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $4520050.00        | $4553659.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $1975632.00        | $2019649.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $1681994.00        | $1700573.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $4970328.00        | $5074915.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1094852.00        | $1137105.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $3041916.00        | $3040016.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $4460096.00        | $4576378.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $3099668.00        | $3164810.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1525208.00        | $1578417.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1850568.00        | $1915125.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1618124.00        | $1673136.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2171132.00        | $2175944.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $27403904.00       | $27362978.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $3011072.00        | $3017500.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $2068372.00        | $2115531.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $2186650.00        | $2182920.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $195234.00         | $199342.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%  | 0.0000% | $945642.00         | $975535.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $8294400.00        | $8467667.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $95534976.00       | $97542567.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-05-15      | 3.5000%  | 0.0000% | $902000.00         | $127171.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-11-15      | 6.0000%  | 0.0000% | $438585.00         | $1742.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-06-20      | 6.0000%  | 0.0000% | $66023.00          | $106.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-20      | 5.0000%  | 0.0000% | $1345804.00        | $40882.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 5.0000%  | 0.0000% | $526706.00         | $13670.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 6.5000%  | 0.0000% | $4058136.00        | $76065.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-11-20      | 6.0000%  | 0.0000% | $635249.00         | $23628.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-20      | 6.0000%  | 0.0000% | $695382.00         | $16159.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-02-20      | 6.0000%  | 0.0000% | $326555.00         | $10639.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-04-15      | 7.0000%  | 0.0000% | $786431.00         | $531.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-07-15      | 7.0000%  | 0.0000% | $520777.00         | $587.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-08-15      | 7.0000%  | 0.0000% | $1085282.00        | $2337.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-07-15      | 7.0000%  | 0.0000% | $518574.00         | $815.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-08-15      | 7.0000%  | 0.0000% | $310988.00         | $1527.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-10-15      | 7.0000%  | 0.0000% | $1583716.00        | $3213.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-10-15      | 7.0000%  | 0.0000% | $883459.00         | $1201.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-10-15      | 5.0000%  | 0.0000% | $1000000.00        | $45978.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-09-15      | 5.0000%  | 0.0000% | $2200000.00        | $326601.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-15      | 5.0000%  | 0.0000% | $2425736.00        | $202623.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-12-15      | 6.0000%  | 0.0000% | $2921092.00        | $3604.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-05-15      | 6.0000%  | 0.0000% | $475635.00         | $2359.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-04-15      | 6.0000%  | 0.0000% | $8960208.00        | $20903.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-03-15      | 6.5000%  | 0.0000% | $67000.00          | $270.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-05-15      | 6.0000%  | 0.0000% | $1372818.00        | $3397.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-08-15      | 6.0000%  | 0.0000% | $25000.00          | $105.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-20      | 4.0000%  | 0.0000% | $500000.00         | $81636.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-05-20      | 3.0000%  | 0.0000% | $47117056.00       | $34713381.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-01-20      | 3.5000%  | 0.0000% | $20390000.00       | $17551753.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $52251392.00       | $51847185.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $63956416.00       | $63750857.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-11-15      | 3.5000%  | 0.0000% | $3675000.00        | $181669.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-10-20      | 4.0000%  | 0.0000% | $14022000.00       | $780462.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-15      | 5.0000%  | 0.0000% | $190947000.00      | $3954170.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-11-15      | 4.5000%  | 0.0000% | $417786.00         | $40379.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-10-15      | 4.5000%  | 0.0000% | $122013000.00      | $3265049.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-02-15      | 3.5000%  | 0.0000% | $8969392.00        | $1161202.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-01-15      | 6.0000%  | 0.0000% | $62013.00          | $2256.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-01-15      | 6.0000%  | 0.0000% | $3550832.00        | $69443.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-02-15      | 3.5000%  | 0.0000% | $700000.00         | $43256.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-15      | 4.5000%  | 0.0000% | $97636.00          | $4615.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-10-15      | 6.0000%  | 0.0000% | $193786.00         | $652.00            | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2027-02-01      | 2.8750%  | 0.0000% | $940000.00         | $930839.00         | Agency Debentures and Agency Strips |

### Security 257: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR058EAC, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR058EAC7791562SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $159493100.00      | $164349726.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $262867900.00      | $269150298.00      | U.S. Treasuries (including strips) |

### Security 258: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059226, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0592267791565BA
- **C.18 - Value (incl. sponsor support):** $491696386.80
- **C.18.a - Value (excl. sponsor support):** $491696386.80
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-02-01      | 3.5000%  | 0.0000% | $136316097.00      | $31358302.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-07-01      | 3.5000%  | 0.0000% | $217195158.00      | $27957669.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $31389392.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-11-01      | 3.0000%  | 0.0000% | $130554437.00      | $32372217.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 3.5000%  | 0.0000% | $195800385.00      | $30263630.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2049-11-01      | 3.0000%  | 0.0000% | $58126474.00       | $8591289.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $31575278.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $30935431.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $193358505.00      | $31353812.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $249786610.00      | $29992322.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $32245227.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $249601576.00      | $30965807.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $31428969.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $30495992.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $32327814.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $243297865.00      | $32467224.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-09-01      | 4.0000%  | 0.0000% | $425180102.00      | $31039625.00       | Agency Mortgage-Backed Securities |

### Security 259: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0593B1, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0593B17791564BA
- **C.18 - Value (incl. sponsor support):** $339745748.00
- **C.18.a - Value (excl. sponsor support):** $339745748.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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% | $363463730.00      | $48529943.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $247683132.00      | $49922358.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $167033790.00      | $45493517.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-08-01      | 3.5000%  | 0.0000% | $312135863.00      | $48218463.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-10-01      | 3.5000%  | 0.0000% | $172952371.00      | $47839819.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2050-09-01      | 2.5000%  | 0.0000% | $104182755.00      | $49548722.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-08-01      | 2.5000%  | 0.0000% | $82677834.00       | $49712863.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2040-08-01      | 2.0000%  | 0.0000% | $24157456.00       | $10934315.00       | Agency Mortgage-Backed Securities |

### Security 260: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.240001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0593B6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0593B67791561RO
- **C.18 - Value (incl. sponsor support):** $1209063823.00
- **C.18.a - Value (excl. sponsor support):** $1209063823.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $5029235.00        | $4549920.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-02-01      | 7.5000%  | 0.0000% | $11642761.00       | $72435.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-04-01      | 4.5000%  | 0.0000% | $12170998.00       | $61766.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-04-01      | 3.0000%  | 0.0000% | $1631962.00        | $31976.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2026-12-01      | 3.0000%  | 0.0000% | $8838870.00        | $117019.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 6.0000%  | 0.0000% | $853000.00         | $52985.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $151000.00         | $26186.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $2080.00           | $316.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $2048.00           | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $2000.00           | $357.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 3.0000%  | 0.0000% | $1909000.00        | $309701.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 4.0000%  | 0.0000% | $4410000.00        | $238596.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $2048.00           | $203.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $172.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $2048.00           | $312.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $3933000.00        | $456035.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $383840.00         | $46720.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 4.0000%  | 0.0000% | $2000.00           | $257.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $31375615.00       | $29972216.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 4.0000%  | 0.0000% | $1011.00           | $97.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 2.5000%  | 0.0000% | $1518846.00        | $61490.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $10354575.00       | $1457095.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 4.0000%  | 0.0000% | $3250000.00        | $261098.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-02-01      | 3.5000%  | 0.0000% | $15644416.00       | $1299334.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $241969351.00      | $31142489.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | 0.0000% | $9733615.00        | $981561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $3000000.00        | $485936.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $2017681.00        | $308708.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $2082.00           | $169.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $12068682.00       | $2512991.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $5519104.00        | $863125.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $2048.00           | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $390000.00         | $66213.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | 0.0000% | $19879977.00       | $2880538.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $2443938.00        | $536667.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | 0.0000% | $107993472.00      | $28493917.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.0000%  | 0.0000% | $2048.00           | $298.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $6390320.00        | $1296297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $3996001.00        | $701709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2048.00           | $419.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $637930.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $653000.00         | $93187.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $119.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $2048.00           | $379.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $5496852.00        | $1128252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $2000.00           | $415.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1167289.00        | $130477.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $48420.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 3.5000%  | 0.0000% | $506029.00         | $69022.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.0000%  | 0.0000% | $1089000.00        | $61339.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-07-01      | 3.5000%  | 0.0000% | $2001.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $2048.00           | $426.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $377529.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $3770290.00        | $1185315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $2016.00           | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $2048.00           | $326.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-05-01      | 4.0000%  | 0.0000% | $1151891.00        | $323719.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $2048.00           | $223.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1410297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1000.00           | $146.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.0000%  | 0.0000% | $4000000.00        | $423207.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | 0.0000% | $12186352.00       | $1274711.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1233759.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-10-01      | 2.5000%  | 0.0000% | $810000.00         | $43736.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $4379140.00        | $537210.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 6.0000%  | 0.0000% | $1301.00           | $10.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 5.5000%  | 0.0000% | $6170208.00        | $74155.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 5.5000%  | 0.0000% | $2000000.00        | $36297.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 4.4900%  | 0.0000% | $411000.00         | $50988.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 5.5000%  | 0.0000% | $6601768.00        | $77538.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $436040.00         | $430264.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $1666181.00        | $1377726.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1838.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $456162.00         | $403833.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1609.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1857.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $100000.00         | $77595.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1942636.00        | $1568445.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1433590.00        | $1469200.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2535073.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.0000%  | 0.0000% | $1887970.00        | $1818008.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $3775846.00        | $3128706.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1756551.00        | $1522792.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1040732.00        | $1008560.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $2413150.00        | $2080470.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1042172.00        | $864956.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $455678.00         | $476516.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $843502.00         | $689620.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $1503040.00        | $1573504.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1386573.00        | $1374462.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $4248854.00        | $4141490.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $929893.00         | $919873.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1889.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $849569.00         | $820943.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $2224565.00        | $2213507.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $1958788.00        | $1840309.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2267067.00        | $2315782.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2824402.00        | $2842927.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $265654.00         | $270312.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2389223.00        | $2374758.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $4156862.00        | $4133797.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1352800.00        | $1397680.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $317637.00         | $315257.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1874002.00        | $443001.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $122635776.00      | $30440076.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $4003032.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.0000%  | 0.0000% | $914734.00         | $113981.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $120967.00         | $13582.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $22784.00          | $8328.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 4.0000%  | 0.0000% | $1115000.00        | $217497.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-06-01      | 4.0000%  | 0.0000% | $100000.00         | $28304.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 4.0000%  | 0.0000% | $2500000.00        | $416895.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $136074.00         | $47062.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $466000.00         | $89495.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $179710.00         | $46935.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.5000%  | 0.0000% | $150000.00         | $35808.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-01-01      | 3.5000%  | 0.0000% | $111282978.00      | $38641680.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $72240.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-07-01      | 2.5000%  | 0.0000% | $61376768.00       | $29200650.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-12-01      | 2.5000%  | 0.0000% | $1210.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 3.5000%  | 0.0000% | $1026.00           | $800.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 2.5000%  | 0.0000% | $380571.00         | $272709.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $264.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.3000%  | 0.0000% | $99050.00          | $71613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $253000.00         | $76315.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $953308.00         | $216324.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 2.5000%  | 0.0000% | $520000.00         | $69987.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | 0.0000% | $350000.00         | $122334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | 0.0000% | $247140.00         | $29800.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 3.5000%  | 0.0000% | $5945518.00        | $823322.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 5.5000%  | 0.0000% | $320000.00         | $114640.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 5.0000%  | 0.0000% | $1001.00           | $144.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | 0.0000% | $1029.00           | $253.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $691000.00         | $111153.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | 0.0000% | $845056.00         | $284694.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 4.0000%  | 0.0000% | $3024.00           | $1182.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $649495.00         | $312012.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1053.00           | $567.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $420.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $98000.00          | $63751.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $3895583.00        | $2084146.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $317000.00         | $158763.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $507103.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $955638.00         | $583359.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $4012858.00        | $2236502.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $2016.00           | $1174.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1064.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $397023.00         | $171551.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $15308455.00       | $8978750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $3933.00           | $2150.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $71600.00          | $39494.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $2655491.00        | $2208162.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $270849.00         | $153504.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1584.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $375000.00         | $251510.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $220000.00         | $157687.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | 0.0000% | $1016.00           | $862.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1834.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $98584.00          | $76079.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1545.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1928.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1881.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $588000.00         | $355058.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $152000.00         | $94217.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1401.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1584.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $80000.00          | $53035.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1517.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1382.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $800000.00         | $545071.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $3917839.00        | $3343775.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $49000.00          | $36505.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $113000.00         | $78791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $753904.00         | $571002.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $591653.00         | $478787.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $200000.00         | $150980.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.5000%  | 0.0000% | $45266574.00       | $34836473.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.0000%  | 0.0000% | $875456.00         | $712430.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $30985.00          | $22056.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $802092.00         | $465242.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | 0.0000% | $115000.00         | $76106.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $1297640.00        | $955074.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1003.00           | $803.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1011.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $2902216.00        | $2351556.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $700862.00         | $665578.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $1122852.00        | $919496.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1743.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $442557.00         | $361645.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $90085.00          | $79469.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $40000.00          | $30092.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $2373024.00        | $537781.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $1001045.00        | $181340.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $1280.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 3.5000%  | 0.0000% | $200000.00         | $75054.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $246.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.0000%  | 0.0000% | $18571833.00       | $4120203.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $7982608.00        | $1003506.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $310027.00         | $34552.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $200000.00         | $69672.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $7485482.00        | $569590.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $114866986.00      | $24633840.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.0000%  | 0.0000% | $529000.00         | $56569.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | 0.0000% | $62535887.00       | $16284160.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $88626694.00       | $21033390.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 4.5000%  | 0.0000% | $164000.00         | $25031.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $831000.00         | $94012.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $1150.00           | $435.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $3195000.00        | $1324738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $178321.00         | $50264.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.0000%  | 0.0000% | $500000.00         | $170713.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.0000%  | 0.0000% | $1372000.00        | $425782.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $8780604.00        | $3977192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | 0.0000% | $250000.00         | $90405.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $2506000.00        | $1039939.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2794468.00        | $1055469.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $2000.00           | $801.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $9391093.00        | $4069089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $60239881.00       | $29738688.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $66693057.00       | $33054557.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $60470575.00       | $31571651.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $3167416.00        | $1698606.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $479000.00         | $243411.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $2033428.00        | $1028395.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1063.00           | $540.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $43135.00          | $22387.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1360531.00        | $752873.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1771920.00        | $875652.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $44825434.00       | $24066560.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1519.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $988160.00         | $517360.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $1555154.00        | $865546.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 4.0000%  | 0.0000% | $197084.00         | $69747.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $537155.00         | $276077.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $2298.00           | $1245.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $4816413.00        | $2638114.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $583699.00         | $334079.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $11290.00          | $6562.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $6547743.00        | $3720636.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $589.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $604.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 3.0000%  | 0.0000% | $2531593.00        | $1491929.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $5642903.00        | $3377835.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1023.00           | $629.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.5000%  | 0.0000% | $356826.00         | $196086.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $51013631.00       | $30657805.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $108000.00         | $66310.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $611.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $106000.00         | $62879.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 3.5000%  | 0.0000% | $254269.00         | $167523.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $68461947.00       | $42326884.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $621.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $515000.00         | $327670.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $843016.00         | $534995.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $364270.00         | $239148.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.0000%  | 0.0000% | $645000.00         | $434930.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $578895.00         | $369063.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $30070.00          | $21613.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $150000.00         | $101281.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $300000.00         | $196812.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $179001.00         | $122082.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.5000%  | 0.0000% | $75000.00          | $47439.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $770000.00         | $604089.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $49000.00          | $36847.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $748.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $25098497.00       | $18190471.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $150000.00         | $107334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $823275.00         | $606536.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $105000.00         | $76874.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.5000%  | 0.0000% | $117000.00         | $85259.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | 0.0000% | $430000.00         | $322269.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $300000.00         | $229611.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $991316.00         | $746006.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $118000000.00      | $94611798.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $74855.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $54420617.00       | $46381649.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $300000.00         | $269135.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1054998.00        | $1006428.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $5008020.00        | $4625386.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $104331444.00      | $103780663.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $3392170.00        | $3499192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.0000%  | 0.0000% | $1024.00           | $294.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $3200000.00        | $1697905.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $1300000.00        | $764993.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.5000%  | 0.0000% | $396000.00         | $282132.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $500000.00         | $324079.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $53000.00          | $42271.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $141000.00         | $104205.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.0000%  | 0.0000% | $42136704.00       | $30718673.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $138927.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $9015.00           | $6463.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $4589000.00        | $3574609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.0000%  | 0.0000% | $355000.00         | $281835.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $17506919.00       | $15123082.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $300000.00         | $241388.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | 0.0000% | $156911.00         | $130942.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | 0.0000% | $55000.00          | $50269.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $59000.00          | $45585.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $16000.00          | $15837.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $201947.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.5000%  | 0.0000% | $1000.00           | $239.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $4301768.00        | $2285192.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $1009.00           | $728.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $236137606.00      | $189261089.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $104848664.00      | $84790251.00       | Agency Mortgage-Backed Securities |

### Security 261: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.240001%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059413, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0594137791563BN
- **C.18 - Value (incl. sponsor support):** $984998424.00
- **C.18.a - Value (excl. sponsor support):** $984998424.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $26996.00          | $8812.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%  | 0.0000% | $1800008.00        | $257518.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%  | 0.0000% | $598886.00         | $43103.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.5000%  | 0.0000% | $14878903.00       | $314957.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 2.0000%  | 0.0000% | $62637.00          | $43073.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%  | 0.0000% | $155298.00         | $93787.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $68698.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $3000000.00        | $1963361.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $97876.00          | $77952.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $24999.00          | $18760.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $14000.00          | $9871.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $37829.00          | $30653.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%  | 0.0000% | $396834.00         | $279021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $1782920.00        | $1607162.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $4650000.00        | $4433926.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $1400000.00        | $1194984.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 2.0000%  | 0.0000% | $1149999.00        | $478514.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%  | 0.0000% | $10000.00          | $7455.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 3.5000%  | 0.0000% | $118000.00         | $95217.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%  | 0.0000% | $70927.00          | $59853.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $3965853.00        | $3680034.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $747707.00         | $694999.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $687527.00         | $642052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $5099548.00        | $4779401.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $6958336.00        | $6757968.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $73319.00          | $63527.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.0000%  | 0.0000% | $255895.00         | $130658.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $1542172.00        | $1099518.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 6.0000%  | 0.0000% | $4360240.00        | $2596994.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%  | 0.0000% | $87647.00          | $74852.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $67194.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 7.0000%  | 0.0000% | $521734.00         | $557780.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.5000%  | 0.0000% | $1023894.00        | $915270.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%  | 0.0000% | $148833.00         | $152310.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $5498450.00        | $5054281.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $89400.00          | $88234.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%  | 0.0000% | $4665064.00        | $4342161.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.0000%  | 0.0000% | $7309625.00        | $7063042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $6014110.00        | $5806104.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $5363127.00        | $5054386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%  | 0.0000% | $55831.00          | $30373.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%  | 0.0000% | $2955140.00        | $1960510.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.5000%  | 0.0000% | $94917.00          | $69449.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 4.5000%  | 0.0000% | $244278.00         | $200455.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.0000%  | 0.0000% | $1057802.00        | $807804.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $3914608.00        | $3797382.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.5000%  | 0.0000% | $3456070.00        | $2830096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-03-01      | 7.0000%  | 0.0000% | $700000.00         | $42999.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.0000%  | 0.0000% | $333000.00         | $40427.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-06-01      | 3.0000%  | 0.0000% | $274000.00         | $78177.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-04-01      | 4.5000%  | 0.0000% | $683394.00         | $75103.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%  | 0.0000% | $849449.00         | $699278.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%  | 0.0000% | $31561.00          | $28634.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $4062762.00        | $4187537.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%  | 0.0000% | $6047822.00        | $5832972.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $9626037.00        | $9336142.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $1428095.00        | $1445820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $4854671.00        | $4708147.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $5685359.00        | $5520751.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $11541010.00       | $11745474.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $117998.00         | $27894.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $416645.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%  | 0.0000% | $19233504.00       | $8775916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%  | 0.0000% | $4588110.00        | $3017815.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 7.0000%  | 0.0000% | $31000.00          | $29791.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $2816544.00        | $2853682.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $26983.00          | $5595.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $90077.00          | $22807.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 4.0000%  | 0.0000% | $302589.00         | $160625.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $16850130.00       | $10722215.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $99534.00          | $83642.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%  | 0.0000% | $19675104.00       | $16623075.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%  | 0.0000% | $100000.00         | $19537.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%  | 0.0000% | $850000.00         | $347311.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 4.0000%  | 0.0000% | $195999.00         | $65677.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.5000%  | 0.0000% | $11999.00          | $8750.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 4.5000%  | 0.0000% | $8012000.00        | $6347312.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%  | 0.0000% | $500000.00         | $372799.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $4414064.00        | $4150415.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $3570879.00        | $3273665.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $64472705.00       | $65982963.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $10173.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%  | 0.0000% | $8575762.00        | $29373.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%  | 0.0000% | $8207353.00        | $656137.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $15002.00          | $8759.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.0000%  | 0.0000% | $673228.00         | $74105.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 2.5000%  | 0.0000% | $10535000.00       | $2472496.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-02-01      | 2.5000%  | 0.0000% | $50337.00          | $11288.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $3310706.00        | $2927765.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%  | 0.0000% | $24000.00          | $15838.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 2.5000%  | 0.0000% | $81811.00          | $53751.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $77000.00          | $59326.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $202130000.00      | $169900701.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.0000%  | 0.0000% | $868524.00         | $684752.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $23505184.00       | $21045848.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 4.0000%  | 0.0000% | $19510.00          | $17416.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 4.0000%  | 0.0000% | $1046722.00        | $970108.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%  | 0.0000% | $5289286.00        | $5081976.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $149692.00         | $150652.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1050490.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-02-01      | 7.0000%  | 0.0000% | $400000.00         | $8487.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $1009.00           | $949.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%  | 0.0000% | $648445.00         | $672164.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $7535137.00        | $7031257.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $8868494.00        | $8004593.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.5000%  | 0.0000% | $5563665.00        | $5556560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $1664106.00        | $1658963.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $6133920.00        | $5834631.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $40730.00          | $40544.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $1615598.00        | $1643084.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $7272058.00        | $7400892.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $4331859.00        | $4412853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $934597.00         | $940470.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%  | 0.0000% | $35370.00          | $36039.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $4214487.00        | $4148853.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $12754593.00       | $13097887.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1270291.00        | $1264310.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%  | 0.0000% | $134782.00         | $87406.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $39857.00          | $37638.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $6014512.00        | $5663440.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $6523264.00        | $6798207.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $2528841.00        | $2454882.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $12336304.00       | $12255483.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-02-20      | 4.5000%  | 0.0000% | $259000.00         | $18011.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-09-20      | 4.5000%  | 0.0000% | $317718.00         | $20313.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-05-20      | 6.0000%  | 0.0000% | $240000.00         | $29551.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $787700.00         | $92419.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $932961.00         | $144576.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-04-20      | 3.0000%  | 0.0000% | $1000000.00        | $107026.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 5.0000%  | 0.0000% | $495937.00         | $38330.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $26033662.00       | $2420108.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 5.5000%  | 0.0000% | $3286036.00        | $258778.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $83.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $3949684.00        | $316130.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $1527350.00        | $156280.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $6800000.00        | $1145787.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $268883.00         | $36160.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-20      | 6.5000%  | 0.0000% | $459074.00         | $205298.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1217.00           | $313.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $142837.00         | $105374.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $36000.00          | $19066.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $28874496.00       | $16669025.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $13350413.00       | $7978847.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $1000000.00        | $641770.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $64195.00          | $33356.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $81527.00          | $53582.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $40532085.00       | $31029280.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $42913191.00       | $32736709.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $87497.00          | $78487.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 5.0000%  | 0.0000% | $65000.00          | $58532.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $32311602.00       | $27785376.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $38793795.00       | $33015229.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $85000.00          | $83531.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-04-20      | 4.0000%  | 0.0000% | $114000.00         | $7077.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 4.5000%  | 0.0000% | $570000.00         | $76801.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3979120.00        | $3711981.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $629089.00         | $662286.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $250823.00         | $260019.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $81416.00          | $31772.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $36370.00          | $35003.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $5929880.00        | $6039981.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2486110.00        | $2560380.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $31954.00          | $32339.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1189534.00        | $1198745.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $24513.00          | $25297.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1671093.00        | $1726060.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $5000.00           | $5105.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $541187.00         | $553868.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6758.00           | $6768.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $75238.00          | $76890.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $4297270.00        | $4391635.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1326052.00        | $1372311.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $25246413.00       | $25879803.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1318048.00        | $1318540.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $9833827.00        | $9877367.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $11910297.00       | $11914746.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $8646536.00        | $8675256.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $59012847.00       | $56952110.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $39138702.00       | $38672877.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3678170.00        | $3700185.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 3.0000%  | 0.0000% | $148667.00         | $129046.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $12000.00          | $12362.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $1852555.00        | $1751594.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $107391.00         | $109649.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $5000000.00        | $3955927.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $176287.00         | $135217.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $1153800.00        | $1178624.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $28506100.00       | $28179283.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $50779800.00       | $46226710.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $22605300.00       | $17658850.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $9312500.00        | $7249650.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $875400.00         | $857667.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $32856600.00       | $31614462.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $7177600.00        | $7349141.00        | U.S. Treasuries (including strips) |

### Security 262: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059474, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR0594747791567BA
- **C.18 - Value (incl. sponsor support):** $344892049.50
- **C.18.a - Value (excl. sponsor support):** $344892049.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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% | $7961778.00        | $2168479.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $199993669.00      | $46209529.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $47431488.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-12-01      | 3.5000%  | 0.0000% | $250081835.00      | $46675997.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $283988083.00      | $46538785.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-05-01      | 3.5000%  | 0.0000% | $494717794.00      | $47210847.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $46515101.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-09-01      | 3.5000%  | 0.0000% | $176346956.00      | $26478617.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $46121157.00       | Agency Mortgage-Backed Securities |

### Security 263: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059476, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0594767791562RO
- **C.18 - Value (incl. sponsor support):** $491677002.00
- **C.18.a - Value (excl. sponsor support):** $491677002.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1179249.00        | $1030199.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1715235.00        | $1683497.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $5239086.00        | $4739771.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.5000%  | 0.0000% | $7164696.00        | $6058892.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $41495471.00       | $20566075.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $2369316.00        | $1235700.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $38755551.00       | $23960781.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $9078769.00        | $6173772.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $2630963.00        | $2429946.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $8222176.00        | $4839841.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | 0.0000% | $9513856.00        | $6309381.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $2648000.00        | $1743136.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $531253632.00      | $421069009.00      | Agency Mortgage-Backed Securities |

### Security 264: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.349999%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059477, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0594777791567JP
- **C.18 - Value (incl. sponsor support):** $3444846697.50
- **C.18.a - Value (excl. sponsor support):** $3444846697.50
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION        | 2043-03-01      | 3.5000%  | 0.0000% | $13000000.00       | $2536625.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 4.0000%  | 0.0000% | $3137068.00        | $353817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-03-01      | 4.0000%  | 0.0000% | $100000.00         | $10842.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-07-01      | 7.5000%  | 0.0000% | $1862000.00        | $23459.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 6.0000%  | 0.0000% | $14650700.00       | $105740.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-05-01      | 7.5000%  | 0.0000% | $1050000.00        | $43463.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $41347.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.0000%  | 0.0000% | $310000.00         | $22394.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-01-01      | 3.5000%  | 0.0000% | $101609000.00      | $16036955.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.0000%  | 0.0000% | $4805000.00        | $496571.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-01-01      | 5.5000%  | 0.0000% | $30040320.00       | $28926965.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 6.0000%  | 0.0000% | $37371584.00       | $38476599.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-01-01      | 4.5000%  | 0.0000% | $3147060.00        | $2056579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-02-01      | 5.5000%  | 0.0000% | $33166976.00       | $30412908.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 1.5000%  | 0.0000% | $21230816.00       | $16930886.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $1170000.00        | $837928.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%  | 0.0000% | $516000.00         | $387226.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 6.5000%  | 0.0000% | $710000.00         | $508378.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.5000%  | 0.0000% | $500000.00         | $422195.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 3.5000%  | 0.0000% | $195000.00         | $148581.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%  | 0.0000% | $11398368.00       | $10281141.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%  | 0.0000% | $55868288.00       | $42816191.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%  | 0.0000% | $3225000.00        | $2915951.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%  | 0.0000% | $9772432.00        | $7611775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $13690000.00       | $10845801.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.0000%  | 0.0000% | $85838720.00       | $76487302.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $28807552.00       | $26060633.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.5000%  | 0.0000% | $22635008.00       | $20029081.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%  | 0.0000% | $15395020.00       | $14346495.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%  | 0.0000% | $17534528.00       | $15458937.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%  | 0.0000% | $50527360.00       | $45009839.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.5000%  | 0.0000% | $55000.00          | $6066.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $61584960.00       | $60070360.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%  | 0.0000% | $1485000.00        | $1422647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.0000%  | 0.0000% | $8000.00           | $5195.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.0000%  | 0.0000% | $10989904.00       | $7677046.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $35336990.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.0000%  | 0.0000% | $10549184.00       | $8424091.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%  | 0.0000% | $425951744.00      | $353535028.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%  | 0.0000% | $21687200.00       | $17660390.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $98744395.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.5000%  | 0.0000% | $6650230.00        | $2278413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%  | 0.0000% | $31489000.00       | $17750041.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%  | 0.0000% | $9277328.00        | $6256074.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 5.0000%  | 0.0000% | $62028560.00       | $51309652.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%  | 0.0000% | $53041728.00       | $42702680.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%  | 0.0000% | $35646.00          | $29476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $28689920.00       | $26404907.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%  | 0.0000% | $38192256.00       | $30250954.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.0000%  | 0.0000% | $3524964.00        | $1740877.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%  | 0.0000% | $1026236.00        | $1024216.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.5000%  | 0.0000% | $63917440.00       | $40170470.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%  | 0.0000% | $1240796.00        | $1239821.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1553764.00        | $1231969.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $11968816.00       | $12019469.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%  | 0.0000% | $12761136.00       | $12437792.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $20129376.00       | $19384562.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 7.0000%  | 0.0000% | $1205980.00        | $1264101.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $25694080.00       | $24352788.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%  | 0.0000% | $3737592.00        | $3475183.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $18753152.00       | $18418059.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 2.0000%  | 0.0000% | $200000.00         | $131221.00         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-07-02      | 2.0200%  | 0.0000% | $450000.00         | $301352.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-07-14      | 2.3100%  | 0.0000% | $16164000.00       | $12612392.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-01-11      | 2.6900%  | 0.0000% | $23037000.00       | $18984294.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-11-14      | 4.9000%  | 0.0000% | $21650000.00       | $21640556.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-11-29      | 5.4400%  | 0.0000% | $19700000.00       | $19676953.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1602282.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-06-01      | 2.0000%  | 0.0000% | $600000.00         | $298763.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 2.5000%  | 0.0000% | $2125000.00        | $1015892.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 4.5000%  | 0.0000% | $100905.00         | $23791.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 1.5000%  | 0.0000% | $28000000.00       | $16035943.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 2.0000%  | 0.0000% | $23000000.00       | $14425533.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-03-01      | 3.0000%  | 0.0000% | $12977392.00       | $8228423.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-06-01      | 2.0000%  | 0.0000% | $251990.00         | $134429.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $15393264.00       | $14028579.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.5000%  | 0.0000% | $16839296.00       | $15558737.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%  | 0.0000% | $1475710.00        | $1548234.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-02-01      | 4.5000%  | 0.0000% | $2864544.00        | $2654741.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%  | 0.0000% | $11196464.00       | $10596596.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $15861120.00       | $16009483.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $5090230.00        | $4660650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $1000736.00        | $1049664.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%  | 0.0000% | $2578700.00        | $2658763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%  | 0.0000% | $1972820.00        | $2008502.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%  | 0.0000% | $1989844.00        | $2087726.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%  | 0.0000% | $2577836.00        | $2686514.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%  | 0.0000% | $3842380.00        | $3971185.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $3394000.00        | $3459711.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $20769600.00       | $20777147.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%  | 0.0000% | $1348500.00        | $1399418.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1574736.00        | $1660363.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $4070312.00        | $4161146.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $1523232.00        | $1519804.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $2046348.00        | $2115672.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $22053480.00       | $22809478.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $16260320.00       | $17084430.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $1174722.00        | $1213279.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $10639936.00       | $10884577.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $9653952.00        | $9791872.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $12113824.00       | $12151711.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $7280800.00        | $7448807.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $4702872.00        | $4770059.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $33672384.00       | $34837318.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1002714.00        | $1056517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $5605016.00        | $5900417.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $3339816.00        | $3440275.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%  | 0.0000% | $8576368.00        | $8874261.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 7.0000%  | 0.0000% | $1658850.00        | $1744206.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $95850112.00       | $97633241.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.0000%  | 0.0000% | $57583168.00       | $56115072.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%  | 0.0000% | $631064320.00      | $640405544.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%  | 0.0000% | $103844736.00      | $103197841.00      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%  | 0.0000% | $57326400.00       | $60241728.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%  | 0.0000% | $12095232.00       | $9376015.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $36544448.00       | $32841808.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 6.0000%  | 0.0000% | $38000.00          | $37245.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%  | 0.0000% | $3627000.00        | $3550203.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.5000%  | 0.0000% | $41961024.00       | $42966269.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.0000%  | 0.0000% | $7251048.00        | $6658900.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 4.5000%  | 0.0000% | $1426916.00        | $1348935.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $5684.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $224294.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-09-20      | 4.5000%  | 0.0000% | $3954380.00        | $395293.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 3.5000%  | 0.0000% | $190000000.00      | $17305771.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 5.0000%  | 0.0000% | $13444368.00       | $943775.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10232132.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 3.0000%  | 0.0000% | $90796000.00       | $34419876.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 2.5000%  | 0.0000% | $27760096.00       | $9829192.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 4.5000%  | 0.0000% | $67986560.00       | $57618471.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $897956.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 6.5000%  | 0.0000% | $83219968.00       | $39579774.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-02-20      | 4.5000%  | 0.0000% | $63272896.00       | $51037378.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 4.5000%  | 0.0000% | $13688000.00       | $12334116.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 5.0000%  | 0.0000% | $62272256.00       | $55325802.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 4.0000%  | 0.0000% | $15581936.00       | $1032723.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-11-20      | 4.0000%  | 0.0000% | $300000.00         | $13886.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $117383.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 5.0000%  | 0.0000% | $1010358.00        | $964349.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-20      | 3.5000%  | 0.0000% | $7000000.00        | $1067389.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $421298.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 6.0000%  | 0.0000% | $1068058.00        | $1112349.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 6.5000%  | 0.0000% | $1273386.00        | $1314165.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6190410.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.5000%  | 0.0000% | $1598266.00        | $1654300.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1456483.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 7.5000%  | 0.0000% | $3623580.00        | $3843155.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-10-20      | 6.5000%  | 0.0000% | $1149752.00        | $1196835.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1247147.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 4.5000%  | 0.0000% | $14930112.00       | $13909995.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $9319984.00        | $8968532.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2342318.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1169821.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $1158282.00        | $1185424.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $1368032.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%  | 0.0000% | $15563776.00       | $15401766.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1228140.00        | $1228599.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1383910.00        | $1389527.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2815692.00        | $2827120.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1268130.00        | $1273745.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3156426.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1140902.00        | $1205888.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%  | 0.0000% | $1835036.00        | $1937308.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.0000%  | 0.0000% | $1306222.00        | $1273352.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%  | 0.0000% | $4243008.00        | $4336177.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $1417880.00        | $1449016.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $15624224.00       | $15967306.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $3032016.00        | $3102311.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1523182.00        | $1533854.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1064497.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $6629824.00        | $6861106.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1614073.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $2324992.00        | $2325861.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-01-20      | 6.0000%  | 0.0000% | $9343824.00        | $9396161.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.0000%  | 0.0000% | $197936640.00      | $191597718.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 3.0000%  | 0.0000% | $122597.00         | $106871.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.0000%  | 0.0000% | $150939136.00      | $138531973.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%  | 0.0000% | $12806544.00       | $12798513.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $10779609.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $10331072.00       | $10557925.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $5775792.00        | $5931867.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $3924672.00        | $4010855.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 6.0000%  | 0.0000% | $3341550.00        | $3377338.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%  | 0.0000% | $2294152.00        | $2357043.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%  | 0.0000% | $10476704.00       | $10391476.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%  | 0.0000% | $3195220.00        | $3241846.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%  | 0.0000% | $1548156.00        | $1554439.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-04-20      | 3.5000%  | 0.0000% | $400000.00         | $78665.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-01-15      | 4.5000%  | 0.0000% | $790617.00         | $99719.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-03-20      | 5.0000%  | 0.0000% | $533000.00         | $25173.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5150767.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-04-20      | 3.5000%  | 0.0000% | $11431340.00       | $4076275.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-12-15      | 6.0000%  | 0.0000% | $2214960.00        | $11813.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 5.5000%  | 0.0000% | $4635000.00        | $13192.00          | Agency Mortgage-Backed Securities   |

### Security 265: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0595F4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: TPR0595F47791563SO
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-06
- **C.13 - Final Legal Maturity Date:** 2025-06-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $420689900.00      | $433500067.00      | U.S. Treasuries (including strips) |

### Security 266: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059734, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR059734779156BBA
- **C.18 - Value (incl. sponsor support):** $839998992.00
- **C.18.a - Value (excl. sponsor support):** $839998992.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-01
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $6700.00           | $1661.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $978000.00         | $1591135.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $19571100.00       | $21151078.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $31043000.00       | $41668904.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $199999600.00      | $264495797.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $423359300.00      | $369159886.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $84586300.00       | $86046747.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $266600.00         | $276884.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $24394100.00       | $24515033.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $125.00            | $82.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $86200758.00       | $21052466.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $59999808.00       | $26386055.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $2004731.00        | $866182.00         | U.S. Treasuries (including strips) |

### Security 267: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0598C6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0598C6779156JCG
- **C.18 - Value (incl. sponsor support):** $342956953.50
- **C.18.a - Value (excl. sponsor support):** $342956953.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible 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    | 2055-05-01      | 5.0000%  | 0.0000% | $76907257.00       | $74555950.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $4902093.00        | $4905826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 4.5000%  | 0.0000% | $14500282.00       | $13707842.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $990123.00         | $1021549.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $8694397.00        | $8438699.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1113574.00        | $1113531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $10091902.00       | $10265029.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $4098199.00        | $4099696.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $166254.00         | $165465.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $3131.00           | $3244.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $20195937.00       | $20572785.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1237502.00        | $1203849.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $4871402.00        | $4839967.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2471916.00        | $2473272.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $2403413.00        | $2454889.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1666421.00        | $1696352.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $31971578.00       | $31825102.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1191509.00        | $1188059.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1092400.00        | $1108006.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $3702451.00        | $3838261.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1007373.00        | $1051270.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1296844.00        | $1324905.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $1834790.00        | $1896520.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $2343383.00        | $2421973.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $2349373.00        | $2448395.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $3194405.00        | $3307368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $9712835.00        | $10050202.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $10270639.00       | $10227097.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $2278020.00        | $2279755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1095720.00        | $1093255.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1354687.00        | $1379684.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1144541.00        | $1145905.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.5000%  | 0.0000% | $54132272.00       | $51173943.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $3390191.00        | $3497796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 3.5000%  | 0.0000% | $13037532.00       | $11580150.00       | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $54779400.00       | $55503429.00       | U.S. Treasuries (including strips) |

### Security 268: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR0598C7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C77791567BN
- **C.18 - Value (incl. sponsor support):** $349804525.00
- **C.18.a - Value (excl. sponsor support):** $349804525.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $36916400.00       | $36309913.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $400.00            | $377.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $239129600.00      | $236160061.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $500.00            | $507.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $84120000.00       | $84529084.00       | U.S. Treasuries (including strips) |

### Security 269: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.299998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR0598C8, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0598C87791568BN
- **C.18 - Value (incl. sponsor support):** $489749904.00
- **C.18.a - Value (excl. sponsor support):** $489749904.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION   | 2035-09-01      | 5.0000%  | 0.0000% | $1390.00           | $23.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 7.0000%  | 0.0000% | $1286380.00        | $17249.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.5000%  | 0.0000% | $1346416.00        | $1133571.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 5.5000%  | 0.0000% | $745999.00         | $654137.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $1859000.00        | $1030650.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $3884480.00        | $3058096.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%  | 0.0000% | $1859181.00        | $1580916.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%  | 0.0000% | $42600.00          | $40734.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%  | 0.0000% | $611447.00         | $598679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $6705129.00        | $6802014.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $9929255.00        | $10090797.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $4211344.00        | $4288859.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $98666.00          | $100051.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $1065002.00        | $876623.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 3.0000%  | 0.0000% | $686356.00         | $57780.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3559813.00        | $3617729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2320647.00        | $2358368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $5024610.00        | $5014036.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $10297178.00       | $10479606.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.0000%  | 0.0000% | $3093883.00        | $3012290.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $13476350.00       | $13266477.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $74925570.00       | $74572787.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 5.0000%  | 0.0000% | $58894.00          | $55020.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $2134083.00        | $2009515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%  | 0.0000% | $5883808.00        | $5499233.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $79740371.00       | $81703272.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $64862720.00       | $66174394.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $10572120.00       | $10770083.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $26244169.00       | $26072232.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $13437216.00       | $13629185.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%  | 0.0000% | $126338.00         | $130348.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 6.5000%  | 0.0000% | $642995.00         | $120753.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $1024.00           | $83.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-02-20      | 6.5000%  | 0.0000% | $54000.00          | $12006.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $55549.00          | $28188.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5753240.00        | $1713684.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $26000.00          | $11892.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $711000.00         | $426437.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $202414.00         | $160203.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1510052.00        | $1298523.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $21095509.00       | $19163305.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $381001.00         | $394683.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6267820.00        | $6270161.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $19831038.00       | $20282320.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $7000.00           | $7047.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 3.5000%  | 0.0000% | $99000.00          | $87497.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $22000.00          | $22594.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $7512360.00        | $185655.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $866.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $106439000.00      | $104791969.00      | U.S. Treasuries (including strips) |

### Security 270: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.299998%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05991F, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR05991F7791563RO
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-07
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 CORPORATION | 2035-01-01      | 5.0000%  | 0.0000% | $62598.00          | $1226.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 7.5000%  | 0.0000% | $19091.00          | $466.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 5.5000%  | 0.0000% | $7705.00           | $359.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-11-01      | 6.0000%  | 0.0000% | $37942.00          | $523.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 6.0000%  | 0.0000% | $2255.00           | $24.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-10-01      | 5.5000%  | 0.0000% | $15030283.00       | $63467.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 5.0000%  | 0.0000% | $2500000.00        | $26214.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-06-01      | 4.0000%  | 0.0000% | $1009280.00        | $123708.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-08-01      | 4.0000%  | 0.0000% | $36184043.00       | $5910512.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $54020555.00       | $6720540.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-12-01      | 4.0000%  | 0.0000% | $99278091.00       | $7551417.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | 0.0000% | $1144064.00        | $115505.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-04-01      | 3.5000%  | 0.0000% | $45684.00          | $5025.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 4.0000%  | 0.0000% | $37645952.00       | $5629179.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-03-01      | 3.0000%  | 0.0000% | $12722000.00       | $1980045.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.0000%  | 0.0000% | $15045890.00       | $2032257.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 5.0000%  | 0.0000% | $1070000.00        | $42510.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 3.5000%  | 0.0000% | $21635840.00       | $4917816.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.0000%  | 0.0000% | $96273.00          | $12703.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-10-01      | 3.0000%  | 0.0000% | $59000.00          | $9334.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-06-01      | 3.5000%  | 0.0000% | $57986.00          | $12917.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 3.0000%  | 0.0000% | $110000.00         | $32915.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 1.5000%  | 0.0000% | $1490320.00        | $1311248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-03-01      | 2.0000%  | 0.0000% | $50000.00          | $31579.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-01-01      | 5.5000%  | 0.0000% | $43000.00          | $39377.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $47000.00          | $37017.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $54122365.00       | $41858924.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $48000000.00       | $38459462.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $13671904.00       | $11879422.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $35000.00          | $27977.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | 0.0000% | $51000.00          | $40234.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | 0.0000% | $62599310.00       | $52931939.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $8498896.00        | $7841502.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $6985759.00        | $6725873.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $7020832.00        | $5145703.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $4126997.00        | $3605369.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $30000.00          | $26988.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.0000%  | 0.0000% | $47000.00          | $34866.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $9258264.00        | $8447385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $1144874.00        | $1123690.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 2.5000%  | 0.0000% | $14229433.00       | $3410039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $3060000.00        | $1061001.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | 0.0000% | $240000.00         | $104064.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 3.0000%  | 0.0000% | $3851000.00        | $2855613.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $49997.00          | $43218.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $36000.00          | $34823.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $23132639.00       | $20537173.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $7680897.00        | $6573703.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $43000.00          | $30737.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-11-01      | 4.5000%  | 0.0000% | $336000.00         | $25293.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-06-01      | 4.0000%  | 0.0000% | $9488080.00        | $1761622.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-11-01      | 3.5000%  | 0.0000% | $59279.00          | $7915.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-12-01      | 3.5000%  | 0.0000% | $361433000.00      | $89834496.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-03-01      | 3.5000%  | 0.0000% | $280619853.00      | $75778166.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | 0.0000% | $15228180.00       | $2421398.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $40000.00          | $26938.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | 0.0000% | $2635076.00        | $1803917.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $982079.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $2843487.00        | $2162548.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $17089895.00       | $14020773.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $7305412.00        | $5676311.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 4.5000%  | 0.0000% | $10602597.00       | $8116953.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $150000.00         | $90279.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $626413.00         | $534280.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $5861415.00        | $4825104.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 7.0000%  | 0.0000% | $6917667.00        | $4699695.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $5499054.00        | $5420699.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $8154320.00        | $7114303.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $529901.00         | $482238.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1691628.00        | $1682365.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | 0.0000% | $17000.00          | $5778.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | 0.0000% | $38000.00          | $26725.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $7211040.00        | $5379177.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.5000%  | 0.0000% | $7867116.00        | $5810478.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $8592229.00        | $6262261.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.5000%  | 0.0000% | $65091058.00       | $50397142.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | 0.0000% | $9455760.00        | $7099672.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $30267649.00       | $23429981.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $65000000.00       | $51353993.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $3532956.00        | $3039461.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $5565673.00        | $5343864.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $11456928.00       | $10547090.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $5140861.00        | $4955667.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1439338.00        | $1418566.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1036360.00        | $839678.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | 0.0000% | $2799000.00        | $2591473.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $260000.00         | $89392.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.0000%  | 0.0000% | $4924176.00        | $48809.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-10-01      | 5.0000%  | 0.0000% | $854000.00         | $25031.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 5.0000%  | 0.0000% | $11605000.00       | $84021.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.5000%  | 0.0000% | $579000.00         | $67570.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $2097000.00        | $143059.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 3.5000%  | 0.0000% | $1101636.00        | $169592.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $66000000.00       | $8963731.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | 0.0000% | $1205498.00        | $94793.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $94852.00          | $25178.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.5000%  | 0.0000% | $278000.00         | $44110.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $237427956.00      | $18466253.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1331991.00        | $164752.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-10-01      | 2.5000%  | 0.0000% | $1617752.00        | $43868.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $2233000.00        | $386120.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $18878577.00       | $2656591.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $200000.00         | $30173.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-08-01      | 3.0000%  | 0.0000% | $1051981.00        | $65614.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $1024.00           | $225.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $8272640.00        | $1854928.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | 0.0000% | $44119.00          | $6393.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | 0.0000% | $540180.00         | $109577.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $4600000.00        | $850352.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $7037597.00        | $1228383.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0250%  | 0.0000% | $95855.00          | $61861.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 6.0000%  | 0.0000% | $6682971.00        | $54249.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 7.5000%  | 0.0000% | $1413005.00        | $25380.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 4.5000%  | 0.0000% | $1732295.00        | $1430209.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $1253778.00        | $1004439.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $400285.00         | $392231.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.5000%  | 0.0000% | $353970.00         | $310203.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $130272.00         | $131362.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $3108702.00        | $2922720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 7.0000%  | 0.0000% | $6632594.00        | $6478876.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $288563.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1427675.00        | $1494683.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-12-01      | 4.0000%  | 0.0000% | $872079.00         | $681997.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | 0.0000% | $1140168.00        | $1069816.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1231975.00        | $1191478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $912059.00         | $816796.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1051862.00        | $1020133.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1041323.00        | $1029699.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $3004435.00        | $2979930.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 7.0000%  | 0.0000% | $100000.00         | $105883.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $640235.00         | $632373.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1145237.00        | $1110389.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $1001.00           | $1022.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1163450.00        | $1186225.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $908290.00         | $924060.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $11123068.00       | $11114787.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $5026.00           | $5112.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $11999.00          | $12175.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $4388208.00        | $4472728.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $2052235.00        | $2050541.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $164809.00         | $38960.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $295000.00         | $54513.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 3.5000%  | 0.0000% | $24300000.00       | $8435480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 4.0000%  | 0.0000% | $60000.00          | $10005.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $200000.00         | $59150.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 4.0000%  | 0.0000% | $121055075.00      | $45935737.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 3.0000%  | 0.0000% | $21144.00          | $11825.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 2.5000%  | 0.0000% | $100000.00         | $67196.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 4.5000%  | 0.0000% | $352505.00         | $289686.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1386946.00        | $299414.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 4.0000%  | 0.0000% | $113814.00         | $34331.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $30964229.00       | $4967894.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $100000.00         | $25207.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 5.5000%  | 0.0000% | $245000.00         | $22847.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $875000.00         | $240756.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $36811.00          | $10881.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $38000.00          | $7658.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $550187.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.0000%  | 0.0000% | $1584006.00        | $353445.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | 0.0000% | $79000.00          | $26193.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $842000.00         | $151759.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $21000000.00       | $9054333.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $94379.00          | $50493.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $15029668.00       | $8249297.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $89606.00          | $57154.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $30000.00          | $15822.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $199000.00         | $116450.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $32000.00          | $18512.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $12958106.00       | $11264081.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $487603.00         | $386227.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $368189.00         | $278334.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $138000.00         | $89544.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $196976.00         | $148698.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $307667.00         | $254628.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $1514420.00        | $1389435.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $800997.00         | $181524.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $181151.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $581000.00         | $64752.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $109000.00         | $31492.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $14430198.00       | $4698995.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $1890000.00        | $308673.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $174000.00         | $40848.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $55500000.00       | $24932865.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 3.0000%  | 0.0000% | $67584.00          | $23993.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $6941234.00        | $2353190.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | 0.0000% | $2194000.00        | $977675.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $596284.00         | $261096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $6352595.00        | $2890345.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $192841.00         | $78704.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $2131000.00        | $988714.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $27329138.00       | $14902316.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $2593999.00        | $1391097.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $206000.00         | $109514.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $287744.00         | $146534.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $6933596.00        | $3616168.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 3.0000%  | 0.0000% | $667000.00         | $307296.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $990277.00         | $509720.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $10960280.00       | $6238501.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $19230760.00       | $9837046.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $437400.00         | $244441.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $22073955.00       | $12510670.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-01-01      | 2.0000%  | 0.0000% | $349000.00         | $148391.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $376592.00         | $209974.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $347799.00         | $198792.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $7040431.00        | $4040415.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1694.00           | $984.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $90000.00          | $57737.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $12841.00          | $8571.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $766983.00         | $535141.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $271616.00         | $180852.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $420000.00         | $284911.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-04-01      | 3.5000%  | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $4715522.00        | $3613616.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $50498657.00       | $36106950.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $2433624.00        | $1763802.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $60000.00          | $42934.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | 0.0000% | $33223612.00       | $24618823.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.0000%  | 0.0000% | $340000.00         | $230826.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $3486473.00        | $2734624.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $14073081.00       | $11571464.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $22374244.00       | $17850588.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $43355207.00       | $35649533.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $58807684.00       | $50120662.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $30904997.00       | $27385889.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | 0.0000% | $71901754.00       | $66520435.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $32628380.00       | $27021070.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $42530390.00       | $37770446.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $85083955.00       | $66134664.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $2610304.00        | $2431909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $9262416.00        | $8897463.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $32989428.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $4135410.00        | $3819447.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $30156102.00       | $29215674.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1272908.00        | $1243729.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $1445811.00        | $1403937.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $953.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $1632630.00        | $1311658.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $860480.00         | $860395.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $1446448.00        | $1172504.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $136349.00         | $106941.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | 0.0000% | $11355744.00       | $10912976.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 4.5000%  | 0.0000% | $2753415.00        | $2655179.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-02-01      | 3.5000%  | 0.0000% | $875000.00         | $243699.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $721321.00         | $208459.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $365.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $41984.00          | $15793.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $5379.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $295.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-03-01      | 3.5000%  | 0.0000% | $168000.00         | $31409.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | 0.0000% | $394397.00         | $61192.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 5.5000%  | 0.0000% | $17217110.00       | $4190941.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.5000%  | 0.0000% | $13065000.00       | $4440176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $42000.00          | $29385.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $1300104.00        | $928149.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $3935000.00        | $2791273.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $63465994.00       | $45626585.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $80000.00          | $61396.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | 0.0000% | $102000.00         | $77198.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $86000.00          | $61652.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $37000.00          | $28935.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 3.5000%  | 0.0000% | $1267932.00        | $1008457.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $300001.00         | $242837.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $1356000.00        | $958868.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | 0.0000% | $900000.00         | $630408.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $1100000.00        | $972561.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $484000.00         | $356723.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $48958213.00       | $43448741.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $600000.00         | $567622.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | 0.0000% | $19516815.00       | $17409862.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | 0.0000% | $460204.00         | $360777.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $11523983.00       | $9405293.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $10578357.00       | $10278317.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $10923385.00       | $10588173.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $3066951.00        | $3060206.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 3.0000%  | 0.0000% | $2000000.00        | $379344.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 4.5000%  | 0.0000% | $668000.00         | $25001.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-07-01      | 4.5000%  | 0.0000% | $21245936.00       | $2479037.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $865000.00         | $129096.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $460000.00         | $62759.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 4.0000%  | 0.0000% | $3708000.00        | $374136.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 2.5000%  | 0.0000% | $600000.00         | $82375.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.0000%  | 0.0000% | $7074040.00        | $1012866.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $3000000.00        | $188593.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | 0.0000% | $200000.00         | $122068.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | 0.0000% | $260000.00         | $28300.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 3.0000%  | 0.0000% | $70000.00          | $35482.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-01-01      | 1.5000%  | 0.0000% | $19224160.00       | $11901230.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6509.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $98000.00          | $65387.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $37000.00          | $26896.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $78000.00          | $55760.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 4.0000%  | 0.0000% | $44000.00          | $26929.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $75000.00          | $58144.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $27789674.00       | $22273047.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $117881710.00      | $95329968.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $38000.00          | $29342.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $34974606.00       | $28467008.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $16000.00          | $13581.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $5863395.00        | $4928486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $34000.00          | $28180.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 3.5000%  | 0.0000% | $1000.00           | $806.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $5785526.00        | $4612052.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-01      | 5.0000%  | 0.0000% | $43000.00          | $30870.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 5.5000%  | 0.0000% | $65000.00          | $44879.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $45000.00          | $36557.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $8000.00           | $7163.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $20856.00          | $17791.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.0000%  | 0.0000% | $6000.00           | $5412.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $651048.00         | $655225.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 5.0000%  | 0.0000% | $700000.00         | $28259.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.0000%  | 0.0000% | $1798106.00        | $143961.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 4.0000%  | 0.0000% | $6286939.00        | $319785.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $16969288.00       | $17322874.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $5911095.00        | $5867096.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $2101112.00        | $2044639.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $6493984.00        | $6697614.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $3001189.00        | $3113089.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $3049888.00        | $3209829.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $13992979.00       | $14291300.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | 0.0000% | $35144533.00       | $35646620.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | 0.0000% | $1698296.00        | $1700046.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $3196124.00        | $3171409.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $855148.00         | $819674.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $10385010.00       | $10076822.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $7712000.00        | $7496568.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $12178811.00       | $11923906.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.5000%  | 0.0000% | $3100408.00        | $2465647.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $1022.00           | $958.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | 0.0000% | $12874.00          | $12247.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 7.0000%  | 0.0000% | $11493404.00       | $7955691.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $7653079.00        | $7066749.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $68807.00          | $64998.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $11376416.00       | $9409047.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $7830664.00        | $7360850.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1002.00           | $914.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $9225610.00        | $8490035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.0000%  | 0.0000% | $13563628.00       | $11724096.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $8645934.00        | $8399241.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $10393514.00       | $9566158.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $8026596.00        | $8297348.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $4066295.00        | $4012367.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1015.00           | $974.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $6062150.00        | $5605035.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $13399908.00       | $12835710.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $3600599.00        | $3429235.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | 0.0000% | $6168946.00        | $5933415.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $7434783.00        | $7530385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $19024.00          | $18930.00          | Agency Mortgage-Backed Securities |

### Security 271: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330001%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059920, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR059920779156ABA
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $27600.00          | $28058.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $38551600.00       | $36266690.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-15      | 0.0000%  | 0.0000% | $169509035.00      | $130368043.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $35817062.00       | $30900204.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-02-15      | 0.0000%  | 0.0000% | $117035827.00      | $92172619.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $157618586.00      | $87931626.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $16325939.00       | $4111655.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-02-15      | 0.0000%  | 0.0000% | $13558912.00       | $6122920.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $10.00             | $5.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $212165263.00      | $93303706.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $200776704.00      | $72165171.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-02-15      | 0.0000%  | 0.0000% | $18084685.00       | $5306679.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-08-15      | 0.0000%  | 0.0000% | $8821542.00        | $2525052.00        | U.S. Treasuries (including strips) |

### Security 272: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340002%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059921, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: TPR059921779156FBA
- **C.18 - Value (incl. sponsor support):** $1965000000.00
- **C.18.a - Value (excl. sponsor support):** $1965000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-07
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2041-08-16      | 2.4500%  | 0.0000% | $2500000.00        | $1724404.00        | Agency Debentures and Agency Strips |
| 2.28 FHOR 22-36 GD                            | 2036-10-06      | 76.1780% | 0.0000% | $2120000.00        | $1622230.00        | Agency Debentures and Agency Strips |
| 2.59 FHOR 22-41 AR                            | 2041-11-18      | 69.5730% | 0.0000% | $3000000.00        | $2089789.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-06-18      | 99.7550% | 0.0000% | $8000000.00        | $8198240.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-03-10      | 5.1800%  | 0.0000% | $15000000.00       | $15130352.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-19      | 2.8300%  | 0.0000% | $430000.00         | $362473.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-08-09      | 2.4500%  | 0.0000% | $28949000.00       | $20101698.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-06-02      | 2.4200%  | 0.0000% | $5511000.00        | $4370000.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-04-01      | 2.7400%  | 0.0000% | $1985000.00        | $1451427.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-11-01      | 2.5900%  | 0.0000% | $1429000.00        | $1005824.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-01      | 2.7800%  | 0.0000% | $18250000.00       | $14926069.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-15      | 2.7400%  | 0.0000% | $26650000.00       | $21569053.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-08-12      | 5.4200%  | 0.0000% | $35000000.00       | $35503475.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2036-07-15      | 5.5000%  | 0.0000% | $2530000.00        | $2762874.00        | Agency Debentures and Agency Strips |
| Government National Mortgage Association      | 2051-01-20      | 2.0000%  | 0.0000% | $458091520.00      | $228582124.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 2.0000%  | 0.0000% | $9249920.00        | $4234137.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.0000%  | 0.0000% | $885676800.00      | $602719042.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 2.5000%  | 0.0000% | $29605888.00       | $19546080.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 3.0000%  | 0.0000% | $1024.00           | $709.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%  | 0.0000% | $174767104.00      | $121278286.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 2.5000%  | 0.0000% | $192356352.00      | $113271382.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.5000%  | 0.0000% | $79021056.00       | $64712915.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 4.5000%  | 0.0000% | $204545280.00      | $187633558.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 6.5000%  | 0.0000% | $216946688.00      | $200611407.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%  | 0.0000% | $183455360.00      | $184553398.00      | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2035-05-15      | 4.8750%  | 0.0000% | $9918000.00        | $9956659.00        | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-06-30      | 1.2500%  | 0.0000% | $500.00            | $465.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-01-15      | 0.1250%  | 0.0000% | $147252200.00      | $152386489.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-01-15      | 1.1250%  | 0.0000% | $1460800.00        | $1488739.00        | U.S. Treasuries (including strips)  |

### Security 273: BARCLAYS CAPITAL INC.

- **C.1 - Title:** BARCLAYS CAPITAL INC. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05994B, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: TPR05994B779156GBA
- **C.18 - Value (incl. sponsor support):** $40600000.00
- **C.18.a - Value (excl. sponsor support):** $40600000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $45171100.00       | $41412076.00       | U.S. Treasuries (including strips) |

### Security 274: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059950, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR0599507791562NO
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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 CORPORATION        | 2035-01-01      | 5.0000%   | 0.0000% | $4706.00           | $92.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-07-01      | 4.5000%   | 0.0000% | $16615.00          | $330.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 5.5000%   | 0.0000% | $39214.00          | $215.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 5.0000%   | 0.0000% | $1390.00           | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-05-01      | 5.0000%   | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-06-01      | 3.5000%   | 0.0000% | $18235.00          | $3082.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-12-01      | 4.0000%   | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-01-01      | 2.5000%   | 0.0000% | $1500000.00        | $60451.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-04-01      | 3.5000%   | 0.0000% | $8551.00           | $940.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-11-15      | 0.0000%   | 0.0000% | $2353000.00        | $1195999.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-12-17      | 0.0000%   | 0.0000% | $38993000.00       | $32398192.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-11-16      | 3.2500%   | 0.0000% | $10000.00          | $9801.00           | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2035-12-21      | 1.7900%   | 0.0000% | $3890000.00        | $2906440.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2036-02-08      | 1.8700%   | 0.0000% | $500000.00         | $374269.00         | Agency Debentures and Agency Strips |
| 1.625 FHLB 31 SC                              | 2031-12-12      | 85.3790%  | 0.0000% | $10000.00          | $8614.00           | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-11      | 100.6410% | 0.0000% | $2370000.00        | $2409234.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-04      | 3.6250%   | 0.0000% | $65000.00          | $65184.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-08-01      | 3.0000%   | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 4.5000%   | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-06-01      | 4.5000%   | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-01      | 3.0000%   | 0.0000% | $2000000.00        | $93454.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-10-01      | 3.5000%   | 0.0000% | $2000000.00        | $371205.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-05-01      | 3.5000%   | 0.0000% | $6000000.00        | $1519080.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-12-01      | 3.0000%   | 0.0000% | $1125000.00        | $249108.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-11-01      | 3.5000%   | 0.0000% | $33000.00          | $9053.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 3.5000%   | 0.0000% | $8925100.00        | $6728112.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-01-01      | 1.5000%   | 0.0000% | $170600.00         | $145027.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 3.0000%   | 0.0000% | $484800.00         | $368182.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-05-01      | 3.0000%   | 0.0000% | $120900.00         | $91242.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-07-01      | 3.0000%   | 0.0000% | $143400.00         | $112817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-10-01      | 2.5000%   | 0.0000% | $38900.00          | $21130.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 3.5000%   | 0.0000% | $76000.00          | $48792.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-05-01      | 3.0000%   | 0.0000% | $6413.00           | $4189.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 5.5000%   | 0.0000% | $8600000.00        | $6593749.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-07-01      | 6.0000%   | 0.0000% | $1430200.00        | $999212.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.0000%   | 0.0000% | $1000.00           | $721.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.5000%   | 0.0000% | $6452500.00        | $4548395.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%   | 0.0000% | $51400.00          | $40505.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 2.5000%   | 0.0000% | $1000.00           | $692.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.5000%   | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%   | 0.0000% | $1000.00           | $715.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $1008.00           | $778.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%   | 0.0000% | $1000000.00        | $756324.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $36970.00          | $29082.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.5000%   | 0.0000% | $104400.00         | $72383.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%   | 0.0000% | $34800.00          | $29803.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 3.5000%   | 0.0000% | $22000.00          | $16808.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%   | 0.0000% | $1024.00           | $838.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%   | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.5000%   | 0.0000% | $2459800.00        | $2059008.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%   | 0.0000% | $100000.00         | $78465.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.5000%   | 0.0000% | $100000.00         | $78465.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%   | 0.0000% | $101000.00         | $76649.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 4.0000%   | 0.0000% | $77400.00          | $58739.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 6.5000%   | 0.0000% | $199400.00         | $154125.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 3.5000%   | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%   | 0.0000% | $60000.00          | $51832.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%   | 0.0000% | $185958.00         | $151225.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $16385900.00       | $13164004.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%   | 0.0000% | $69300.00          | $58748.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 4.0000%   | 0.0000% | $300000.00         | $250019.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 3.5000%   | 0.0000% | $46000.00          | $37209.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%   | 0.0000% | $1499100.00        | $1138579.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 2.5000%   | 0.0000% | $15600.00          | $11908.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%   | 0.0000% | $11938900.00       | $10317185.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%   | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%   | 0.0000% | $1159.00           | $1091.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 3.5000%   | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%   | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 4.0000%   | 0.0000% | $300365.00         | $66709.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%   | 0.0000% | $1024.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%   | 0.0000% | $179800.00         | $36461.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%   | 0.0000% | $1061.00           | $661.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%   | 0.0000% | $25000.00          | $19507.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%   | 0.0000% | $12000.00          | $7958.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%   | 0.0000% | $1995.00           | $1423.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.0000%   | 0.0000% | $1215900.00        | $956641.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%   | 0.0000% | $1800000.00        | $1414240.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 3.5000%   | 0.0000% | $3300000.00        | $2521605.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 4.5000%   | 0.0000% | $18000.00          | $14529.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%   | 0.0000% | $1000.00           | $842.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.5000%   | 0.0000% | $37152000.00       | $30969171.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%   | 0.0000% | $7411.00           | $6082.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 6.5000%   | 0.0000% | $29649499.00       | $19684583.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%   | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%   | 0.0000% | $69000.00          | $50920.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%   | 0.0000% | $18800.00          | $15754.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%   | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.5000%   | 0.0000% | $1000.00           | $822.00            | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-05      | 5.7700%   | 0.0000% | $35000.00          | $36678.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.5000%   | 0.0000% | $8000600.00        | $5529650.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 2.0000%   | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%   | 0.0000% | $2865000.00        | $2172978.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $12524500.00       | $9508788.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.5000%   | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%   | 0.0000% | $1000.00           | $640.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $1000.00           | $824.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%   | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.5000%   | 0.0000% | $2648000.00        | $2155703.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 5.5000%   | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%   | 0.0000% | $3553200.00        | $2763671.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%   | 0.0000% | $1676400.00        | $1279429.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 6.0000%   | 0.0000% | $99000.00          | $59584.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%   | 0.0000% | $1000.00           | $737.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.0000%   | 0.0000% | $1454100.00        | $1111359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $196300.00         | $155927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $1000.00           | $974.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%   | 0.0000% | $2093900.00        | $1580908.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%   | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%   | 0.0000% | $1000.00           | $896.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 5.0000%   | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 6.5000%   | 0.0000% | $1000.00           | $866.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%   | 0.0000% | $1000.00           | $970.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%   | 0.0000% | $1000.00           | $768.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 7.0000%   | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%   | 0.0000% | $1046400.00        | $823680.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%   | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%   | 0.0000% | $1000.00           | $710.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 7.5000%   | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%   | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.5000%   | 0.0000% | $77609.00          | $54220.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.5000%   | 0.0000% | $3054100.00        | $2322685.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%   | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%   | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.5000%   | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 7.0000%   | 0.0000% | $1000.00           | $1049.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%   | 0.0000% | $1562800.00        | $1383801.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%   | 0.0000% | $8182700.00        | $6719072.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%   | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 7.0000%   | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%   | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 6.5000%   | 0.0000% | $1827400.00        | $1393567.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%   | 0.0000% | $1000.00           | $997.00            | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-08-03      | 2.6300%   | 0.0000% | $1760000.00        | $1745988.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-02      | 2.6800%   | 0.0000% | $53000.00          | $52724.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-11-23      | 3.4000%   | 0.0000% | $24000.00          | $23728.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-12-04      | 3.7800%   | 0.0000% | $34000.00          | $31841.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-09-02      | 2.2000%   | 0.0000% | $571000.00         | $437874.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-03-07      | 2.1500%   | 0.0000% | $2573000.00        | $1983569.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-09-15      | 2.1500%   | 0.0000% | $653000.00         | $494078.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-09-29      | 2.2300%   | 0.0000% | $1000000.00        | $763920.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-27      | 0.7000%   | 0.0000% | $2000.00           | $1898.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-03-24      | 2.4000%   | 0.0000% | $2980000.00        | $2351068.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-08      | 4.3750%   | 0.0000% | $12919000.00       | $13135074.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-12-22      | 4.8600%   | 0.0000% | $14000.00          | $14309.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-23      | 4.3750%   | 0.0000% | $98000.00          | $100112.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-10-10      | 5.1250%   | 0.0000% | $866000.00         | $874372.00         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-08-19      | 5.3300%   | 0.0000% | $122384000.00      | $123812174.00      | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-02-18      | 4.9300%   | 0.0000% | $10200000.00       | $10444967.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2034-02-24      | 5.4000%   | 0.0000% | $37973000.00       | $38443296.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-21      | 4.4550%   | 0.0000% | $2330000.00        | $2352134.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-12-10      | 4.8750%   | 0.0000% | $57000.00          | $58467.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-12      | 4.4600%   | 0.0000% | $25000.00          | $25267.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-22      | 4.4800%   | 0.0000% | $2000.00           | $2019.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-13      | 4.2500%   | 0.0000% | $22000.00          | $22434.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-01-21      | 5.4700%   | 0.0000% | $50567000.00       | $51515881.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-04-08      | 5.3700%   | 0.0000% | $22731000.00       | $22549053.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-24      | 4.4600%   | 0.0000% | $1870000.00        | $1872643.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-01-28      | 4.2500%   | 0.0000% | $38000.00          | $38835.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-05-21      | 5.0000%   | 0.0000% | $10540000.00       | $10557412.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 2.5000%   | 0.0000% | $294600.00         | $204121.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%   | 0.0000% | $1000.00           | $626.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.5000%   | 0.0000% | $1000.00           | $599.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%   | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%   | 0.0000% | $20369000.00       | $14164001.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 3.0000%   | 0.0000% | $1000.00           | $636.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%   | 0.0000% | $2000.00           | $1361.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.5000%   | 0.0000% | $1000.00           | $709.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%   | 0.0000% | $1000.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%   | 0.0000% | $1876400.00        | $1474294.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 4.0000%   | 0.0000% | $9330900.00        | $7098018.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.0000%   | 0.0000% | $1201000.00        | $904704.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 4.5000%   | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%   | 0.0000% | $465000.00         | $370640.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%   | 0.0000% | $1000.00           | $855.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $381300.00         | $310171.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $3551900.00        | $2799517.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 6.5000%   | 0.0000% | $186000.00         | $128743.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.5000%   | 0.0000% | $1000.00           | $793.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%   | 0.0000% | $555500.00         | $434398.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%   | 0.0000% | $1000.00           | $844.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%   | 0.0000% | $4092200.00        | $3114273.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 6.5000%   | 0.0000% | $3138500.00        | $2418751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 4.0000%   | 0.0000% | $481900.00         | $397060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 3.5000%   | 0.0000% | $100000.00         | $75401.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.5000%   | 0.0000% | $7042.00           | $4859.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%   | 0.0000% | $26874300.00       | $23290381.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%   | 0.0000% | $1399900.00        | $1088824.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%   | 0.0000% | $20812900.00       | $18725285.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 4.0000%   | 0.0000% | $47346.00          | $30805.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANK                        | 2036-07-15      | 5.5000%   | 0.0000% | $900000.00         | $982841.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%   | 0.0000% | $9906300.00        | $4258790.00        | Agency Mortgage-Backed Securities   |
| Freddie Mac                                   | 2025-12-11      | 0.0000%   | 0.0000% | $613000.00         | $599228.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-15      | 6.7500%   | 0.0000% | $296000.00         | $332150.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 6.7500%   | 0.0000% | $8000.00           | $9175.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%   | 0.0000% | $223555000.00      | $174564040.00      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-09-15      | 0.0000%   | 0.0000% | $10000.00          | $7994.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-15      | 0.0000%   | 0.0000% | $533000.00         | $416432.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-07-15      | 0.0000%   | 0.0000% | $39000.00          | $28217.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-22      | 1.7200%   | 0.0000% | $21614000.00       | $15526069.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-07-21      | 4.0000%   | 0.0000% | $1000.00           | $1014.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-08-27      | 3.6250%   | 0.0000% | $2000.00           | $2005.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-02-25      | 4.8000%   | 0.0000% | $98000.00          | $99055.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-08-06      | 0.0000%   | 0.0000% | $4000.00           | $2087.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-15      | 0.0000%   | 0.0000% | $1000.00           | $822.00            | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%   | 0.0000% | $628541000.00      | $510809614.00      | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-05-15      | 6.2500%   | 0.0000% | $101000.00         | $109562.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-15      | 7.1250%   | 0.0000% | $4000.00           | $4624.00           | Agency Debentures and Agency Strips |
| Fannie Mae                                    | 2030-05-15      | 7.2500%   | 0.0000% | $553000.00         | $633816.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-11-15      | 6.6250%   | 0.0000% | $43346000.00       | $48769860.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-15      | 0.0000%   | 0.0000% | $33000.00          | $21740.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 0.0000%   | 0.0000% | $2000.00           | $1103.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-08-05      | 0.8750%   | 0.0000% | $884000.00         | $757328.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-08-25      | 0.3750%   | 0.0000% | $2000.00           | $1983.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-08      | 0.7500%   | 0.0000% | $365000.00         | $339568.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-07      | 0.5000%   | 0.0000% | $6000.00           | $5903.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-08-21      | 4.4650%   | 0.0000% | $1000.00           | $1002.00           | Agency Debentures and Agency Strips |
| Fannie Mae                                    | 2026-04-24      | 2.1250%   | 0.0000% | $10000.00          | $9835.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-09-24      | 1.8750%   | 0.0000% | $78000.00          | $76105.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-23      | 0.0000%   | 0.0000% | $10000.00          | $8916.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-06      | 1.6000%   | 0.0000% | $5000000.00        | $3681077.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-10-01      | 5.0000%   | 0.0000% | $1002.00           | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-01-01      | 3.0000%   | 0.0000% | $1000.00           | $191.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-09-01      | 4.5000%   | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%   | 0.0000% | $621000.00         | $125972.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2044-11-01      | 4.0000%   | 0.0000% | $2207373.00        | $442297.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-07-15      | 5.6250%   | 0.0000% | $31882000.00       | $35181683.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 5.5000%   | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 5.0000%   | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $14000000.00       | $10933652.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%   | 0.0000% | $2857300.00        | $2338056.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.5000%   | 0.0000% | $2063200.00        | $1709643.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%   | 0.0000% | $1001.00           | $652.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%   | 0.0000% | $959700.00         | $721397.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $26818.00          | $25063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $1001.00           | $988.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $1159900.00        | $938759.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $14059100.00       | $12500937.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.5000%   | 0.0000% | $2530400.00        | $2003381.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%   | 0.0000% | $4823300.00        | $3644348.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.0000%   | 0.0000% | $2952000.00        | $2409850.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%   | 0.0000% | $1000.00           | $990.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $1183740.00        | $1142253.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 6.0000%   | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 7.0000%   | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%   | 0.0000% | $1019.00           | $1058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $10786272.00       | $11010781.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 5.5000%   | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.0000%   | 0.0000% | $1879138.00        | $1831483.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-01-01      | 3.5000%   | 0.0000% | $1000.00           | $140.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2062-03-01      | 5.0000%   | 0.0000% | $14947100.00       | $11825131.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.0000%   | 0.0000% | $14641700.00       | $11235148.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.0000%   | 0.0000% | $6409600.00        | $5107266.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-02-01      | 3.5000%   | 0.0000% | $42159.00          | $38578.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%   | 0.0000% | $2000.00           | $826.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $41300.00          | $21455.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.5000%   | 0.0000% | $1155300.00        | $961221.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%   | 0.0000% | $1968300.00        | $1363950.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $11644600.00       | $8216911.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $38000.00          | $27461.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $3800.00           | $2383.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-07-01      | 4.0000%   | 0.0000% | $1317800.00        | $923729.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%   | 0.0000% | $1013.00           | $662.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $4700.00           | $3084.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%   | 0.0000% | $5114700.00        | $4286191.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $1861000.00        | $1232702.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%   | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%   | 0.0000% | $1504800.00        | $1161800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%   | 0.0000% | $2790700.00        | $2120477.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%   | 0.0000% | $1244400.00        | $1014853.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%   | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%   | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%   | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $1000.00           | $633.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%   | 0.0000% | $1000.00           | $643.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 2.0000%   | 0.0000% | $9920.00           | $5106.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $20023186.00       | $10579308.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $39995579.00       | $22575512.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.5000%   | 0.0000% | $1000.00           | $625.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%   | 0.0000% | $26902784.00       | $18043448.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%   | 0.0000% | $3059.00           | $1760.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%   | 0.0000% | $1745.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%   | 0.0000% | $1890.00           | $1123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%   | 0.0000% | $4000.00           | $2290.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%   | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%   | 0.0000% | $135661.00         | $80562.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%   | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 2.5000%   | 0.0000% | $1038.00           | $640.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $1000.00           | $629.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $10468100.00       | $7328106.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $2000.00           | $1312.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $1000.00           | $728.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $11400.00          | $7479.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $1008.00           | $752.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $1000.00           | $696.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%   | 0.0000% | $1000.00           | $729.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $28300.00          | $21281.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%   | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%   | 0.0000% | $53000.00          | $39186.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 5.0000%   | 0.0000% | $7500.00           | $5356.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%   | 0.0000% | $24175432.00       | $14897560.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%   | 0.0000% | $31000.00          | $23203.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $178000.00         | $135147.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.5000%   | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $21799900.00       | $17204051.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%   | 0.0000% | $46447400.00       | $34936344.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%   | 0.0000% | $1398000.00        | $1076787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $1000.00           | $767.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%   | 0.0000% | $99776.00          | $78520.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 6.0000%   | 0.0000% | $700000.00         | $535470.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $1018.00           | $781.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%   | 0.0000% | $1000.00           | $736.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $15000.00          | $11452.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $13700.00          | $10697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.0000%   | 0.0000% | $21993500.00       | $17076746.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 5.5000%   | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%   | 0.0000% | $5042012.00        | $3900480.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 6.0000%   | 0.0000% | $15715484.00       | $13178738.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.0000%   | 0.0000% | $12290500.00       | $9662209.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%   | 0.0000% | $1024.00           | $880.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%   | 0.0000% | $71177084.00       | $58471697.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%   | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $62231984.00       | $53066788.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 4.5000%   | 0.0000% | $1000.00           | $872.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 4.5000%   | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%   | 0.0000% | $13671400.00       | $11733130.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%   | 0.0000% | $1024.00           | $881.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%   | 0.0000% | $1001.00           | $941.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%   | 0.0000% | $1000.00           | $924.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $1005.00           | $832.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%   | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $1000.00           | $909.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%   | 0.0000% | $1000.00           | $887.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%   | 0.0000% | $6761000.00        | $5340524.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.0000%   | 0.0000% | $20100.00          | $16651.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.0000%   | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.5000%   | 0.0000% | $1024.00           | $830.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%   | 0.0000% | $1000.00           | $921.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%   | 0.0000% | $49839800.00       | $38348292.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%   | 0.0000% | $5581094.00        | $5778326.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%   | 0.0000% | $8445811.00        | $8514792.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.0000%   | 0.0000% | $490732.00         | $309742.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $7848600.00        | $5521449.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%   | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 4.0000%   | 0.0000% | $25661520.00       | $16161872.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $10372300.00       | $7289722.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.0000%   | 0.0000% | $100000.00         | $77113.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%   | 0.0000% | $3925800.00        | $2754759.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%   | 0.0000% | $589600.00         | $446222.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.5000%   | 0.0000% | $290500.00         | $223525.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%   | 0.0000% | $14000.00          | $10596.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%   | 0.0000% | $5837800.00        | $4728787.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $22890000.00       | $15985236.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%   | 0.0000% | $52200.00          | $43766.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%   | 0.0000% | $39500.00          | $31077.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.5000%   | 0.0000% | $496700.00         | $404306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%   | 0.0000% | $119800.00         | $102624.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 4.0000%   | 0.0000% | $11074900.00       | $9472286.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 2.5000%   | 0.0000% | $43803600.00       | $33541041.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $37445900.00       | $33588393.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%   | 0.0000% | $70600.00          | $56319.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%   | 0.0000% | $1076800.00        | $824604.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 6.5000%   | 0.0000% | $237200.00         | $195013.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $589200.00         | $408313.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $109999900.00      | $84751283.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%   | 0.0000% | $15000.00          | $11448.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.0000%   | 0.0000% | $160000.00         | $128548.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 6.0000%   | 0.0000% | $1790900.00        | $1359576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%   | 0.0000% | $335000.00         | $287535.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-08-01      | 6.0000%   | 0.0000% | $114000.00         | $80473.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 5.0000%   | 0.0000% | $543900.00         | $382453.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 2.0000%   | 0.0000% | $43240100.00       | $33160251.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-09-15      | 3.0000%   | 0.0000% | $100710.00         | $8024.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-10-15      | 3.0000%   | 0.0000% | $1074478.00        | $119015.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-11-15      | 3.0000%   | 0.0000% | $101007.00         | $9443.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-11-15      | 3.5000%   | 0.0000% | $6233965.00        | $426387.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-15      | 3.0000%   | 0.0000% | $1000.00           | $151.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-02-20      | 3.5000%   | 0.0000% | $9290.00           | $881.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-04-20      | 3.5000%   | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-07-20      | 4.0000%   | 0.0000% | $1000.00           | $61.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-01-20      | 3.0000%   | 0.0000% | $1003.00           | $110.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-01-20      | 2.5000%   | 0.0000% | $3747400.00        | $133123.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-04-20      | 3.5000%   | 0.0000% | $1000.00           | $92.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-06-20      | 4.0000%   | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-09-20      | 4.0000%   | 0.0000% | $4235112.00        | $244096.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-07-20      | 4.0000%   | 0.0000% | $1021.00           | $66.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-09-20      | 4.0000%   | 0.0000% | $80507654.00       | $5409072.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-12-20      | 3.5000%   | 0.0000% | $2000.00           | $147.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-04-20      | 3.0000%   | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-04-20      | 3.5000%   | 0.0000% | $1001.00           | $106.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-04-20      | 3.0000%   | 0.0000% | $1002.00           | $58.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-04-20      | 4.0000%   | 0.0000% | $1083.00           | $97.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-05-20      | 4.0000%   | 0.0000% | $1024.00           | $91.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-06-20      | 3.5000%   | 0.0000% | $1000.00           | $88.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-08-20      | 3.0000%   | 0.0000% | $660000.00         | $85154.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-09-20      | 3.0000%   | 0.0000% | $1000.00           | $124.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-09-20      | 3.5000%   | 0.0000% | $1000.00           | $93.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-11-20      | 3.5000%   | 0.0000% | $1008.00           | $101.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-12-20      | 3.0000%   | 0.0000% | $4998000.00        | $577008.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-12-20      | 3.5000%   | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-20      | 3.5000%   | 0.0000% | $1000.00           | $117.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-11-20      | 3.0000%   | 0.0000% | $1008.00           | $136.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-11-20      | 3.5000%   | 0.0000% | $1101.00           | $138.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-03-20      | 3.0000%   | 0.0000% | $1536.00           | $228.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-06-20      | 3.0000%   | 0.0000% | $1000.00           | $139.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 4.5000%   | 0.0000% | $1000.00           | $90.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-12-20      | 3.0000%   | 0.0000% | $1063.00           | $152.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-01-20      | 3.5000%   | 0.0000% | $20671500.00       | $2458031.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-03-20      | 5.5000%   | 0.0000% | $1004.00           | $122.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-04-20      | 4.5000%   | 0.0000% | $714323.00         | $56084.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-05-20      | 6.5000%   | 0.0000% | $6500.00           | $981.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-06-20      | 5.0000%   | 0.0000% | $1000.00           | $78.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-10-20      | 4.0000%   | 0.0000% | $4200.00           | $928.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 2.5000%   | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-11-20      | 4.5000%   | 0.0000% | $10298.00          | $776.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-02-20      | 4.5000%   | 0.0000% | $1000.00           | $74.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 4.0000%   | 0.0000% | $1291624.00        | $107004.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 4.5000%   | 0.0000% | $1000.00           | $76.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 5.0000%   | 0.0000% | $1614130.00        | $113310.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-04-20      | 4.0000%   | 0.0000% | $3938.00           | $314.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-08-20      | 3.0000%   | 0.0000% | $11873.00          | $1534.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 3.0000%   | 0.0000% | $6179.00           | $2319.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.0000%   | 0.0000% | $1000.00           | $507.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 3.0000%   | 0.0000% | $1000.00           | $379.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-12-20      | 3.0000%   | 0.0000% | $1001.00           | $175.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-20      | 3.5000%   | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-20      | 5.0000%   | 0.0000% | $4439744.00        | $664823.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 3.0000%   | 0.0000% | $1000.00           | $168.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-20      | 3.0000%   | 0.0000% | $1106.00           | $179.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 5.5000%   | 0.0000% | $134999.00         | $83192.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%   | 0.0000% | $59025300.00       | $40960153.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 3.0000%   | 0.0000% | $109008.00         | $53912.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 2.0000%   | 0.0000% | $1000.00           | $548.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-09-20      | 3.0000%   | 0.0000% | $1243522.00        | $717876.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 4.5000%   | 0.0000% | $1699900.00        | $1436158.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.5000%   | 0.0000% | $11545498.00       | $9338856.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 3.0000%   | 0.0000% | $661300.00         | $461330.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-06-20      | 6.0000%   | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 2.5000%   | 0.0000% | $1024.00           | $658.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 4.0000%   | 0.0000% | $28008.00          | $21108.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 4.5000%   | 0.0000% | $197000.00         | $150427.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-07-20      | 5.0000%   | 0.0000% | $19000.00          | $14389.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 4.0000%   | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%   | 0.0000% | $3757411.00        | $2915119.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 5.0000%   | 0.0000% | $382278.00         | $295757.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 5.5000%   | 0.0000% | $466840.00         | $333914.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-10-20      | 5.0000%   | 0.0000% | $1000.00           | $780.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 6.0000%   | 0.0000% | $12825084.00       | $7938044.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-02-20      | 5.0000%   | 0.0000% | $199694600.00      | $160301246.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 3.0000%   | 0.0000% | $563900.00         | $393170.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 4.5000%   | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.0000%   | 0.0000% | $872548.00         | $710666.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.5000%   | 0.0000% | $209382410.00      | $159729234.00      | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.5000%   | 0.0000% | $1000.00           | $763.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 6.5000%   | 0.0000% | $57768.00          | $29474.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 4.0000%   | 0.0000% | $75978.00          | $60784.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 4.5000%   | 0.0000% | $176400.00         | $146682.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.0000%   | 0.0000% | $501024.00         | $413863.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.5000%   | 0.0000% | $55789120.00       | $43249087.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.5000%   | 0.0000% | $1005.00           | $779.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 6.0000%   | 0.0000% | $1272.00           | $841.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 5.5000%   | 0.0000% | $9906200.00        | $9301147.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 6.5000%   | 0.0000% | $11423900.00       | $8651471.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 4.5000%   | 0.0000% | $108999.00         | $100701.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 5.0000%   | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-08-20      | 7.0000%   | 0.0000% | $5546714.00        | $3877305.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 2.5000%   | 0.0000% | $1402800.00        | $1152185.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 5.0000%   | 0.0000% | $49999800.00       | $43338944.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-07-20      | 6.0000%   | 0.0000% | $46978900.00       | $33000661.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 4.0000%   | 0.0000% | $42000.00          | $34972.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.5000%   | 0.0000% | $7907464.00        | $6507349.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.5000%   | 0.0000% | $27000000.00       | $22219314.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 6.0000%   | 0.0000% | $53290000.00       | $37162567.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-10-20      | 5.0000%   | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 5.5000%   | 0.0000% | $5441824.00        | $4578269.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 6.5000%   | 0.0000% | $1056.00           | $622.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-11-20      | 8.0000%   | 0.0000% | $1000.00           | $333.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 4.5000%   | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 4.5000%   | 0.0000% | $72700.00          | $65651.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 3.0000%   | 0.0000% | $1858600.00        | $1426808.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 3.0000%   | 0.0000% | $183500.00         | $140422.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-05-20      | 5.5000%   | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 5.0000%   | 0.0000% | $1671300.00        | $1412417.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-06-20      | 4.5000%   | 0.0000% | $1250000.00        | $41941.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-05-20      | 4.0000%   | 0.0000% | $1000.00           | $266.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-09-20      | 5.5000%   | 0.0000% | $1590000.00        | $70513.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-07-20      | 3.5000%   | 0.0000% | $2002.00           | $384.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-15      | 4.5000%   | 0.0000% | $1018300.00        | $779311.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-02-20      | 3.0000%   | 0.0000% | $272905.00         | $85162.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.5000%   | 0.0000% | $1000.00           | $521.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 4.0000%   | 0.0000% | $1644500.00        | $1150557.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.5000%   | 0.0000% | $4400.00           | $2566.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-07-20      | 3.0000%   | 0.0000% | $4420.00           | $1782.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-20      | 6.5000%   | 0.0000% | $1000.00           | $364.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-04-20      | 5.5000%   | 0.0000% | $2688000.00        | $996785.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 3.5000%   | 0.0000% | $1208200.00        | $869512.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.5000%   | 0.0000% | $106800.00         | $51784.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.5000%   | 0.0000% | $2659000.00        | $2006246.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-15      | 2.5000%   | 0.0000% | $4796472.00        | $3604666.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-04-20      | 5.5000%   | 0.0000% | $20506.00          | $9454.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.0000%   | 0.0000% | $1002.00           | $478.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 3.0000%   | 0.0000% | $633500.00         | $458881.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 3.0000%   | 0.0000% | $4163600.00        | $3141943.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 2.5000%   | 0.0000% | $94000.00          | $48684.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-15      | 3.5000%   | 0.0000% | $200000.00         | $171674.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $52800.00          | $38944.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $2791900.00        | $2050774.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%   | 0.0000% | $1425200.00        | $1006324.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-15      | 3.0000%   | 0.0000% | $954000.00         | $752742.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.0000%   | 0.0000% | $1001.00           | $725.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-01-20      | 3.0000%   | 0.0000% | $2000.00           | $1307.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-01-20      | 3.0000%   | 0.0000% | $1782400.00        | $1301015.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.0000%   | 0.0000% | $117000.00         | $82831.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-09-20      | 5.0000%   | 0.0000% | $2060.00           | $1966.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-10-15      | 3.2500%   | 0.0000% | $1330.00           | $478.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-08-15      | 4.0000%   | 0.0000% | $1023.00           | $43.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-15      | 5.0000%   | 0.0000% | $1116800.00        | $39560.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 7.5000%   | 0.0000% | $6000.00           | $6159.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-02-20      | 5.0000%   | 0.0000% | $2752500.00        | $2098230.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 7.0000%   | 0.0000% | $1309.00           | $1249.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.5000%   | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%   | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%   | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.0000%   | 0.0000% | $22740312.00       | $21888444.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%   | 0.0000% | $4888.00           | $4917.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 7.0000%   | 0.0000% | $1000.00           | $1054.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%   | 0.0000% | $7095.00           | $7112.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $1000.00           | $1039.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%   | 0.0000% | $2468.00           | $2062.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $7714.00           | $7883.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.0000%   | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $2000.00           | $2076.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%   | 0.0000% | $1000.00           | $1001.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $1843748.00        | $1915052.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%   | 0.0000% | $2001.00           | $1946.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $1994.00           | $2002.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $2000.00           | $2057.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%   | 0.0000% | $6800.00           | $7224.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.0000%   | 0.0000% | $1000.00           | $1059.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $1136.00           | $1167.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%   | 0.0000% | $1999.00           | $2069.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.0000%   | 0.0000% | $2000.00           | $2057.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $1003.00           | $1003.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%   | 0.0000% | $1000.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $2005.00           | $2022.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 5.0000%   | 0.0000% | $10000.00          | $9588.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-11-20      | 2.5000%   | 0.0000% | $1200800.00        | $931309.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%   | 0.0000% | $2144.00           | $2110.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.0000%   | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 5.5000%   | 0.0000% | $1024.00           | $1010.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%   | 0.0000% | $2800.00           | $2817.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.0000%   | 0.0000% | $1055.00           | $1024.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 1.5000%   | 0.0000% | $342500.00         | $261646.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $1401.00           | $1396.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 7.0000%   | 0.0000% | $26068.00          | $27073.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1024.00           | $1045.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1008.00           | $1029.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $1001.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $1000.00           | $1053.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.0000%   | 0.0000% | $1002.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $20001.00          | $20779.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $4128.00           | $4130.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $2000.00           | $2001.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.0000%   | 0.0000% | $1993.00           | $1936.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $119119.00         | $119043.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $1997.00           | $2087.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $2005.00           | $2073.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $2908.00           | $3036.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $1007.00           | $1050.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $2008.00           | $2004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $1008.00           | $1008.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $1995.00           | $2001.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $1547524.00        | $1600236.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-20      | 3.0000%   | 0.0000% | $8000.00           | $1911.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-20      | 3.0000%   | 0.0000% | $1062.00           | $315.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-11-20      | 3.0000%   | 0.0000% | $2000.00           | $497.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-05-20      | 5.5000%   | 0.0000% | $1971.00           | $52.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-08-20      | 5.0000%   | 0.0000% | $3128.00           | $49.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-20      | 6.0000%   | 0.0000% | $1987.00           | $23.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-02-20      | 3.5000%   | 0.0000% | $2000.00           | $144.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-12-20      | 4.5000%   | 0.0000% | $285000.00         | $11211.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-08-20      | 5.0000%   | 0.0000% | $1000.00           | $40.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-02-20      | 4.0000%   | 0.0000% | $1000.00           | $53.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-15      | 5.0000%   | 0.0000% | $1000.00           | $25.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-15      | 5.0000%   | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-07-15      | 5.5000%   | 0.0000% | $1997.00           | $16.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-11-15      | 4.5000%   | 0.0000% | $1000.00           | $43.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-09-15      | 5.0000%   | 0.0000% | $1000.00           | $94.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-20      | 7.0000%   | 0.0000% | $2000.00           | $293.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-01-20      | 3.5000%   | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-02-20      | 3.5000%   | 0.0000% | $1000.00           | $100.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 6.0000%   | 0.0000% | $3000.00           | $796.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 4.0000%   | 0.0000% | $1098.00           | $242.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 2.5000%   | 0.0000% | $41019.00          | $25322.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 3.0000%   | 0.0000% | $1000.00           | $583.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 4.0000%   | 0.0000% | $23641.00          | $10727.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 3.0000%   | 0.0000% | $1000.00           | $514.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 3.0000%   | 0.0000% | $1000.00           | $537.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-05-20      | 2.5000%   | 0.0000% | $2000.00           | $1184.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-06-20      | 2.5000%   | 0.0000% | $1024.00           | $563.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-10-20      | 3.5000%   | 0.0000% | $1000.00           | $38.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 2.0000%   | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 3.0000%   | 0.0000% | $1000.00           | $526.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 3.5000%   | 0.0000% | $1024.00           | $466.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 2.5000%   | 0.0000% | $1000.00           | $513.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.5000%   | 0.0000% | $3000.00           | $1534.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-03-20      | 2.0000%   | 0.0000% | $53381.00          | $28264.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 5.0000%   | 0.0000% | $2000.00           | $1625.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 5.5000%   | 0.0000% | $1100.00           | $951.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%   | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-08-20      | 4.5000%   | 0.0000% | $1000.00           | $718.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $2015.00           | $1261.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $1000.00           | $609.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-07-20      | 3.0000%   | 0.0000% | $1088.00           | $571.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-08-20      | 2.5000%   | 0.0000% | $1024.00           | $616.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%   | 0.0000% | $6299.00           | $3869.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%   | 0.0000% | $1000.00           | $655.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 3.0000%   | 0.0000% | $27100.00          | $16926.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.5000%   | 0.0000% | $1024.00           | $760.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.5000%   | 0.0000% | $1024.00           | $671.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-12-15      | 5.0000%   | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%   | 0.0000% | $999900.00         | $702518.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-01-20      | 2.5000%   | 0.0000% | $1008.00           | $594.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 3.0000%   | 0.0000% | $2306.00           | $1512.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.5000%   | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.0000%   | 0.0000% | $3000.00           | $1938.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-12-20      | 4.5000%   | 0.0000% | $44006.00          | $28333.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 4.0000%   | 0.0000% | $1003.00           | $739.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 4.5000%   | 0.0000% | $44396.00          | $33751.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.5000%   | 0.0000% | $18200.00          | $10544.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 4.0000%   | 0.0000% | $1000.00           | $705.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 6.0000%   | 0.0000% | $2000.00           | $1715.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 6.5000%   | 0.0000% | $1000.00           | $726.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 6.5000%   | 0.0000% | $2600000.00        | $1888237.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 2.5000%   | 0.0000% | $10623500.00       | $8081995.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 5.0000%   | 0.0000% | $2000.00           | $1589.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-15      | 3.0000%   | 0.0000% | $3975000.00        | $2694523.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-12-20      | 2.5000%   | 0.0000% | $32416.00          | $21273.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.0000%   | 0.0000% | $2863000.00        | $2233974.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.5000%   | 0.0000% | $1000.00           | $837.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-12-20      | 2.5000%   | 0.0000% | $2000.00           | $1403.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.0000%   | 0.0000% | $3000.00           | $2446.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.5000%   | 0.0000% | $2000.00           | $1752.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-09-20      | 6.0000%   | 0.0000% | $3000.00           | $2485.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%   | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.0000%   | 0.0000% | $858250.00         | $715174.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-08-20      | 5.5000%   | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 6.0000%   | 0.0000% | $4000.00           | $3639.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-07-20      | 5.5000%   | 0.0000% | $46215.00          | $44132.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.5000%   | 0.0000% | $115900.00         | $99064.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%   | 0.0000% | $828032.00         | $810129.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $3776.00           | $3791.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-11-15      | 4.4900%   | 0.0000% | $1187600.00        | $51581.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-06-15      | 5.5000%   | 0.0000% | $1000.00           | $7.00              | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-15      | 5.0000%   | 0.0000% | $1000.00           | $27.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-12-15      | 5.5000%   | 0.0000% | $1000.00           | $17.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-09-15      | 3.5000%   | 0.0000% | $2560.00           | $169.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-08-20      | 3.0000%   | 0.0000% | $4249.00           | $1988.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2030-08-20      | 3.5000%   | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-05-15      | 5.5000%   | 0.0000% | $44025152.00       | $395416.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 5.5000%   | 0.0000% | $352820.00         | $4565.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 4.5000%   | 0.0000% | $424999900.00      | $5355404.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-09-15      | 5.0000%   | 0.0000% | $1000.00           | $225.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-09-15      | 3.5000%   | 0.0000% | $1000.00           | $293.00            | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2025-11-01      | 6.7500%   | 0.0000% | $700000.00         | $709974.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-04-01      | 5.8800%   | 0.0000% | $5195000.00        | $5695048.00        | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2056-04-01      | 5.3750%   | 0.0000% | $302000.00         | $296998.00         | Agency Debentures and Agency Strips |
| TENN VALLEY AUTHORITY                         | 2048-01-15      | 4.8750%   | 0.0000% | $655000.00         | $621530.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2065-09-15      | 4.2500%   | 0.0000% | $937000.00         | $743780.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2055-02-01      | 5.2500%   | 0.0000% | $882000.00         | $855471.00         | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-09-15      | 0.0000%   | 0.0000% | $5000.00           | $2863.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2036-07-15      | 0.0000%   | 0.0000% | $6000.00           | $3464.00           | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2028-06-15      | 0.0000%   | 0.0000% | $19000.00          | $16774.00          | Agency Debentures and Agency Strips |
| Tennessee Valley Authority                    | 2038-01-15      | 0.0000%   | 0.0000% | $2000.00           | $1023.00           | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-12      | 0.0000%   | 0.0000% | $10800.00          | $10787.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-10      | 0.0000%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-07      | 0.0000%   | 0.0000% | $14400.00          | $14288.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-04      | 0.0000%   | 0.0000% | $1200.00           | $1187.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-02      | 0.0000%   | 0.0000% | $3900.00           | $3845.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-30      | 0.0000%   | 0.0000% | $900.00            | $884.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-28      | 0.0000%   | 0.0000% | $500.00            | $490.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-28      | 0.0000%   | 0.0000% | $238300.00         | $233359.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-05      | 0.0000%   | 0.0000% | $68957300.00       | $68933027.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-12-26      | 0.0000%   | 0.0000% | $20600.00          | $20116.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-20      | 0.0000%   | 0.0000% | $1814400.00        | $1810561.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-03      | 0.0000%   | 0.0000% | $101100.00         | $100733.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-22      | 0.0000%   | 0.0000% | $500.00            | $487.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-17      | 0.0000%   | 0.0000% | $1000.00           | $995.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-24      | 0.0000%   | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 0.0000%   | 0.0000% | $375935100.00      | $373332125.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-03      | 0.0000%   | 0.0000% | $200200.00         | $200177.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-14      | 0.0000%   | 0.0000% | $26206600.00       | $25982481.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-21      | 0.0000%   | 0.0000% | $47742800.00       | $47294304.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-28      | 0.0000%   | 0.0000% | $33100.00          | $32761.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-10      | 0.0000%   | 0.0000% | $41800.00          | $41761.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-17      | 0.0000%   | 0.0000% | $1126100.00        | $1124116.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-17      | 0.0000%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-24      | 0.0000%   | 0.0000% | $386300.00         | $385305.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-01      | 0.0000%   | 0.0000% | $95600.00          | $95276.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-19      | 0.0000%   | 0.0000% | $1200.00           | $1161.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-11      | 0.0000%   | 0.0000% | $561900.00         | $555291.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-18      | 0.0000%   | 0.0000% | $58100.00          | $57368.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-25      | 0.0000%   | 0.0000% | $2300.00           | $2269.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-08      | 0.0000%   | 0.0000% | $19642000.00       | $19559150.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-15      | 0.0000%   | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-22      | 0.0000%   | 0.0000% | $8500.00           | $8450.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-29      | 0.0000%   | 0.0000% | $243900.00         | $242270.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-04-16      | 0.0000%   | 0.0000% | $8200.00           | $7914.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-09      | 0.0000%   | 0.0000% | $116900.00         | $115151.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-16      | 0.0000%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-23      | 0.0000%   | 0.0000% | $18000.00          | $17702.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-05      | 0.0000%   | 0.0000% | $69400.00          | $68878.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-12      | 0.0000%   | 0.0000% | $138700.00         | $137544.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-19      | 0.0000%   | 0.0000% | $4456900.00        | $4416079.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-26      | 0.0000%   | 0.0000% | $14743300.00       | $14596073.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-14      | 0.0000%   | 0.0000% | $3400.00           | $3271.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-06      | 0.0000%   | 0.0000% | $48900.00          | $48011.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-13      | 0.0000%   | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-20      | 0.0000%   | 0.0000% | $200.00            | $196.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-20      | 0.0000%   | 0.0000% | $183300.00         | $179667.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-09      | 0.0000%   | 0.0000% | $300.00            | $297.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-16      | 0.0000%   | 0.0000% | $504400.00         | $498137.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-23      | 0.0000%   | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-15      | 0.0000%   | 0.0000% | $671800.00         | $667333.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-15      | 0.0000%   | 0.0000% | $99300.00          | $94723.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 0.0000%   | 0.0000% | $26000.00          | $23883.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 0.0000%   | 0.0000% | $166200.00         | $151274.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-15      | 0.0000%   | 0.0000% | $1646500.00        | $1430845.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-15      | 0.0000%   | 0.0000% | $192500.00         | $163325.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 0.0000%   | 0.0000% | $401800.00         | $238496.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 0.0000%   | 0.0000% | $50000.00          | $27991.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 0.0000%   | 0.0000% | $1999900.00        | $1002926.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-02-15      | 0.0000%   | 0.0000% | $999800.00         | $495502.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 0.0000%   | 0.0000% | $1513200.00        | $664552.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 0.0000%   | 0.0000% | $296000.00         | $126066.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 0.0000%   | 0.0000% | $645000.00         | $270640.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.0000%   | 0.0000% | $2000000.00        | $828550.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 0.0000%   | 0.0000% | $2999900.00        | $1224295.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 0.0000%   | 0.0000% | $27700.00          | $11166.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 0.0000%   | 0.0000% | $1550000.00        | $606695.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-05-15      | 0.0000%   | 0.0000% | $840000.00         | $323996.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 0.0000%   | 0.0000% | $682000.00         | $259152.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 0.0000%   | 0.0000% | $50700.00          | $18996.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 0.0000%   | 0.0000% | $9100000.00        | $3323748.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 0.0000%   | 0.0000% | $1437700.00        | $511263.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%   | 0.0000% | $111800.00         | $37750.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 0.0000%   | 0.0000% | $912300.00         | $303638.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 0.0000%   | 0.0000% | $80500.00          | $26090.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-11-15      | 0.0000%   | 0.0000% | $22000000.00       | $6675614.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-02-15      | 0.0000%   | 0.0000% | $1000000.00        | $300077.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%   | 0.0000% | $47000000.00       | $13952890.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%   | 0.0000% | $64899600.00       | $19046605.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-05-15      | 0.0000%   | 0.0000% | $2630800.00        | $756718.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%   | 0.0000% | $27798900.00       | $7812631.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-11-15      | 0.0000%   | 0.0000% | $231000.00         | $64170.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.0000%   | 0.0000% | $49614500.00       | $13607918.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%   | 0.0000% | $71200000.00       | $19338134.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-11-15      | 0.0000%   | 0.0000% | $229400.00         | $60854.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 0.0000%   | 0.0000% | $124000000.00      | $32187920.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 0.0000%   | 0.0000% | $74605000.00       | $19165651.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 0.0000%   | 0.0000% | $130995800.00      | $33084823.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 0.0000%   | 0.0000% | $170000000.00      | $42448150.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-08-15      | 0.0000%   | 0.0000% | $1094500.00        | $271292.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 0.0000%   | 0.0000% | $999900.00         | $246041.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 0.0000%   | 0.0000% | $1698000.00        | $411524.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 0.0000%   | 0.0000% | $98400.00          | $23658.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-11-15      | 0.0000%   | 0.0000% | $34503500.00       | $8159008.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-15      | 6.8750%   | 0.0000% | $313000.00         | $321465.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 6.5000%   | 0.0000% | $559400.00         | $583050.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-04-15      | 3.6250%   | 0.0000% | $2551900.00        | $5380810.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-08-15      | 5.5000%   | 0.0000% | $7305700.00        | $7785327.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-15      | 5.2500%   | 0.0000% | $47600.00          | $49716.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-15      | 3.8750%   | 0.0000% | $8381700.00        | $17836507.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-15      | 5.3750%   | 0.0000% | $99500.00          | $107574.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-04-15      | 3.3750%   | 0.0000% | $10810500.00       | $21584843.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-15      | 2.0000%   | 0.0000% | $9779600.00        | $15925657.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-02-15      | 4.5000%   | 0.0000% | $2492900.00        | $2551207.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-15      | 2.3750%   | 0.0000% | $500.00            | $813.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-01-15      | 1.7500%   | 0.0000% | $528100.00         | $819735.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 4.3750%   | 0.0000% | $800.00            | $795.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-08-15      | 4.5000%   | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 4.3750%   | 0.0000% | $600.00            | $577.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-08-15      | 3.8750%   | 0.0000% | $499100.00         | $455354.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 2.1250%   | 0.0000% | $10560000.00       | $14922504.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 0.7500%   | 0.0000% | $12800.00          | $13833.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.6250%   | 0.0000% | $68100.00          | $69231.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 1.3750%   | 0.0000% | $117500.00         | $133725.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 0.7500%   | 0.0000% | $600.00            | $587.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 1.0000%   | 0.0000% | $6900.00           | $6952.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 0.8750%   | 0.0000% | $4600.00           | $4344.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 1.0000%   | 0.0000% | $1200.00           | $1127.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 2.8750%   | 0.0000% | $957000.00         | $672344.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 2.3750%   | 0.0000% | $1796200.00        | $1129144.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-02-15      | 0.2500%   | 0.0000% | $364700.00         | $257281.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 0.1250%   | 0.0000% | $59700.00          | $38956.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 1.8750%   | 0.0000% | $29500.00          | $20020.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 2.3750%   | 0.0000% | $100.00            | $62.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 2.2500%   | 0.0000% | $200.00            | $142.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 2.0000%   | 0.0000% | $700.00            | $397.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-11-15      | 1.8750%   | 0.0000% | $412400.00         | $223796.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 0.1250%   | 0.0000% | $1000200.00        | $599895.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-05-15      | 3.2500%   | 0.0000% | $401900.00         | $326386.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 3.6250%   | 0.0000% | $444200.00         | $359436.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 1.5000%   | 0.0000% | $81892000.00       | $68707114.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 3.8750%   | 0.0000% | $465800.00         | $414085.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 4.2500%   | 0.0000% | $314200.00         | $284531.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 2.1250%   | 0.0000% | $261900.00         | $246377.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 4.5000%   | 0.0000% | $36500.00          | $35068.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 4.6250%   | 0.0000% | $34900.00          | $33265.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-11-15      | 4.5000%   | 0.0000% | $58200.00          | $54431.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 2.3750%   | 0.0000% | $304800.00         | $294707.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 0.0000%   | 0.0000% | $2000000.00        | $1800568.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-11-15      | 0.0000%   | 0.0000% | $89000.00          | $65151.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%   | 0.0000% | $730900.00         | $508603.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-02-15      | 0.0000%   | 0.0000% | $1047000.00        | $719335.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-15      | 1.5000%   | 0.0000% | $15400.00          | $14999.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-15      | 0.3750%   | 0.0000% | $11000.00          | $14181.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 2.2500%   | 0.0000% | $10600.00          | $10299.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 2.2500%   | 0.0000% | $1600.00           | $1540.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-01-15      | 0.5000%   | 0.0000% | $12000.00          | $15246.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 2.7500%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-15      | 2.8750%   | 0.0000% | $1800.00           | $1751.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-31      | 2.7500%   | 0.0000% | $3400.00           | $3410.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-30      | 3.0000%   | 0.0000% | $1500.00           | $1501.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-30      | 2.8750%   | 0.0000% | $38000.00          | $38268.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-31      | 2.6250%   | 0.0000% | $300.00            | $299.00            | U.S. Treasuries (including strips)  |
| 2 5/8 NOTE B 29                               | 2029-02-15      | 2.6250%   | 0.0000% | $14700.00          | $14159.00          | U.S. Treasuries (including strips)  |
| 2 5/8 NOTE B 29                               | 2029-02-15      | 2.6250%   | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-28      | 2.5000%   | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-31      | 2.2500%   | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-31      | 2.1250%   | 0.0000% | $4400000.00        | $4358550.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-07-15      | 0.2500%   | 0.0000% | $100.00            | $119.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-15      | 2.2500%   | 0.0000% | $368000.00         | $364903.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-15      | 0.6250%   | 0.0000% | $126439300.00      | $169719003.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-15      | 1.6250%   | 0.0000% | $300.00            | $293.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-15      | 0.1250%   | 0.0000% | $11925500.00       | $15771255.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 2.0000%   | 0.0000% | $2600.00           | $2528.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-15      | 0.3750%   | 0.0000% | $108405400.00      | $141613038.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 2.2500%   | 0.0000% | $7200.00           | $7042.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-05-15      | 2.3750%   | 0.0000% | $300.00            | $292.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-15      | 0.3750%   | 0.0000% | $12945100.00       | $17462647.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-30      | 2.7500%   | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-07-15      | 0.7500%   | 0.0000% | $400.00            | $503.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 2.8750%   | 0.0000% | $29100.00          | $29302.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 1.8750%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-15      | 1.6250%   | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 1.3750%   | 0.0000% | $2900.00           | $2815.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 1.6250%   | 0.0000% | $187000.00         | $181126.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-15      | 1.7500%   | 0.0000% | $9100.00           | $8305.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-30      | 1.6250%   | 0.0000% | $13191500.00       | $12842840.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-01-15      | 0.1250%   | 0.0000% | $43100.00          | $50223.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-31      | 1.5000%   | 0.0000% | $479700.00         | $462965.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-03-31      | 0.6250%   | 0.0000% | $200.00            | $189.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-30      | 0.5000%   | 0.0000% | $200.00            | $188.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-05-15      | 0.6250%   | 0.0000% | $500.00            | $425.00            | U.S. Treasuries (including strips)  |
| 0 1/4 NOTE Z 25                               | 2025-05-31      | 0.0000%   | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-30      | 0.2500%   | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 0.2500%   | 0.0000% | $300.00            | $298.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-31      | 0.3750%   | 0.0000% | $200.00            | $186.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-31      | 0.5000%   | 0.0000% | $400.00            | $371.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-31      | 0.2500%   | 0.0000% | $56600.00          | $56071.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-09-30      | 0.3750%   | 0.0000% | $300.00            | $277.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-15      | 0.1250%   | 0.0000% | $200.00            | $246.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-31      | 0.2500%   | 0.0000% | $62100.00          | $61070.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-10-31      | 0.5000%   | 0.0000% | $500.00            | $461.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-11-15      | 0.8750%   | 0.0000% | $200.00            | $169.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-30      | 0.6250%   | 0.0000% | $40800.00          | $37778.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-12-31      | 0.3750%   | 0.0000% | $505800.00         | $495345.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-01-15      | 0.1250%   | 0.0000% | $100.00            | $113.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-01-31      | 0.7500%   | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-15      | 1.1250%   | 0.0000% | $15200.00          | $13028.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-29      | 1.1250%   | 0.0000% | $36500.00          | $33994.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-28      | 0.5000%   | 0.0000% | $133500.00         | $129998.00         | U.S. Treasuries (including strips)  |
| 1 1/4 NOTE J 28                               | 2028-03-31      | 1.2500%   | 0.0000% | $700.00            | $652.00            | U.S. Treasuries (including strips)  |
| 1 1/4 NOTE K 28                               | 2028-04-30      | 1.2500%   | 0.0000% | $2100.00           | $1951.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 1.6250%   | 0.0000% | $950100.00         | $827801.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 1.6250%   | 0.0000% | $87400.00          | $76150.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-31      | 1.2500%   | 0.0000% | $200.00            | $186.00            | U.S. Treasuries (including strips)  |
| 0 3/4 NOTE Z 26                               | 2026-05-31      | 0.7500%   | 0.0000% | $200.00            | $194.00            | U.S. Treasuries (including strips)  |
| 0 1/8 TRIN D 31                               | 2031-07-15      | 0.1250%   | 0.0000% | $1074200.00        | $1168545.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 0.6250%   | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-07-31      | 1.0000%   | 0.0000% | $400.00            | $367.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-08-15      | 1.2500%   | 0.0000% | $300.00            | $254.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-08-15      | 1.2500%   | 0.0000% | $200.00            | $169.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-08-31      | 1.1250%   | 0.0000% | $275500.00         | $253120.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 0.7500%   | 0.0000% | $1500.00           | $1442.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-09-30      | 1.2500%   | 0.0000% | $200.00            | $184.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-30      | 0.8750%   | 0.0000% | $28700.00          | $27567.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-15      | 0.1250%   | 0.0000% | $15147900.00       | $17509051.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 1.1250%   | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 1.1250%   | 0.0000% | $1319000.00        | $1267704.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-11-15      | 1.3750%   | 0.0000% | $56300.00          | $47545.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-30      | 1.2500%   | 0.0000% | $178500.00         | $172470.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-30      | 1.5000%   | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-30      | 1.5000%   | 0.0000% | $601000.00         | $558544.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-12-31      | 1.3750%   | 0.0000% | $100.00            | $92.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-12-31      | 1.2500%   | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-01-31      | 1.7500%   | 0.0000% | $400.00            | $373.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-01-15      | 0.1250%   | 0.0000% | $19000.00          | $19662.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-28      | 1.8750%   | 0.0000% | $14136000.00       | $13204064.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-28      | 1.8750%   | 0.0000% | $300.00            | $291.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-03-31      | 2.3750%   | 0.0000% | $3000.00           | $2847.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-15      | 0.1250%   | 0.0000% | $22284100.00       | $24677001.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-30      | 2.8750%   | 0.0000% | $800.00            | $771.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-30      | 2.7500%   | 0.0000% | $62800.00          | $61573.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-05-31      | 2.6250%   | 0.0000% | $328200.00         | $324309.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-15      | 2.8750%   | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-06-30      | 3.2500%   | 0.0000% | $240500.00         | $240613.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-07-15      | 0.6250%   | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-07-31      | 2.6250%   | 0.0000% | $24700.00          | $23673.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-15      | 3.1250%   | 0.0000% | $2200.00           | $2214.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-08-15      | 2.7500%   | 0.0000% | $500.00            | $459.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-31      | 3.1250%   | 0.0000% | $200.00            | $198.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-31      | 3.1250%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-15      | 3.5000%   | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-09-30      | 3.8750%   | 0.0000% | $81900.00          | $82154.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-09-30      | 4.1250%   | 0.0000% | $10679500.00       | $10805906.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-10-15      | 1.6250%   | 0.0000% | $1300.00           | $1421.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-10-31      | 4.0000%   | 0.0000% | $17102700.00       | $17187818.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-10-31      | 4.1250%   | 0.0000% | $3600.00           | $3630.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-15      | 4.5000%   | 0.0000% | $4000.00           | $4009.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-30      | 3.8750%   | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-30      | 3.8750%   | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-12-31      | 3.8750%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-12-31      | 3.8750%   | 0.0000% | $6700.00           | $6806.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-15      | 3.8750%   | 0.0000% | $3400.00           | $3442.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-01-31      | 3.5000%   | 0.0000% | $92200.00          | $91413.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-01-15      | 1.1250%   | 0.0000% | $600.00            | $611.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-15      | 4.0000%   | 0.0000% | $16994000.00       | $17157273.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-02-15      | 3.5000%   | 0.0000% | $700.00            | $673.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-29      | 4.0000%   | 0.0000% | $800.00            | $810.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-02-28      | 4.0000%   | 0.0000% | $1000.00           | $1011.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-02-28      | 4.0000%   | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-03-31      | 3.6250%   | 0.0000% | $1400.00           | $1386.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-04-15      | 3.7500%   | 0.0000% | $88000.00          | $88046.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-04-15      | 1.2500%   | 0.0000% | $811200.00         | $862006.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-04-30      | 3.5000%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-04-30      | 3.5000%   | 0.0000% | $139678300.00      | $138585912.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-05-15      | 3.3750%   | 0.0000% | $300.00            | $283.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-05-15      | 3.3750%   | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips)  |
| 4 1/4 NOTE BC 25                              | 2025-05-31      | 0.0000%   | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-31      | 3.6250%   | 0.0000% | $9100.00           | $9196.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-05-31      | 3.7500%   | 0.0000% | $400.00            | $403.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-06-15      | 4.1250%   | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-06-30      | 3.7500%   | 0.0000% | $300.00            | $301.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-06-30      | 4.0000%   | 0.0000% | $2200.00           | $2244.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 4.7500%   | 0.0000% | $8200.00           | $8333.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-07-15      | 1.3750%   | 0.0000% | $20381800.00       | $20714053.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-07-31      | 4.1250%   | 0.0000% | $445500.00         | $454599.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-07-31      | 4.0000%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 4.4263%   | 0.0000% | $41278600.00       | $41433878.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 3.8750%   | 0.0000% | $52700.00          | $51805.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-15      | 4.3750%   | 0.0000% | $6500.00           | $6602.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-31      | 5.0000%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-08-31      | 4.3750%   | 0.0000% | $400.00            | $410.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-15      | 4.6250%   | 0.0000% | $1900.00           | $1931.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-09-30      | 4.6250%   | 0.0000% | $1100.00           | $1140.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-09-30      | 4.6250%   | 0.0000% | $2332600.00        | $2402599.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-09-30      | 4.6250%   | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-30      | 5.0000%   | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-15      | 4.6250%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-15      | 4.6250%   | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-31      | 4.4713%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-10-31      | 4.8750%   | 0.0000% | $105000.00         | $108617.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-10-15      | 2.3750%   | 0.0000% | $41300.00          | $44743.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 4.5000%   | 0.0000% | $177800.00         | $180665.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 4.6250%   | 0.0000% | $300.00            | $303.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-30      | 4.3750%   | 0.0000% | $100.00            | $104.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-12-31      | 3.7500%   | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-12-31      | 4.2500%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-15      | 4.0000%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-31      | 4.5463%   | 0.0000% | $5400.00           | $5426.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-31      | 4.2500%   | 0.0000% | $999700.00         | $1013198.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-31      | 4.2500%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-01-31      | 4.0000%   | 0.0000% | $2000.00           | $2031.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-01-31      | 4.0000%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-01-15      | 1.7500%   | 0.0000% | $19356100.00       | $19878315.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-02-15      | 4.0000%   | 0.0000% | $127700.00         | $126146.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 4.1250%   | 0.0000% | $319600.00         | $324074.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-02-28      | 4.6250%   | 0.0000% | $900.00            | $912.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-28      | 4.2500%   | 0.0000% | $152600.00         | $155626.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-28      | 4.2500%   | 0.0000% | $500.00            | $511.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-28      | 4.2500%   | 0.0000% | $200.00            | $204.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-03-31      | 4.1250%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-03-31      | 4.1250%   | 0.0000% | $700.00            | $710.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-15      | 4.5000%   | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-04-30      | 4.8750%   | 0.0000% | $874200.00         | $882727.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-15      | 2.1250%   | 0.0000% | $8582200.00        | $9103982.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-04-30      | 4.4513%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-04-30      | 4.6250%   | 0.0000% | $300.00            | $310.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-04-30      | 4.6250%   | 0.0000% | $4100.00           | $4217.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-05-15      | 4.5000%   | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-31      | 4.8750%   | 0.0000% | $185065400.00      | $190751918.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-05-31      | 4.5000%   | 0.0000% | $300.00            | $313.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-31      | 4.6250%   | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-31      | 4.6250%   | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-06-15      | 4.6250%   | 0.0000% | $300.00            | $310.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-06-30      | 4.2500%   | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-06-30      | 4.2500%   | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-06-30      | 4.6250%   | 0.0000% | $10000.00          | $10242.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-15      | 4.3750%   | 0.0000% | $400.00            | $410.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-07-15      | 4.3750%   | 0.0000% | $300.00            | $308.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 4.3750%   | 0.0000% | $300.00            | $305.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 4.3750%   | 0.0000% | $60875600.00       | $61933369.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-07-31      | 4.0000%   | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-07-31      | 4.0000%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-07-15      | 1.8750%   | 0.0000% | $13846800.00       | $14069358.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-08-15      | 3.8750%   | 0.0000% | $1100.00           | $1071.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 3.7500%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 3.7500%   | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-31      | 3.6250%   | 0.0000% | $139532500.00      | $139028927.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-09-15      | 3.3750%   | 0.0000% | $200.00            | $199.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-09-30      | 3.6250%   | 0.0000% | $10900.00          | $10662.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-10-15      | 3.8750%   | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-10-31      | 4.1250%   | 0.0000% | $7200.00           | $7273.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 4.1250%   | 0.0000% | $22707800.00       | $22808322.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 4.5063%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-10-31      | 4.1250%   | 0.0000% | $23500.00          | $23564.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-10-15      | 1.6250%   | 0.0000% | $137908500.00      | $141569600.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-11-15      | 4.2500%   | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-11-15      | 4.2500%   | 0.0000% | $700.00            | $694.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 4.1250%   | 0.0000% | $15253300.00       | $15358157.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-30      | 4.2500%   | 0.0000% | $200.00            | $205.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-30      | 4.1250%   | 0.0000% | $13900.00          | $14282.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-12-15      | 4.0000%   | 0.0000% | $319942400.00      | $326685749.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-12-31      | 4.5000%   | 0.0000% | $77136500.00       | $80112072.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-12-31      | 4.5000%   | 0.0000% | $700.00            | $727.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-12-31      | 4.2500%   | 0.0000% | $30213800.00       | $30856463.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-01-15      | 4.2500%   | 0.0000% | $100.00            | $102.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-31      | 4.1250%   | 0.0000% | $200.00            | $203.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-31      | 4.3993%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-01-31      | 4.3750%   | 0.0000% | $147082100.00      | $151013149.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-01-15      | 2.1250%   | 0.0000% | $53367300.00       | $54770503.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-02-15      | 4.6250%   | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 4.2500%   | 0.0000% | $2300.00           | $2349.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-28      | 4.1250%   | 0.0000% | $300.00            | $304.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-29      | 4.1250%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-03-31      | 4.1250%   | 0.0000% | $300.00            | $301.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-03-31      | 4.0000%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-03-31      | 3.8750%   | 0.0000% | $135300.00         | $135971.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-04-15      | 3.7500%   | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-30      | 4.4613%   | 0.0000% | $200.00            | $201.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-30      | 3.7500%   | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-04-30      | 3.8750%   | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-04-15      | 1.6250%   | 0.0000% | $4604700.00        | $4641666.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-05-15      | 4.2500%   | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-15      | 3.7500%   | 0.0000% | $1500.00           | $1497.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-15      | 3.7500%   | 0.0000% | $200.00            | $200.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-08-15      | 0.0000%   | 0.0000% | $12210909.00       | $9391313.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-15      | 0.0000%   | 0.0000% | $16149476.00       | $12116710.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-08-15      | 0.0000%   | 0.0000% | $16956516.00       | $12425481.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-02-15      | 0.0000%   | 0.0000% | $16811785.00       | $12007297.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 0.0000%   | 0.0000% | $14389718.00       | $10020956.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-02-15      | 0.0000%   | 0.0000% | $82433186.00       | $55849803.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-08-15      | 0.0000%   | 0.0000% | $86204853.00       | $56854601.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-02-15      | 0.0000%   | 0.0000% | $9376621.00        | $6024713.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-08-15      | 0.0000%   | 0.0000% | $72188.00          | $45137.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-02-15      | 0.0000%   | 0.0000% | $41808618.00       | $25437283.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-08-15      | 0.0000%   | 0.0000% | $44127851.00       | $26109258.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 0.0000%   | 0.0000% | $2180717.00        | $1253825.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-11-15      | 0.0000%   | 0.0000% | $4893380.00        | $3902823.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 0.0000%   | 0.0000% | $36479110.00       | $28392895.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-11-15      | 0.0000%   | 0.0000% | $32695039.00       | $24831784.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-05-15      | 0.0000%   | 0.0000% | $29076140.00       | $21562197.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-11-15      | 0.0000%   | 0.0000% | $26416880.00       | $19108386.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-05-15      | 0.0000%   | 0.0000% | $48540993.00       | $34236157.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-11-15      | 0.0000%   | 0.0000% | $20841074.00       | $14321861.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-05-15      | 0.0000%   | 0.0000% | $83479837.00       | $55827976.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-11-15      | 0.0000%   | 0.0000% | $28712340.00       | $18688518.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-15      | 0.0000%   | 0.0000% | $16296845.00       | $16160734.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-15      | 0.0000%   | 0.0000% | $9794076.00        | $9610868.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-15      | 0.0000%   | 0.0000% | $37335099.00       | $35577213.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 0.0000%   | 0.0000% | $6198692.00        | $5852805.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-15      | 0.0000%   | 0.0000% | $15044219.00       | $14069188.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-05-15      | 0.0000%   | 0.0000% | $2215240.00        | $2050603.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-08-15      | 0.0000%   | 0.0000% | $18186093.00       | $16662954.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-11-15      | 0.0000%   | 0.0000% | $7840264.00        | $7114537.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 0.0000%   | 0.0000% | $4546788.00        | $4085089.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-05-15      | 0.0000%   | 0.0000% | $2147497.00        | $1911590.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-15      | 0.0000%   | 0.0000% | $134932691.00      | $117652805.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-05-15      | 0.0000%   | 0.0000% | $13133660.00       | $8327725.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-11-15      | 0.0000%   | 0.0000% | $29111366.00       | $17966400.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-15      | 0.0000%   | 0.0000% | $138515400.00      | $119500421.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-08-15      | 0.0000%   | 0.0000% | $19321748.00       | $16311999.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-05-15      | 0.0000%   | 0.0000% | $7479198.00        | $6385679.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-15      | 0.0000%   | 0.0000% | $65900620.00       | $55020494.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-05-15      | 0.0000%   | 0.0000% | $17717.00          | $14465.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-02-15      | 0.0000%   | 0.0000% | $74017.00          | $61107.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-08-15      | 0.0000%   | 0.0000% | $2698129.00        | $2177919.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-15      | 0.0000%   | 0.0000% | $14697894.00       | $11575459.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-05-15      | 0.0000%   | 0.0000% | $5925589.00        | $3557428.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-11-15      | 0.0000%   | 0.0000% | $46792120.00       | $27302173.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-05-15      | 0.0000%   | 0.0000% | $109596666.00      | $62027768.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-08-15      | 0.0000%   | 0.0000% | $14390599.00       | $8028170.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 0.0000%   | 0.0000% | $27606833.00       | $14916496.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-11-15      | 0.0000%   | 0.0000% | $22811331.00       | $5898371.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-11-15      | 0.0000%   | 0.0000% | $21136494.00       | $11619365.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-05-15      | 0.0000%   | 0.0000% | $13640590.00       | $7287431.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-08-15      | 0.0000%   | 0.0000% | $84454753.00       | $44498618.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-02-15      | 0.0000%   | 0.0000% | $43574858.00       | $22198209.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 0.0000%   | 0.0000% | $23026767.00       | $5799245.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-11-15      | 0.0000%   | 0.0000% | $13214240.00       | $6856076.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-05-15      | 0.0000%   | 0.0000% | $36772740.00       | $18416082.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 0.0000%   | 0.0000% | $18630620.00       | $4636304.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 0.0000%   | 0.0000% | $21038550.00       | $5219896.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 0.0000%   | 0.0000% | $21016280.00       | $5170593.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 0.0000%   | 0.0000% | $21206360.00       | $5117731.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 0.0000%   | 0.0000% | $36324670.00       | $8652318.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 0.0000%   | 0.0000% | $9717127.00        | $3450940.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-08-15      | 0.0000%   | 0.0000% | $16465647.00       | $7241081.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 0.0000%   | 0.0000% | $19207260.00       | $8298862.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 0.0000%   | 0.0000% | $7130537.00        | $3033387.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-05-15      | 0.0000%   | 0.0000% | $107583600.00      | $45165424.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 0.0000%   | 0.0000% | $7417930.00        | $3067767.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 0.0000%   | 0.0000% | $10667775.00       | $4351972.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 0.0000%   | 0.0000% | $88478.00          | $35517.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 0.0000%   | 0.0000% | $12861570.00       | $5090905.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 0.0000%   | 0.0000% | $33769530.00       | $13189635.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 0.0000%   | 0.0000% | $30467588.00       | $11719967.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 0.0000%   | 0.0000% | $5161335.00        | $1957390.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-05-15      | 0.0000%   | 0.0000% | $36856530.00       | $13784932.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 0.0000%   | 0.0000% | $37563947.00       | $13858129.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 0.0000%   | 0.0000% | $40342810.00       | $14699387.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 0.0000%   | 0.0000% | $95312732.00       | $34258255.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 0.0000%   | 0.0000% | $35780780.00       | $12531825.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 0.0000%   | 0.0000% | $974768.00         | $337122.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 0.0000%   | 0.0000% | $52709657.00       | $18012207.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 0.0000%   | 0.0000% | $55578435.00       | $18785567.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 0.0000%   | 0.0000% | $40132559.00       | $13385292.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 0.0000%   | 0.0000% | $52277340.00       | $17226481.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 0.0000%   | 0.0000% | $3843016.00        | $1248911.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-05-15      | 0.0000%   | 0.0000% | $1005272.00        | $322666.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 0.0000%   | 0.0000% | $3233865.00        | $1023799.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-11-15      | 0.0000%   | 0.0000% | $2192631.00        | $686182.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 0.0000%   | 0.0000% | $34206067.00       | $10553974.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-05-15      | 0.0000%   | 0.0000% | $1972716.00        | $600684.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-08-15      | 0.0000%   | 0.0000% | $20699542.00       | $6228120.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-11-15      | 0.0000%   | 0.0000% | $2830039.00        | $839636.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-02-15      | 0.0000%   | 0.0000% | $933946.00         | $274053.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%   | 0.0000% | $35780.00          | $10366.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 0.0000%   | 0.0000% | $86999711.00       | $24902536.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 0.0000%   | 0.0000% | $315180.00         | $89074.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-02-15      | 0.0000%   | 0.0000% | $35725056.00       | $9999050.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-05-15      | 0.0000%   | 0.0000% | $1895424.00        | $525277.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 0.0000%   | 0.0000% | $10047295.00       | $2743997.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 0.0000%   | 0.0000% | $6348422.00        | $1679729.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 0.0000%   | 0.0000% | $30646976.00       | $7984855.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 0.0000%   | 0.0000% | $2429799.00        | $574434.00         | U.S. Treasuries (including strips)  |

### Security 275: DAIWA CAPITAL MARKETS AMERICA INC.

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059953, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: TPR0599537791561DA
- **C.18 - Value (incl. sponsor support):** $2750000000.00
- **C.18.a - Value (excl. sponsor support):** $2750000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon    | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 6.0000%   | 0.0000% | $10056.00          | $139.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-05-01      | 6.0000%   | 0.0000% | $25580.00          | $375.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-12-01      | 4.5000%   | 0.0000% | $1406.00           | $101.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-03-01      | 5.5000%   | 0.0000% | $98352.00          | $581.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 5.5000%   | 0.0000% | $4235.00           | $41.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 4.0000%   | 0.0000% | $429001.00         | $52583.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-03-01      | 7.0000%   | 0.0000% | $8930.00           | $390.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-11-01      | 4.0000%   | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-01      | 3.5000%   | 0.0000% | $1000.00           | $58.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-08-01      | 4.0000%   | 0.0000% | $1000.00           | $113.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-10-01      | 3.5000%   | 0.0000% | $10200000.00       | $741460.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-02-01      | 3.0000%   | 0.0000% | $249000.00         | $35571.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 3.0000%   | 0.0000% | $1001.00           | $100.00            | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2030-06-14      | 100.3740% | 0.0000% | $14600000.00       | $14932323.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-01      | 2.5000%   | 0.0000% | $29712.00          | $997.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 3.5000%   | 0.0000% | $1000.00           | $73.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%   | 0.0000% | $1000.00           | $128.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 3.5000%   | 0.0000% | $1000.00           | $261.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-01      | 4.0000%   | 0.0000% | $1000.00           | $221.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-06-01      | 3.5000%   | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-12-01      | 2.5000%   | 0.0000% | $4000.00           | $753.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 5.5000%   | 0.0000% | $6525291.00        | $6539680.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-05-01      | 6.0000%   | 0.0000% | $1421936.00        | $1442587.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 2.5000%   | 0.0000% | $31322473.00       | $19959796.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.5000%   | 0.0000% | $12962788.00       | $7345401.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-01-01      | 4.5000%   | 0.0000% | $1200000.00        | $418033.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 5.5000%   | 0.0000% | $156429.00         | $106870.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 3.0000%   | 0.0000% | $978000.00         | $676046.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $4494000.00        | $3602621.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $27352503.00       | $20839589.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%   | 0.0000% | $52000.00          | $39181.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 2.5000%   | 0.0000% | $319000.00         | $219751.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $1000.00           | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%   | 0.0000% | $74001.00          | $52316.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 6.0000%   | 0.0000% | $78991.00          | $63433.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%   | 0.0000% | $4000.00           | $3209.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.0000%   | 0.0000% | $158000.00         | $128469.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $278000.00         | $207900.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $8000.00           | $6939.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%   | 0.0000% | $1653.00           | $1514.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 2.5000%   | 0.0000% | $78000.00          | $58391.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%   | 0.0000% | $36070165.00       | $27126763.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.5000%   | 0.0000% | $283000.00         | $211813.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 7.5000%   | 0.0000% | $35112517.00       | $28580251.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%   | 0.0000% | $1579017.00        | $1486748.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-07-01      | 3.5000%   | 0.0000% | $920000.00         | $84173.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-10-01      | 3.0000%   | 0.0000% | $794017.00         | $118557.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.5000%   | 0.0000% | $399000.00         | $58003.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 3.0000%   | 0.0000% | $225000.00         | $56140.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 3.0000%   | 0.0000% | $17000.00          | $4660.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-07-01      | 2.5000%   | 0.0000% | $1978000.00        | $706420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-01-01      | 7.0000%   | 0.0000% | $20615480.00       | $20187764.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 3.5000%   | 0.0000% | $1077151.00        | $201172.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-02-01      | 3.0000%   | 0.0000% | $2495543.00        | $941244.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%   | 0.0000% | $210000.00         | $99871.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%   | 0.0000% | $716000.00         | $396958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 5.5000%   | 0.0000% | $1000.00           | $888.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 1.5000%   | 0.0000% | $196363.00         | $105759.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 3.0000%   | 0.0000% | $1000.00           | $357.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%   | 0.0000% | $1252230.00        | $717511.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%   | 0.0000% | $184000.00         | $116171.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.0000%   | 0.0000% | $183000.00         | $116275.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-12-01      | 2.5000%   | 0.0000% | $330000.00         | $210710.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-03-01      | 2.5000%   | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.0000%   | 0.0000% | $1455984.00        | $1038782.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.0000%   | 0.0000% | $2000.00           | $1440.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 3.5000%   | 0.0000% | $8000.00           | $6192.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 4.5000%   | 0.0000% | $2000.00           | $1581.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 2.5000%   | 0.0000% | $4000.00           | $2855.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 3.0000%   | 0.0000% | $299000.00         | $218863.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $4159691.00        | $3369237.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 5.0000%   | 0.0000% | $5432000.00        | $4463013.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 5.0000%   | 0.0000% | $3510099.00        | $2929649.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%   | 0.0000% | $3000.00           | $2574.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 4.5000%   | 0.0000% | $2000.00           | $1724.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 5.0000%   | 0.0000% | $3000.00           | $2713.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-09-01      | 4.5000%   | 0.0000% | $3000.00           | $2595.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 5.5000%   | 0.0000% | $873555.00         | $803400.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.0000%   | 0.0000% | $2000.00           | $1857.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%   | 0.0000% | $23227400.00       | $21775349.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%   | 0.0000% | $10246367.00       | $9982445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%   | 0.0000% | $5000.00           | $4636.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%   | 0.0000% | $7150924.00        | $6701992.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%   | 0.0000% | $12272611.00       | $11502142.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $1023.00           | $983.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $18471239.00       | $17741915.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%   | 0.0000% | $8890725.00        | $8573553.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%   | 0.0000% | $48194.00          | $46475.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $23606766.00       | $22932148.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $190593.00         | $190053.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 4.5000%   | 0.0000% | $12064339.00       | $11337365.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%   | 0.0000% | $9265867.00        | $8978800.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $25000.00          | $24733.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $614840.00         | $619151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-10-01      | 6.5000%   | 0.0000% | $1000.00           | $845.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-07-01      | 5.5000%   | 0.0000% | $1095000.00        | $60252.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.5000%   | 0.0000% | $1022.00           | $249.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-01-01      | 3.5000%   | 0.0000% | $6387000.00        | $704367.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.5000%   | 0.0000% | $1000.00           | $538.00            | Agency Mortgage-Backed Securities   |
| FED HOME LN DISCOUNT NT                       | 2025-06-27      | 0.0000%   | 0.0000% | $25000000.00       | $24926475.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-01-01      | 3.0000%   | 0.0000% | $1000.00           | $398.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.0000%   | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-03-01      | 2.0000%   | 0.0000% | $2000.00           | $1021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-08-01      | 2.5000%   | 0.0000% | $1008.00           | $667.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $10629764.00       | $6714989.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-10-01      | 3.0000%   | 0.0000% | $14343049.00       | $8992810.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 3.0000%   | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 4.0000%   | 0.0000% | $1000.00           | $555.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $1000.00           | $749.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $4717676.00        | $3649207.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $6182599.00        | $4894542.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.5000%   | 0.0000% | $4122.00           | $2852.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%   | 0.0000% | $5029316.00        | $4652826.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%   | 0.0000% | $1000.00           | $372.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 5.5000%   | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.5000%   | 0.0000% | $1000.00           | $459.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%   | 0.0000% | $2300000.00        | $1994520.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.5000%   | 0.0000% | $538658.00         | $525083.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%   | 0.0000% | $22995515.00       | $21157558.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-08-07      | 4.4150%   | 0.0000% | $1000.00           | $1003.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-03-26      | 4.6500%   | 0.0000% | $1344000.00        | $1353055.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-04-30      | 4.4400%   | 0.0000% | $6190000.00        | $6190774.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-12      | 4.3700%   | 0.0000% | $12837000.00       | $12847834.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-12      | 3.9800%   | 0.0000% | $7000000.00        | $7000735.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-08-01      | 4.0000%   | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 2.5000%   | 0.0000% | $1000.00           | $478.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 3.0000%   | 0.0000% | $1997.00           | $959.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-12-01      | 2.5000%   | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.5000%   | 0.0000% | $1000.00           | $550.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%   | 0.0000% | $1000.00           | $775.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $571792.00         | $447074.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.5000%   | 0.0000% | $1000.00           | $745.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.5000%   | 0.0000% | $1000.00           | $797.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-02-01      | 4.5000%   | 0.0000% | $16539712.00       | $13746349.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-02-01      | 2.0000%   | 0.0000% | $3614685.00        | $2348478.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-04-01      | 2.0000%   | 0.0000% | $3000000.00        | $2006350.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-07-01      | 2.0000%   | 0.0000% | $96803280.00       | $53850677.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 1.5000%   | 0.0000% | $1024.00           | $735.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%   | 0.0000% | $1956328.00        | $1803377.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.0000%   | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.5000%   | 0.0000% | $1001.00           | $241.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-11-01      | 5.5000%   | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 5.0000%   | 0.0000% | $1000.00           | $62.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-01-01      | 4.5000%   | 0.0000% | $1000.00           | $66.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-05-01      | 3.5000%   | 0.0000% | $1000.00           | $69.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-01      | 3.5000%   | 0.0000% | $1000.00           | $35.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.5000%   | 0.0000% | $11474000.00       | $10878591.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-01      | 2.5000%   | 0.0000% | $1000.00           | $104.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-07-01      | 4.5000%   | 0.0000% | $1000.00           | $87.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 4.5000%   | 0.0000% | $361000.00         | $51327.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-03-01      | 6.0000%   | 0.0000% | $7485000.00        | $69194.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-04-01      | 5.5000%   | 0.0000% | $1000.00           | $15.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-11-01      | 5.5000%   | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 5.0000%   | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-06-01      | 6.0000%   | 0.0000% | $1113.00           | $6.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%   | 0.0000% | $340254.00         | $284911.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%   | 0.0000% | $14015798.00       | $13822680.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 5.5000%   | 0.0000% | $1407375.00        | $1343963.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%   | 0.0000% | $9570282.00        | $7884025.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $395142.00         | $402284.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%   | 0.0000% | $565000.00         | $569420.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $1103616.00        | $1115565.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $26001453.00       | $25495348.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%   | 0.0000% | $20482330.00       | $19042709.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%   | 0.0000% | $25000.00          | $23935.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-12-01      | 6.0000%   | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%   | 0.0000% | $106219.00         | $106574.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%   | 0.0000% | $1777.00           | $1771.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%   | 0.0000% | $1123815.00        | $1168505.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%   | 0.0000% | $1000.00           | $1016.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $3728753.00        | $3791836.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $2006.00           | $2041.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%   | 0.0000% | $4362905.00        | $4351682.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $1387273.00        | $1406403.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $1864500.00        | $1900475.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $2869910.00        | $2864298.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $1000700.00        | $1018561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $1262550.00        | $1282103.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.5000%   | 0.0000% | $3710744.00        | $3703647.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.5000%   | 0.0000% | $19749508.00       | $20418861.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1058.00           | $1092.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $1798582.00        | $1824277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $1961355.00        | $1989376.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $2601955.00        | $2659222.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-02-01      | 3.0000%   | 0.0000% | $1000.00           | $144.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 4.0000%   | 0.0000% | $32250000.00       | $10376736.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-10-01      | 4.5000%   | 0.0000% | $1024.00           | $323.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-05-01      | 4.5000%   | 0.0000% | $1000.00           | $345.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 6.0000%   | 0.0000% | $663000.00         | $135525.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.5000%   | 0.0000% | $1000.00           | $166.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%   | 0.0000% | $3000.00           | $788.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%   | 0.0000% | $13724646.00       | $8254564.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $1000.00           | $558.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $2000.00           | $1307.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $5001.00           | $3372.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 5.0000%   | 0.0000% | $1000.00           | $777.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.5000%   | 0.0000% | $9890019.00        | $9174708.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-12-01      | 4.5000%   | 0.0000% | $69853897.00       | $19262168.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-01-01      | 3.5000%   | 0.0000% | $11000.00          | $3157.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-10-01      | 4.0000%   | 0.0000% | $20000.00          | $4616.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.5000%   | 0.0000% | $250004.00         | $80543.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 2.5000%   | 0.0000% | $571150.00         | $335583.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 2.5000%   | 0.0000% | $1000.00           | $520.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 3.5000%   | 0.0000% | $5004.00           | $2600.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 3.5000%   | 0.0000% | $2628000.00        | $1541411.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 3.0000%   | 0.0000% | $3106319.00        | $1725914.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.5000%   | 0.0000% | $12264797.00       | $6658292.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%   | 0.0000% | $1002.00           | $610.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $1636512.00        | $1145627.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%   | 0.0000% | $31070807.00       | $22073275.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $4000.00           | $2913.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%   | 0.0000% | $1211.00           | $772.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%   | 0.0000% | $1000.00           | $659.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1000.00           | $688.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%   | 0.0000% | $1000.00           | $739.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $13000.00          | $9687.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $548000.00         | $401582.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%   | 0.0000% | $1000.00           | $789.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%   | 0.0000% | $1044.00           | $885.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%   | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%   | 0.0000% | $15291203.00       | $12679706.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.0000%   | 0.0000% | $1277.00           | $1030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 6.5000%   | 0.0000% | $1002.00           | $681.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%   | 0.0000% | $1037.00           | $787.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%   | 0.0000% | $220864.00         | $192369.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 5.5000%   | 0.0000% | $2001.00           | $1613.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%   | 0.0000% | $1158.00           | $952.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%   | 0.0000% | $2049.00           | $1594.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.5000%   | 0.0000% | $24695587.00       | $19289913.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%   | 0.0000% | $1085.00           | $977.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.5000%   | 0.0000% | $2890500.00        | $2101396.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.5000%   | 0.0000% | $1001.00           | $875.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 4.5000%   | 0.0000% | $498708.00         | $405073.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%   | 0.0000% | $20389280.00       | $18229256.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%   | 0.0000% | $56592348.00       | $48405571.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $2491689.00        | $2316534.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%   | 0.0000% | $26556788.00       | $25296801.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 7.0000%   | 0.0000% | $1871892.00        | $1832486.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.0000%   | 0.0000% | $4680000.00        | $4200081.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-05-01      | 6.5000%   | 0.0000% | $1039913.00        | $850927.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.0000%   | 0.0000% | $2026.00           | $1912.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%   | 0.0000% | $2000.00           | $1879.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 4.5000%   | 0.0000% | $186822.00         | $174748.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $7653577.00        | $7314718.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 6.0000%   | 0.0000% | $2093.00           | $2045.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%   | 0.0000% | $19286590.00       | $18575202.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%   | 0.0000% | $23505985.00       | $22747808.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%   | 0.0000% | $432965.00         | $404853.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%   | 0.0000% | $1280.00           | $1266.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $10688050.00       | $10252557.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%   | 0.0000% | $5000.00           | $4348.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.5000%   | 0.0000% | $28506812.00       | $26489741.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%   | 0.0000% | $1000.00           | $954.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 4.0000%   | 0.0000% | $8227260.00        | $7752179.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $1357497.00        | $1166250.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%   | 0.0000% | $3944.00           | $3876.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 2.0000%   | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.0000%   | 0.0000% | $1085.00           | $935.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%   | 0.0000% | $12736394.00       | $12486118.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $1037.00           | $851.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $4017920.00        | $4022506.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.5000%   | 0.0000% | $23408354.00       | $22044540.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $1164.00           | $949.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%   | 0.0000% | $1059.00           | $1028.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%   | 0.0000% | $1075.00           | $1093.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%   | 0.0000% | $15818288.00       | $13589407.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.0000%   | 0.0000% | $1027.00           | $951.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $1300.00           | $1335.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-08-01      | 2.0000%   | 0.0000% | $3324676.00        | $2799900.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-05-01      | 4.0000%   | 0.0000% | $8933011.00        | $2476288.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.5000%   | 0.0000% | $28710.00          | $4935.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-02-01      | 3.5000%   | 0.0000% | $4000.00           | $1066.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 3.5000%   | 0.0000% | $9000.00           | $2632.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-05-01      | 3.5000%   | 0.0000% | $17000.00          | $3737.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-01-01      | 3.5000%   | 0.0000% | $1280.00           | $292.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-02-01      | 3.5000%   | 0.0000% | $7002.00           | $2766.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 4.5000%   | 0.0000% | $12068736.00       | $2667461.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-08-01      | 3.0000%   | 0.0000% | $7000.00           | $2210.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $2002000.00        | $1128474.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-03-01      | 3.5000%   | 0.0000% | $1000.00           | $299.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.0000%   | 0.0000% | $2000.00           | $1132.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 2.5000%   | 0.0000% | $93000.00          | $49373.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-07-01      | 4.5000%   | 0.0000% | $6000.00           | $2665.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%   | 0.0000% | $7000.00           | $3259.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 2.5000%   | 0.0000% | $1000.00           | $641.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%   | 0.0000% | $1012.00           | $432.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.5000%   | 0.0000% | $1999.00           | $750.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 3.0000%   | 0.0000% | $35000.00          | $19925.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.5000%   | 0.0000% | $4864000.00        | $3214654.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $2000.00           | $1325.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%   | 0.0000% | $7000.00           | $3876.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%   | 0.0000% | $8000.00           | $4953.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 3.5000%   | 0.0000% | $2244.00           | $1162.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $7000000.00        | $4593022.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $5000.00           | $3279.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $1000.00           | $620.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.0000%   | 0.0000% | $394654.00         | $243060.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $93000.00          | $63898.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%   | 0.0000% | $7000.00           | $4213.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $7000.00           | $4461.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%   | 0.0000% | $1000.00           | $635.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $7000.00           | $4564.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.0000%   | 0.0000% | $5000.00           | $3611.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%   | 0.0000% | $1248.00           | $758.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $2048.00           | $1366.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%   | 0.0000% | $7000.00           | $4063.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $2062.00           | $1443.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $1839730.00        | $1310473.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $2000.00           | $1425.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%   | 0.0000% | $3030.00           | $2336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 3.5000%   | 0.0000% | $5009.00           | $3497.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $3982.00           | $2875.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 2.5000%   | 0.0000% | $1005.00           | $697.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%   | 0.0000% | $2000.00           | $1557.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $2000.00           | $1501.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.5000%   | 0.0000% | $2000.00           | $1458.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.5000%   | 0.0000% | $2000.00           | $1561.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $1000.00           | $716.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 4.5000%   | 0.0000% | $2000.00           | $1474.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%   | 0.0000% | $103310.00         | $81282.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%   | 0.0000% | $1000.00           | $676.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $1000.00           | $743.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%   | 0.0000% | $100000.00         | $86655.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.0000%   | 0.0000% | $10000.00          | $8030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%   | 0.0000% | $1499.00           | $1263.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 3.5000%   | 0.0000% | $3030.00           | $2318.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.0000%   | 0.0000% | $1000.00           | $758.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 3.0000%   | 0.0000% | $3000.00           | $2279.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 4.0000%   | 0.0000% | $2000.00           | $1601.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 3.5000%   | 0.0000% | $5000.00           | $4004.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 4.5000%   | 0.0000% | $6508742.00        | $5554999.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.0000%   | 0.0000% | $15142736.00       | $12832768.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%   | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%   | 0.0000% | $5000.00           | $4302.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%   | 0.0000% | $4000.00           | $3338.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%   | 0.0000% | $10000.00          | $8779.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%   | 0.0000% | $9883100.00        | $8993576.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%   | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 6.0000%   | 0.0000% | $2096.00           | $1917.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.0000%   | 0.0000% | $7000.00           | $5449.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%   | 0.0000% | $2276.00           | $2030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 3.0000%   | 0.0000% | $2000.00           | $1585.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $1000.00           | $779.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 2.5000%   | 0.0000% | $24320047.00       | $18653931.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $1507750.00        | $1144776.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $3000.00           | $2850.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $2000.00           | $1571.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 2.5000%   | 0.0000% | $6942710.00        | $4616244.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 3.5000%   | 0.0000% | $5330993.00        | $4517527.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 7.5000%   | 0.0000% | $16400416.00       | $12349344.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 6.5000%   | 0.0000% | $1302503.00        | $1235730.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 2.5000%   | 0.0000% | $5757000.00        | $4504405.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%   | 0.0000% | $7491893.00        | $6313009.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1064.00           | $843.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%   | 0.0000% | $1083633.00        | $972627.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 5.0000%   | 0.0000% | $17228606.00       | $16777538.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 6.0000%   | 0.0000% | $30038699.00       | $30683604.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 5.5000%   | 0.0000% | $1066.00           | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.0000%   | 0.0000% | $1000.00           | $39.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-09-01      | 6.0000%   | 0.0000% | $8997.00           | $470.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.0000%   | 0.0000% | $10350926.00       | $237536.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-06-01      | 2.5000%   | 0.0000% | $2842502.00        | $153518.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 5.0000%   | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 4.5000%   | 0.0000% | $53190.00          | $3116.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-08-01      | 5.0000%   | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-10-01      | 2.5000%   | 0.0000% | $2000000.00        | $60755.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-04-01      | 3.0000%   | 0.0000% | $241024.00         | $25127.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-03-01      | 3.0000%   | 0.0000% | $1000.00           | $105.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 4.0000%   | 0.0000% | $1097.00           | $39.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-04-01      | 3.5000%   | 0.0000% | $3000.00           | $388.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-04-01      | 3.5000%   | 0.0000% | $174400.00         | $25286.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.0000%   | 0.0000% | $2000.00           | $1211.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-07-01      | 1.5000%   | 0.0000% | $1000.00           | $444.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-08-01      | 2.0000%   | 0.0000% | $13000.00          | $7934.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%   | 0.0000% | $1001.00           | $623.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%   | 0.0000% | $2000.00           | $1262.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%   | 0.0000% | $3006.00           | $1887.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.0000%   | 0.0000% | $3000.00           | $1782.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 3.5000%   | 0.0000% | $7000.00           | $3683.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%   | 0.0000% | $5000.00           | $3183.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $6000.00           | $3830.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-09-01      | 3.0000%   | 0.0000% | $1000.00           | $129.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-06-01      | 2.0000%   | 0.0000% | $1000.00           | $429.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.5000%   | 0.0000% | $17000.00          | $4071.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 1.5000%   | 0.0000% | $200000.00         | $104068.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 2.5000%   | 0.0000% | $3000.00           | $1302.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-11-01      | 3.0000%   | 0.0000% | $1000.00           | $347.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $2000.00           | $1086.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $2014.00           | $1112.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%   | 0.0000% | $8000.00           | $4429.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 3.0000%   | 0.0000% | $2000.00           | $921.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 2.0000%   | 0.0000% | $13000.00          | $7792.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 6.0000%   | 0.0000% | $7016.00           | $5623.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 7.0000%   | 0.0000% | $57490975.00       | $33116709.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 5.5000%   | 0.0000% | $3000.00           | $2612.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 5.5000%   | 0.0000% | $2058.00           | $1822.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 4.0000%   | 0.0000% | $1000.00           | $864.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $6006.00           | $3897.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.0000%   | 0.0000% | $5000.00           | $3275.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-02-01      | 2.0000%   | 0.0000% | $1700000.00        | $1089570.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.0000%   | 0.0000% | $2000.00           | $1305.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $7000.00           | $4608.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $5000.00           | $3336.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.0000%   | 0.0000% | $3056.00           | $2036.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 2.5000%   | 0.0000% | $1001.00           | $679.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $7024968.00        | $5106617.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $4000.00           | $2908.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 4.0000%   | 0.0000% | $5000.00           | $3744.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.0000%   | 0.0000% | $1000.00           | $677.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $7000.00           | $4851.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $10003.00          | $7151.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.0000%   | 0.0000% | $14000.00          | $10266.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $1000.00           | $751.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.5000%   | 0.0000% | $8000.00           | $5339.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.5000%   | 0.0000% | $3000.00           | $1755.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 3.5000%   | 0.0000% | $2000.00           | $1226.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 4.0000%   | 0.0000% | $2000.00           | $1551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 3.5000%   | 0.0000% | $3000.00           | $2302.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-09-01      | 4.0000%   | 0.0000% | $2000.00           | $1551.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $2000.00           | $1500.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%   | 0.0000% | $4000.00           | $3081.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.0000%   | 0.0000% | $3000.00           | $2346.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%   | 0.0000% | $1067.00           | $831.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.0000%   | 0.0000% | $3000.00           | $2290.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 5.5000%   | 0.0000% | $2000.00           | $1469.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.5000%   | 0.0000% | $5332.00           | $4226.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-12-01      | 3.5000%   | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 4.0000%   | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%   | 0.0000% | $3000.00           | $2397.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-01-01      | 5.5000%   | 0.0000% | $5000.00           | $3969.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-02-01      | 6.0000%   | 0.0000% | $4000.00           | $2866.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%   | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 3.5000%   | 0.0000% | $2050366.00        | $1611548.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%   | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.5000%   | 0.0000% | $284160.00         | $236733.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%   | 0.0000% | $5302613.00        | $4217413.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 5.0000%   | 0.0000% | $4000.00           | $3433.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.0000%   | 0.0000% | $1014.00           | $875.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 5.5000%   | 0.0000% | $3000.00           | $2523.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.0000%   | 0.0000% | $2000.00           | $1655.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 3.5000%   | 0.0000% | $2000.00           | $1591.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 5.0000%   | 0.0000% | $5000.00           | $4411.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $6006.00           | $4789.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-11-01      | 6.0000%   | 0.0000% | $8000.00           | $4850.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%   | 0.0000% | $4000.00           | $3362.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.0000%   | 0.0000% | $3000.00           | $2697.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 5.5000%   | 0.0000% | $1047.00           | $918.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 5.0000%   | 0.0000% | $4000.00           | $3626.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-12-01      | 4.0000%   | 0.0000% | $2006.00           | $1683.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%   | 0.0000% | $14064000.00       | $13087005.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 4.5000%   | 0.0000% | $11000.00          | $10081.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.5000%   | 0.0000% | $16066223.00       | $14913657.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 5.5000%   | 0.0000% | $443000.00         | $414851.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.0000%   | 0.0000% | $47579.00          | $44640.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-11-01      | 5.5000%   | 0.0000% | $21027397.00       | $19805564.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-01-01      | 6.0000%   | 0.0000% | $1031.00           | $937.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 4.5000%   | 0.0000% | $16763269.00       | $15617376.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 3.5000%   | 0.0000% | $1375.00           | $1201.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%   | 0.0000% | $10881835.00       | $10574318.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 5.0000%   | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 6.0000%   | 0.0000% | $335249.00         | $334111.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-05-01      | 4.5000%   | 0.0000% | $3088871.00        | $2903041.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 6.5000%   | 0.0000% | $3953242.00        | $4073124.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 4.0000%   | 0.0000% | $1454534.00        | $1335751.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 4.5000%   | 0.0000% | $428606.00         | $405183.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%   | 0.0000% | $15202167.00       | $15102571.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 5.5000%   | 0.0000% | $1000.00           | $21.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-09-01      | 4.5000%   | 0.0000% | $2100000.00        | $184579.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%   | 0.0000% | $2994430.00        | $2814588.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%   | 0.0000% | $6660548.00        | $6253854.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $2006.00           | $2008.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.0000%   | 0.0000% | $897405.00         | $867759.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%   | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.5000%   | 0.0000% | $1071446.00        | $1135791.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%   | 0.0000% | $15318480.00       | $15257269.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $55016.00          | $54953.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 7.0000%   | 0.0000% | $6619830.00        | $6511169.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $1000.00           | $1019.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.5000%   | 0.0000% | $1068178.00        | $1054277.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $31290.00          | $31910.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $3000.00           | $3058.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $140440.00         | $144163.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $2025100.00        | $2071317.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $1002.00           | $1030.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $707150.00         | $722226.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $1388066.00        | $1386543.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $6359559.00        | $6496724.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $16672209.00       | $16912178.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $2001514.00        | $2046695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $2091058.00        | $2135799.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $430598.00         | $442716.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 4.5000%   | 0.0000% | $1014960.00        | $959493.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $5586168.00        | $5590763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.5000%   | 0.0000% | $518365.00         | $539104.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $8032.00           | $8108.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $12761851.00       | $12734124.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $36562264.00       | $36504260.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $2016.00           | $2056.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-12-01      | 6.0000%   | 0.0000% | $8023.00           | $7123.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.0000%   | 0.0000% | $1316.00           | $1252.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%   | 0.0000% | $1813916.00        | $1715652.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%   | 0.0000% | $1008.00           | $938.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%   | 0.0000% | $5073480.00        | $4634589.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 5.5000%   | 0.0000% | $8001.00           | $7667.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 6.0000%   | 0.0000% | $6720400.00        | $5683522.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-03-01      | 6.0000%   | 0.0000% | $1113.00           | $866.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%   | 0.0000% | $1235718.00        | $1126803.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 4.5000%   | 0.0000% | $981085.00         | $901199.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%   | 0.0000% | $1024.00           | $942.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 5.0000%   | 0.0000% | $1063.00           | $974.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.5000%   | 0.0000% | $2208.00           | $1870.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 5.5000%   | 0.0000% | $671741.00         | $651327.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%   | 0.0000% | $7731894.00        | $7384359.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 5.5000%   | 0.0000% | $11027333.00       | $10895087.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.0000%   | 0.0000% | $124636.00         | $115097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 4.5000%   | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%   | 0.0000% | $2014.00           | $2026.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%   | 0.0000% | $1135066.00        | $1078420.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.0000%   | 0.0000% | $6776542.00        | $6676549.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 5.5000%   | 0.0000% | $2613281.00        | $2572733.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $393991.00         | $395422.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 5.5000%   | 0.0000% | $1003.00           | $988.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%   | 0.0000% | $1000.00           | $943.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 4.5000%   | 0.0000% | $6667960.00        | $6267010.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%   | 0.0000% | $51773737.00       | $50259551.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-10-15      | 5.0000%   | 0.0000% | $14046.00          | $223.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 3.0000%   | 0.0000% | $10418000.00       | $3909804.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-10-20      | 2.0000%   | 0.0000% | $5125148.00        | $2407753.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 2.5000%   | 0.0000% | $9563624.00        | $6239364.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.5000%   | 0.0000% | $3696833.00        | $2613998.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 2.5000%   | 0.0000% | $4495337.00        | $2934332.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%   | 0.0000% | $2663661.00        | $1848427.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 2.5000%   | 0.0000% | $2142.00           | $1103.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-11-20      | 2.5000%   | 0.0000% | $940000.00         | $583954.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 2.5000%   | 0.0000% | $2594732.00        | $1676761.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%   | 0.0000% | $489754.00         | $325209.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-05-20      | 5.0000%   | 0.0000% | $73870269.00       | $62385156.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 6.5000%   | 0.0000% | $138000.00         | $88103.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-04-20      | 5.5000%   | 0.0000% | $943065.00         | $731087.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-12-20      | 5.5000%   | 0.0000% | $71089000.00       | $61130816.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 6.5000%   | 0.0000% | $156505.00         | $103885.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 7.5000%   | 0.0000% | $14387598.00       | $15501043.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 4.5000%   | 0.0000% | $2596633.00        | $2433966.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 4.5000%   | 0.0000% | $235612.00         | $221438.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 5.5000%   | 0.0000% | $59392287.00       | $58685406.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 4.5000%   | 0.0000% | $1069.00           | $1007.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $68002.00          | $67483.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%   | 0.0000% | $22901385.00       | $23136562.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 4.0000%   | 0.0000% | $25167796.00       | $23061309.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 4.5000%   | 0.0000% | $2190797.00        | $2067343.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $4728322.00        | $4700408.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 3.5000%   | 0.0000% | $269999.00         | $240375.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.0000%   | 0.0000% | $2599696.00        | $2386002.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.5000%   | 0.0000% | $10871730.00       | $10279242.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.0000%   | 0.0000% | $28440896.00       | $27685727.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 5.5000%   | 0.0000% | $8269066.00        | $8240418.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 6.5000%   | 0.0000% | $1972892.00        | $2029619.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-15      | 5.0000%   | 0.0000% | $46592.00          | $3717.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-08-15      | 4.5000%   | 0.0000% | $92013.00          | $23100.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-05-15      | 5.0000%   | 0.0000% | $45698.00          | $295.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-09-15      | 5.0000%   | 0.0000% | $625000.00         | $8882.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-15      | 5.0000%   | 0.0000% | $1000000.00        | $13964.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-03-15      | 5.0000%   | 0.0000% | $415000.00         | $14281.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-15      | 5.0000%   | 0.0000% | $400000.00         | $27993.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-15      | 5.0000%   | 0.0000% | $283234.00         | $10608.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-03-15      | 5.0000%   | 0.0000% | $355000.00         | $11452.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-03-15      | 5.0000%   | 0.0000% | $330283.00         | $5271.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-07-15      | 4.0000%   | 0.0000% | $213066.00         | $130030.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-09-15      | 5.0000%   | 0.0000% | $410000.00         | $6942.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-04-20      | 3.0000%   | 0.0000% | $6971460.00        | $5269656.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 5.0000%   | 0.0000% | $218000.00         | $7750.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-10-15      | 5.0000%   | 0.0000% | $475000.00         | $7187.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-03-15      | 5.0000%   | 0.0000% | $730066.00         | $10736.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-11-15      | 5.0000%   | 0.0000% | $1030000.00        | $18583.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-12-15      | 5.0000%   | 0.0000% | $357000.00         | $8721.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 5.0000%   | 0.0000% | $1200000.00        | $17361.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-15      | 5.0000%   | 0.0000% | $380726.00         | $12186.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-12-15      | 5.0000%   | 0.0000% | $267988.00         | $8502.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-10-15      | 5.6000%   | 0.0000% | $17603089.00       | $1325975.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-09-15      | 5.0000%   | 0.0000% | $944731.00         | $12436.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-10-15      | 5.0000%   | 0.0000% | $470797.00         | $3257.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-06-15      | 5.0000%   | 0.0000% | $605919.00         | $8403.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-03-15      | 5.0000%   | 0.0000% | $1001190.00        | $18279.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-10-15      | 5.0000%   | 0.0000% | $239319.00         | $5370.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-04-15      | 5.0000%   | 0.0000% | $324058.00         | $3786.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-05-15      | 5.0000%   | 0.0000% | $643169.00         | $11648.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-04-15      | 5.0000%   | 0.0000% | $391079.00         | $2082.00           | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-28      | 0.0000%   | 0.0000% | $90918300.00       | $89033291.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-05      | 0.0000%   | 0.0000% | $991700.00         | $991351.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-20      | 0.0000%   | 0.0000% | $1000.00           | $998.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-03      | 0.0000%   | 0.0000% | $500.00            | $498.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-24      | 0.0000%   | 0.0000% | $1058000.00        | $1051559.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-07-31      | 0.0000%   | 0.0000% | $11155000.00       | $11077763.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-21      | 0.0000%   | 0.0000% | $535000.00         | $529974.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-08-28      | 0.0000%   | 0.0000% | $15703700.00       | $15542659.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-10      | 0.0000%   | 0.0000% | $321000.00         | $320700.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-10      | 0.0000%   | 0.0000% | $4116200.00        | $4112347.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-06-24      | 0.0000%   | 0.0000% | $8000.00           | $7979.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-10-09      | 0.0000%   | 0.0000% | $9700000.00        | $9554888.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-14      | 0.0000%   | 0.0000% | $11179200.00       | $10754815.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-09      | 0.0000%   | 0.0000% | $639000.00         | $631578.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-16      | 0.0000%   | 0.0000% | $662300.00         | $654076.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-09-23      | 0.0000%   | 0.0000% | $18100.00          | $17860.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 4.3750%   | 0.0000% | $750000.00         | $714341.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 0.7500%   | 0.0000% | $8464000.00        | $9147300.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-05-15      | 3.0000%   | 0.0000% | $26963100.00       | $19782930.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 3.0000%   | 0.0000% | $22976000.00       | $16882967.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 2.0000%   | 0.0000% | $17000000.00       | $9647192.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 2.2500%   | 0.0000% | $200.00            | $120.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 3.6250%   | 0.0000% | $61000.00          | $48768.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 4.7500%   | 0.0000% | $658100.00         | $639977.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 4.7500%   | 0.0000% | $20500000.00       | $20132417.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 4.6250%   | 0.0000% | $20000000.00       | $19062984.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-08-15      | 4.2500%   | 0.0000% | $108000.00         | $97889.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 4.1250%   | 0.0000% | $8000.00           | $7282.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-11-15      | 4.5000%   | 0.0000% | $487000.00         | $455464.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 4.6250%   | 0.0000% | $11000000.00       | $10586149.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 4.6250%   | 0.0000% | $12037000.00       | $11639855.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 4.7500%   | 0.0000% | $497100.00         | $491932.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-05-15      | 4.7500%   | 0.0000% | $16120000.00       | $15738200.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-02-15      | 2.7500%   | 0.0000% | $93000.00          | $91008.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-07-31      | 1.8750%   | 0.0000% | $3839800.00        | $3766090.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-08-31      | 1.3750%   | 0.0000% | $58200.00          | $56502.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-30      | 1.6250%   | 0.0000% | $11549000.00       | $11220084.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-11-15      | 1.7500%   | 0.0000% | $82000.00          | $74836.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-07-15      | 0.1250%   | 0.0000% | $17220000.00       | $20028186.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-08-15      | 0.6250%   | 0.0000% | $20000000.00       | $16877092.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-30      | 0.3750%   | 0.0000% | $100.00            | $98.00             | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-31      | 0.7500%   | 0.0000% | $44113500.00       | $42932736.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-05-15      | 1.6250%   | 0.0000% | $115000.00         | $100197.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-10-31      | 1.1250%   | 0.0000% | $137500.00         | $132153.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-11-30      | 1.5000%   | 0.0000% | $10200000.00       | $9479449.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-01-15      | 0.1250%   | 0.0000% | $108000.00         | $111766.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-15      | 1.8750%   | 0.0000% | $400.00            | $349.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-28      | 1.8750%   | 0.0000% | $6544400.00        | $6112951.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-28      | 1.8750%   | 0.0000% | $725500.00         | $703413.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-04-15      | 0.1250%   | 0.0000% | $2243600.00        | $2484521.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-06-30      | 3.2500%   | 0.0000% | $250000.00         | $250117.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-09-30      | 4.1250%   | 0.0000% | $26135600.00       | $26444949.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-02-28      | 4.0000%   | 0.0000% | $783000.00         | $791991.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2033-08-15      | 3.8750%   | 0.0000% | $1400.00           | $1376.00           | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-15      | 4.6250%   | 0.0000% | $5936000.00        | $6032921.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-09-30      | 4.6250%   | 0.0000% | $116400.00         | $119893.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-10-31      | 4.8750%   | 0.0000% | $7893100.00        | $8164995.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-30      | 4.8750%   | 0.0000% | $53939100.00       | $55371025.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-12-31      | 3.7500%   | 0.0000% | $1000000.00        | $1000481.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-01-31      | 4.0000%   | 0.0000% | $10300000.00       | $10461382.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-02-28      | 4.2500%   | 0.0000% | $908000.00         | $926005.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-28      | 4.2500%   | 0.0000% | $19543700.00       | $19967476.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-03-31      | 4.5000%   | 0.0000% | $5000000.00        | $5047820.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-04-30      | 4.6250%   | 0.0000% | $4499100.00        | $4642906.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-05-31      | 4.8750%   | 0.0000% | $25598200.00       | $26384758.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-06-15      | 4.6250%   | 0.0000% | $581000.00         | $601210.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-06-30      | 4.2500%   | 0.0000% | $425100.00         | $437490.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-07-15      | 1.8750%   | 0.0000% | $11050300.00       | $11227910.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-08-15      | 3.8750%   | 0.0000% | $20000000.00       | $19478232.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2031-08-31      | 3.7500%   | 0.0000% | $629900.00         | $622960.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-09-15      | 3.3750%   | 0.0000% | $27955900.00       | $27837706.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-09-30      | 3.5000%   | 0.0000% | $537300.00         | $536575.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-10-31      | 4.1250%   | 0.0000% | $200.00            | $202.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2034-11-15      | 4.2500%   | 0.0000% | $1255200.00        | $1244312.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-30      | 4.2500%   | 0.0000% | $11886300.00       | $12177791.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-12-31      | 4.3750%   | 0.0000% | $11298200.00       | $11694523.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2030-01-31      | 4.2500%   | 0.0000% | $189653100.00      | $194558666.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-01-31      | 4.1250%   | 0.0000% | $118643200.00      | $120507806.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-01-15      | 2.1250%   | 0.0000% | $35133600.00       | $36057379.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2027-02-28      | 4.1250%   | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-02-29      | 4.1250%   | 0.0000% | $7986500.00        | $8049101.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2032-04-30      | 4.0000%   | 0.0000% | $392200.00         | $389415.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2035-05-15      | 4.2500%   | 0.0000% | $1959700.00        | $1939516.00        | U.S. Treasuries (including strips)  |

### Security 276: ING FINANCIAL MARKETS LLC

- **C.1 - Title:** ING FINANCIAL MARKETS LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059954, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: TPR059954779156ING
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $166288627.00      | $134689302.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $224561150.00      | $129892476.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $122500000.00      | $117076361.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $137215232.00      | $115419322.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $75400727.00       | $73832035.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $43018930.00       | $41090504.00       | Agency Mortgage-Backed Securities |

### Security 277: HSBC SECURITIES (USA) INC.

- **C.1 - Title:** HSBC SECURITIES (USA) INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059957, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: TPR0599577791563HS
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION        | 2039-03-01      | 7.0000%   | 0.0000% | $569740.00         | $24869.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%   | 0.0000% | $202000.00         | $36154.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-03-01      | 4.5000%   | 0.0000% | $815000.00         | $28057.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2026-09-11      | 100.6410% | 0.0000% | $15000000.00       | $15248315.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 4.0000%   | 0.0000% | $5456624.00        | $234492.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-07-01      | 6.0000%   | 0.0000% | $8675000.00        | $41728.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-01-01      | 3.0000%   | 0.0000% | $100000.00         | $28626.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-09-01      | 4.0000%   | 0.0000% | $8380288.00        | $291191.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%   | 0.0000% | $4398312.00        | $1122436.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 3.5000%   | 0.0000% | $600000.00         | $78564.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-09-01      | 3.5000%   | 0.0000% | $2215000.00        | $157444.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%   | 0.0000% | $460000.00         | $116118.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2035-04-01      | 3.5000%   | 0.0000% | $102000.00         | $33666.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-11-01      | 2.0000%   | 0.0000% | $220000.00         | $53208.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%   | 0.0000% | $246000.00         | $85882.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%   | 0.0000% | $89000.00          | $46994.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-05-01      | 2.0000%   | 0.0000% | $48000.00          | $25846.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $480000.00         | $342266.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 4.0000%   | 0.0000% | $54000.00          | $41551.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-03-01      | 5.5000%   | 0.0000% | $222000.00         | $199817.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 7.0000%   | 0.0000% | $544560.00         | $483469.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%   | 0.0000% | $440000.00         | $418258.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%   | 0.0000% | $900000.00         | $312059.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-02-01      | 2.5000%   | 0.0000% | $46001.00          | $21765.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-11-01      | 2.0000%   | 0.0000% | $46000.00          | $29043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%   | 0.0000% | $48000.00          | $34933.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 4.5000%   | 0.0000% | $6000.00           | $5049.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $395043.00         | $305956.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-11-01      | 6.0000%   | 0.0000% | $270000.00         | $252708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%   | 0.0000% | $700000.00         | $99448.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-09-01      | 2.5000%   | 0.0000% | $413152.00         | $48111.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.0000%   | 0.0000% | $455000.00         | $85296.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-12-01      | 3.0000%   | 0.0000% | $2200000.00        | $406440.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-03-01      | 3.0000%   | 0.0000% | $925000.00         | $255155.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.5000%   | 0.0000% | $68990.00          | $36068.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-09-01      | 3.0000%   | 0.0000% | $98000.00          | $59709.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 3.5000%   | 0.0000% | $9000.00           | $7445.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 4.0000%   | 0.0000% | $3060340.00        | $2127137.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-08-01      | 5.0000%   | 0.0000% | $3206048.00        | $2649663.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-09-01      | 5.0000%   | 0.0000% | $2647260.00        | $2015816.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $6162140.00        | $4915322.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-10-01      | 5.0000%   | 0.0000% | $2736004.00        | $2352026.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-11-01      | 5.0000%   | 0.0000% | $362606.00         | $300135.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-04-01      | 5.0000%   | 0.0000% | $1046036.00        | $886295.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 5.0000%   | 0.0000% | $3235680.00        | $2825057.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 4.5000%   | 0.0000% | $1843896.00        | $1605434.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-08-01      | 6.0000%   | 0.0000% | $2628400.00        | $2460754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $4486288.00        | $4601215.00        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-11-21      | 4.0700%   | 0.0000% | $2374000.00        | $2252787.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-08-13      | 1.9500%   | 0.0000% | $27404000.00       | $17948547.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2042-04-04      | 4.0000%   | 0.0000% | $1656000.00        | $1408837.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%   | 0.0000% | $4852000.00        | $4556081.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-09-01      | 2.5000%   | 0.0000% | $101000.00         | $40207.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-09-01      | 4.0000%   | 0.0000% | $178000.00         | $45235.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-11-01      | 2.0000%   | 0.0000% | $3101052.00        | $1858629.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-07-01      | 3.0000%   | 0.0000% | $306000.00         | $186275.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-01-01      | 3.5000%   | 0.0000% | $250000.00         | $161209.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-02-01      | 3.0000%   | 0.0000% | $380143.00         | $258706.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-05-01      | 3.5000%   | 0.0000% | $458750.00         | $311836.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-01-01      | 6.0000%   | 0.0000% | $5606384.00        | $4821958.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-08-01      | 5.0000%   | 0.0000% | $4667392.00        | $4044949.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-05-01      | 2.0000%   | 0.0000% | $55000.00          | $36691.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 3.5000%   | 0.0000% | $1917460.00        | $1740489.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-02-01      | 7.0000%   | 0.0000% | $1224354.00        | $1202344.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 7.0000%   | 0.0000% | $2976900.00        | $3123509.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-05-01      | 6.0000%   | 0.0000% | $697000.00         | $628783.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%   | 0.0000% | $1415530.00        | $1379688.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%   | 0.0000% | $500000.00         | $454488.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-09-23      | 0.3750%   | 0.0000% | $3334000.00        | $3295525.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-05-01      | 4.5000%   | 0.0000% | $558866.00         | $55193.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-12-01      | 4.0000%   | 0.0000% | $187838.00         | $27633.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-01-01      | 3.0000%   | 0.0000% | $3292512.00        | $54151.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-05-01      | 3.5000%   | 0.0000% | $104158848.00      | $14864657.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-08-01      | 3.5000%   | 0.0000% | $220003.00         | $38152.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-10-01      | 3.0000%   | 0.0000% | $593607.00         | $157568.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.5000%   | 0.0000% | $197000.00         | $29594.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 3.5000%   | 0.0000% | $285000.00         | $46635.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%   | 0.0000% | $621000.00         | $125972.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-11-01      | 3.0000%   | 0.0000% | $2221780.00        | $390151.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-02-01      | 3.0000%   | 0.0000% | $93149.00          | $31624.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-05-01      | 4.0000%   | 0.0000% | $45003.00          | $7792.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.5000%   | 0.0000% | $294216192.00      | $33247668.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.0000%   | 0.0000% | $910000.00         | $129558.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-09-01      | 2.5000%   | 0.0000% | $1030000.00        | $59239.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-11-01      | 6.5000%   | 0.0000% | $3379128.00        | $2625197.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-03-01      | 6.0000%   | 0.0000% | $1006330.00        | $831041.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-04-01      | 7.0000%   | 0.0000% | $1110000.00        | $858545.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-10-01      | 6.5000%   | 0.0000% | $5037.00           | $5187.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.5000%   | 0.0000% | $1423636.00        | $1486968.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-06-01      | 6.0000%   | 0.0000% | $685453.00         | $692506.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%   | 0.0000% | $137065.00         | $129530.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 7.0000%   | 0.0000% | $1128692.00        | $1182856.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 6.5000%   | 0.0000% | $2122412.00        | $2174138.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $5145808.00        | $5216908.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.5000%   | 0.0000% | $1326198.00        | $1379344.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $3211340.00        | $3070682.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $2831280.00        | $2875946.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 6.0000%   | 0.0000% | $3294600.00        | $3363990.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-07-01      | 3.0000%   | 0.0000% | $1500000.00        | $193576.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-03-01      | 3.5000%   | 0.0000% | $4993860.00        | $1516660.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-06-01      | 4.0000%   | 0.0000% | $386335744.00      | $43376152.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2046-08-01      | 4.0000%   | 0.0000% | $140000.00         | $27309.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-03-01      | 3.5000%   | 0.0000% | $210001.00         | $65712.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2057-02-01      | 3.5000%   | 0.0000% | $344555.00         | $102834.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 4.5000%   | 0.0000% | $117000.00         | $34458.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-07-01      | 4.0000%   | 0.0000% | $15409392.00       | $3397607.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 5.0000%   | 0.0000% | $159197.00         | $26433.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-01-01      | 3.0000%   | 0.0000% | $1005000.00        | $142514.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-12-01      | 3.5000%   | 0.0000% | $224000.00         | $38072.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2047-11-01      | 4.5000%   | 0.0000% | $966000.00         | $122498.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-03-01      | 3.5000%   | 0.0000% | $51001.00          | $13394.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.0000%   | 0.0000% | $970000.00         | $168566.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-04-01      | 4.5000%   | 0.0000% | $575000.00         | $176350.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 3.0000%   | 0.0000% | $770000.00         | $180412.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.5000%   | 0.0000% | $400000.00         | $79063.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 3.5000%   | 0.0000% | $130000.00         | $21824.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.5000%   | 0.0000% | $100000.00         | $28676.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-09-01      | 2.0000%   | 0.0000% | $166054.00         | $77561.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.0000%   | 0.0000% | $381000.00         | $120466.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%   | 0.0000% | $117000.00         | $46431.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-08-01      | 6.5000%   | 0.0000% | $2535740.00        | $1958695.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 6.0000%   | 0.0000% | $29000.00          | $25308.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $47000.00          | $33964.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $77908.00          | $53064.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $33000.00          | $25579.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $67764.00          | $45504.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $1314384.00        | $975373.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-08-01      | 5.0000%   | 0.0000% | $156000.00         | $108773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%   | 0.0000% | $110250.00         | $75254.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 6.0000%   | 0.0000% | $1308282.00        | $1310258.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 6.0000%   | 0.0000% | $1201018.00        | $1040893.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-03-01      | 5.5000%   | 0.0000% | $3051660.00        | $1657915.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%   | 0.0000% | $2871612.00        | $2130251.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%   | 0.0000% | $1772444.00        | $1333889.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 6.0000%   | 0.0000% | $1002580.00        | $996108.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.5000%   | 0.0000% | $1930302.00        | $1590653.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-11-01      | 5.0000%   | 0.0000% | $470000.00         | $53615.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 3.5000%   | 0.0000% | $221048576.00      | $19417613.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.5000%   | 0.0000% | $42994.00          | $17827.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 4.0000%   | 0.0000% | $3703680.00        | $1255607.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 4.5000%   | 0.0000% | $4791752.00        | $1339346.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.0000%   | 0.0000% | $400000.00         | $225210.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-12-01      | 2.5000%   | 0.0000% | $860779.00         | $429646.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 2.0000%   | 0.0000% | $54638.00          | $35879.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-01-01      | 4.0000%   | 0.0000% | $5949760.00        | $1817860.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 1.5000%   | 0.0000% | $99422.00          | $47683.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 2.0000%   | 0.0000% | $200755.00         | $104109.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-05-01      | 1.5000%   | 0.0000% | $152676.00         | $78529.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 3.0000%   | 0.0000% | $1000000.00        | $604438.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.0000%   | 0.0000% | $500000.00         | $363288.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 3.5000%   | 0.0000% | $42000.00          | $28926.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 3.5000%   | 0.0000% | $50000.00          | $37445.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-07-01      | 4.5000%   | 0.0000% | $110000.00         | $94510.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-10-01      | 4.0000%   | 0.0000% | $147000.00         | $128025.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-01-01      | 6.0000%   | 0.0000% | $1948480.00        | $1800537.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 4.5000%   | 0.0000% | $13069380.00       | $10968369.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-07-01      | 5.5000%   | 0.0000% | $190000.00         | $171413.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%   | 0.0000% | $7287352.00        | $7174897.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.5000%   | 0.0000% | $1087226.00        | $1052474.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.5000%   | 0.0000% | $60000.00          | $58410.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-10-01      | 3.5000%   | 0.0000% | $2523408.00        | $2468818.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 4.5000%   | 0.0000% | $288122.00         | $279742.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $1726092.00        | $1744235.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 5.0000%   | 0.0000% | $3840940.00        | $3737070.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $1388410.00        | $1352852.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-04-01      | 4.0000%   | 0.0000% | $1506000.00        | $178295.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%   | 0.0000% | $2300000.00        | $292890.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-04-01      | 3.0000%   | 0.0000% | $1318678.00        | $381092.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-06-01      | 4.0000%   | 0.0000% | $300000.00         | $51614.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%   | 0.0000% | $335000.00         | $102958.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-07-01      | 4.0000%   | 0.0000% | $41139136.00       | $11792082.00       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-02-01      | 3.0000%   | 0.0000% | $1500000.00        | $295656.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-04-01      | 3.5000%   | 0.0000% | $42995.00          | $16947.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-10-01      | 3.5000%   | 0.0000% | $416250.00         | $168523.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-09-01      | 5.0000%   | 0.0000% | $1299990.00        | $407238.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.0000%   | 0.0000% | $463155.00         | $263314.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-02-01      | 2.5000%   | 0.0000% | $1000000.00        | $505460.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-03-01      | 4.0000%   | 0.0000% | $33000.00          | $11058.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-06-01      | 3.0000%   | 0.0000% | $880000.00         | $564976.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 3.5000%   | 0.0000% | $28023.00          | $11333.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-09-01      | 1.5000%   | 0.0000% | $1063000.00        | $635333.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%   | 0.0000% | $808000.00         | $460104.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.0000%   | 0.0000% | $99000.00          | $58386.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%   | 0.0000% | $825000.00         | $514320.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 2.5000%   | 0.0000% | $1002000.00        | $657129.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $203000.00         | $126015.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.0000%   | 0.0000% | $504484.00         | $311856.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 2.5000%   | 0.0000% | $1100000.00        | $687515.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-11-01      | 2.5000%   | 0.0000% | $202000.00         | $122598.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $1503000.00        | $964793.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $100000.00         | $66489.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $783000.00         | $510472.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $449511.00         | $329097.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $199956.00         | $142749.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $200000.00         | $138306.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 3.0000%   | 0.0000% | $500000.00         | $332295.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-04-01      | 3.5000%   | 0.0000% | $300000.00         | $207285.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%   | 0.0000% | $686500.00         | $534599.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-09-01      | 2.5000%   | 0.0000% | $113000.00         | $73537.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%   | 0.0000% | $8831328.00        | $7440895.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%   | 0.0000% | $1173184.00        | $975876.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-06-01      | 5.0000%   | 0.0000% | $600000.00         | $520555.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.5000%   | 0.0000% | $41000.00          | $29414.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.0000%   | 0.0000% | $70000.00          | $53258.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 6.0000%   | 0.0000% | $150000.00         | $126402.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-09-01      | 5.0000%   | 0.0000% | $2000000.00        | $1803089.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-06-01      | 3.0000%   | 0.0000% | $100000.00         | $78546.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%   | 0.0000% | $100000.00         | $92855.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-08-01      | 5.0000%   | 0.0000% | $200000.00         | $162458.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.5000%   | 0.0000% | $45000.00          | $44930.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 5.5000%   | 0.0000% | $1710288.00        | $1638797.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%   | 0.0000% | $47375.00          | $46320.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-06-01      | 3.0000%   | 0.0000% | $500000.00         | $77682.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-06-01      | 4.0000%   | 0.0000% | $940000.00         | $125587.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-12-01      | 5.5000%   | 0.0000% | $6002070.00        | $38298.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 4.5000%   | 0.0000% | $1985000.00        | $38612.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-07-01      | 4.5000%   | 0.0000% | $3275000.00        | $207008.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.0000%   | 0.0000% | $1500000.00        | $277974.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-11-01      | 3.5000%   | 0.0000% | $6973840.00        | $1028451.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-06-01      | 4.0000%   | 0.0000% | $200000.00         | $26458.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-06-01      | 5.0000%   | 0.0000% | $18091904.00       | $818788.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-10-01      | 4.5000%   | 0.0000% | $568808.00         | $33319.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-01-01      | 5.0000%   | 0.0000% | $9668288.00        | $306639.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2042-10-01      | 3.0000%   | 0.0000% | $1615000.00        | $184734.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2033-04-01      | 3.0000%   | 0.0000% | $1522000.00        | $179649.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-04-01      | 3.0000%   | 0.0000% | $1090000.00        | $186666.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-12-01      | 4.0000%   | 0.0000% | $10297696.00       | $2081851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-11-01      | 2.0000%   | 0.0000% | $750000.00         | $135045.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-04-01      | 3.5000%   | 0.0000% | $6083000.00        | $937775.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2032-09-01      | 3.0000%   | 0.0000% | $800000.00         | $103913.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-03-01      | 3.5000%   | 0.0000% | $4032600.00        | $592103.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-08-01      | 4.0000%   | 0.0000% | $888262.00         | $50133.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-07-01      | 2.5000%   | 0.0000% | $427004.00         | $249305.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 2.5000%   | 0.0000% | $50000.00          | $30372.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-12-01      | 3.0000%   | 0.0000% | $434153.00         | $265356.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2049-08-01      | 5.0000%   | 0.0000% | $1416928.00        | $144090.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-09-01      | 4.0000%   | 0.0000% | $8430000.00        | $276258.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-11-01      | 1.5000%   | 0.0000% | $500000.00         | $232581.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-12-01      | 2.5000%   | 0.0000% | $57000.00          | $25889.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-03-01      | 2.0000%   | 0.0000% | $118668.00         | $60918.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-05-01      | 2.5000%   | 0.0000% | $66000.00          | $36543.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-02-01      | 5.5000%   | 0.0000% | $6000.00           | $5257.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 2.5000%   | 0.0000% | $552040.00         | $358194.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-02-01      | 2.5000%   | 0.0000% | $79000.00          | $52004.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 2.5000%   | 0.0000% | $19000.00          | $13167.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 3.0000%   | 0.0000% | $263622.00         | $167718.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.0000%   | 0.0000% | $41000.00          | $31200.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 3.5000%   | 0.0000% | $43000.00          | $33119.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-10-01      | 4.5000%   | 0.0000% | $129008.00         | $100517.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 4.0000%   | 0.0000% | $55000.00          | $36776.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 3.5000%   | 0.0000% | $11002.00          | $8635.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-12-01      | 5.5000%   | 0.0000% | $49002.00          | $39160.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 4.5000%   | 0.0000% | $31000.00          | $25731.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.0000%   | 0.0000% | $112000.00         | $93091.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-05-01      | 5.5000%   | 0.0000% | $249028.00         | $203518.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 3.5000%   | 0.0000% | $1139000.00        | $905899.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 5.5000%   | 0.0000% | $139000.00         | $95360.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-08-01      | 5.5000%   | 0.0000% | $17446.00          | $16234.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 5.0000%   | 0.0000% | $310000.00         | $289467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-09-01      | 6.0000%   | 0.0000% | $184135.00         | $167657.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 5.0000%   | 0.0000% | $52000.00          | $48972.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 6.0000%   | 0.0000% | $45000.00          | $43139.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 5.0000%   | 0.0000% | $833578.00         | $788062.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-01-01      | 4.0000%   | 0.0000% | $566278.00         | $524830.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-05-01      | 5.5000%   | 0.0000% | $221004.00         | $219708.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2045-06-01      | 6.0000%   | 0.0000% | $355500.00         | $362663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-04-01      | 5.5000%   | 0.0000% | $106300000.00      | $3333219.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-09-01      | 5.5000%   | 0.0000% | $8413216.00        | $143785.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-11-01      | 5.5000%   | 0.0000% | $3499000.00        | $72607.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-06-01      | 5.0000%   | 0.0000% | $5665000.00        | $189427.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.5000%   | 0.0000% | $3120000.00        | $112156.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.0000%   | 0.0000% | $1424706.00        | $1346299.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 5.5000%   | 0.0000% | $6439864.00        | $6391659.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 6.5000%   | 0.0000% | $1119434.00        | $1030125.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%   | 0.0000% | $550868.00         | $559504.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 7.0000%   | 0.0000% | $1156704.00        | $1223318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $216712.00         | $221116.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 7.0000%   | 0.0000% | $1335934.00        | $1319073.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $178243.00         | $181987.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $1274614.00        | $1333851.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%   | 0.0000% | $2429388.00        | $2477052.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.0000%   | 0.0000% | $169249.00         | $172683.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%   | 0.0000% | $1163710.00        | $1216995.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-03-01      | 6.5000%   | 0.0000% | $2028864.00        | $2023561.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $15198112.00       | $15388151.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $426540.00         | $435224.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $1303094.00        | $1330606.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $1164066.00        | $1166763.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $1215732.00        | $1249340.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.5000%   | 0.0000% | $1330670.00        | $1328609.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%   | 0.0000% | $2566832.00        | $2562318.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.5000%   | 0.0000% | $741804.00         | $740773.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 5.0000%   | 0.0000% | $1089124.00        | $1069389.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 6.0000%   | 0.0000% | $162832.00         | $165897.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-06-01      | 5.0000%   | 0.0000% | $1992808.00        | $1944189.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%   | 0.0000% | $171164.00         | $172209.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%   | 0.0000% | $39300.00          | $36502.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.0000%   | 0.0000% | $13673248.00       | $13803128.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-02-01      | 6.5000%   | 0.0000% | $5957112.00        | $6046894.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.5000%   | 0.0000% | $13019792.00       | $12191385.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 5.5000%   | 0.0000% | $4855560.00        | $4564242.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.5000%   | 0.0000% | $1205408.00        | $1154635.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 4.5000%   | 0.0000% | $10000.00          | $9432.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.5000%   | 0.0000% | $1095538.00        | $1150799.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-04-20      | 4.0000%   | 0.0000% | $1367747.00        | $74168.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-09-20      | 3.5000%   | 0.0000% | $301000.00         | $36411.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 3.5000%   | 0.0000% | $50000.00          | $6169.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 4.0000%   | 0.0000% | $377980.00         | $37274.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-11-20      | 6.0000%   | 0.0000% | $126000.00         | $22339.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-01-20      | 3.0000%   | 0.0000% | $4633000.00        | $1738733.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-06-20      | 3.0000%   | 0.0000% | $29000.00          | $20124.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 3.0000%   | 0.0000% | $3795404.00        | $1735929.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-11-20      | 4.5000%   | 0.0000% | $233968.00         | $149106.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-12-20      | 5.5000%   | 0.0000% | $909000.00         | $669122.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 5.5000%   | 0.0000% | $16289792.00       | $13825558.00       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 5.0000%   | 0.0000% | $270997.00         | $249216.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-02-20      | 5.0000%   | 0.0000% | $1109002.00        | $129061.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 5.0000%   | 0.0000% | $90000.00          | $44129.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-08-20      | 3.5000%   | 0.0000% | $10796320.00       | $3122820.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-01-20      | 6.5000%   | 0.0000% | $1757576.00        | $1828448.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-04-20      | 7.5000%   | 0.0000% | $2470364.00        | $2615552.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 5.5000%   | 0.0000% | $3349900.00        | $3344051.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $10053.00          | $10461.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $1364738.00        | $1393435.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.0000%   | 0.0000% | $3676572.00        | $3753983.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.5000%   | 0.0000% | $4359200.00        | $4629897.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $5979.00           | $5993.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 5.5000%   | 0.0000% | $2459880.00        | $2457843.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-04-20      | 6.5000%   | 0.0000% | $2413536.00        | $2495116.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $1372464.00        | $1416667.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-02-20      | 6.5000%   | 0.0000% | $2236156.00        | $2304996.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-03-20      | 6.0000%   | 0.0000% | $2596316.00        | $2654962.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-07-20      | 6.0000%   | 0.0000% | $2782180.00        | $121949.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-09-15      | 4.0000%   | 0.0000% | $1000000.00        | $89035.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-10-15      | 4.0000%   | 0.0000% | $2210884.00        | $279010.00         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 2.5000%   | 0.0000% | $12001.00          | $7370.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 3.0000%   | 0.0000% | $2699812.00        | $1706091.00        | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 5.0000%   | 0.0000% | $7001.00           | $5562.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-09-15      | 3.5000%   | 0.0000% | $20696.00          | $6074.00           | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority                    | 2037-01-15      | 0.0000%   | 0.0000% | $1000000.00        | $563338.00         | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%   | 0.0000% | $8916000.00        | $2646893.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 3.0000%   | 0.0000% | $75405200.00       | $56582390.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 3.8750%   | 0.0000% | $81643800.00       | $72579346.00       | U.S. Treasuries (including strips)  |

### Security 278: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059959, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0599597791564RO
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION | 2053-03-01      | 6.5000%  | 0.0000% | $23839899.00       | $19866548.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $17652986.00       | $17326345.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | 0.0000% | $86322577.00       | $65522887.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $19444000.00       | $18956425.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $209965066.00      | $167358111.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $22293300.00       | $18377842.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $375612792.00      | $29213749.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $437613904.00      | $54127868.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $499906969.00      | $110997170.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $62755791.00       | $31103161.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $39012613.00       | $20368462.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $228681115.00      | $131012408.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $24983969.00       | $13169968.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $247875349.00      | $130025100.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $236553337.00      | $129600372.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $156818418.00      | $84195053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $17914841.00       | $9516138.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $20547796.00       | $11697926.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $29697015.00       | $18138464.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $118550308.00      | $117562286.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $23981991.00       | $23013233.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $70687866.00       | $57300254.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $29132342.00       | $18955443.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.0000%  | 0.0000% | $13772892.00       | $11153649.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $2460416.00        | $1619653.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $861.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $19530532.00       | $18395677.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $6830709.00        | $6807516.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $207831128.00      | $194617433.00      | Agency Mortgage-Backed Securities |

### Security 279: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05995D, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR05995D7791563DE
- **C.18 - Value (incl. sponsor support):** $2030000000.00
- **C.18.a - Value (excl. sponsor support):** $2030000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $210614900.00      | $207810107.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $213571800.00      | $215999534.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $175000000.00      | $178166720.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $218997100.00      | $205902317.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $180246300.00      | $183720473.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $157490600.00      | $157348650.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $177368600.00      | $179628683.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $198743600.00      | $200093761.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $188907700.00      | $186531071.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $206287700.00      | $213946422.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $55385000.00       | $57020923.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $83882900.00       | $84431358.00       | U.S. Treasuries (including strips) |

### Security 280: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05995E, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR05995E7791566CR
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $59050950.00       | $45000000.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | 0.0000% | $48187215.00       | $44999999.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $19447643.00       | $14580816.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $30479762.00       | $24419188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $49789726.00       | $44999999.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | 0.0000% | $54407769.00       | $45000000.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $43876064.00       | $44999999.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | 0.0000% | $52707378.00       | $44999999.00       | Agency Mortgage-Backed Securities |

### Security 281: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05995F, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05995F779156ICG
- **C.18 - Value (incl. sponsor support):** $1600000000.00
- **C.18.a - Value (excl. sponsor support):** $1600000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2054-07-20      | 7.0000%  | 0.0000% | $102950337.00      | $67316133.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $18902349.00       | $11311729.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $71365259.00       | $61621376.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $41830237.00       | $31202471.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $33154606.00       | $26687369.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $11499000.00       | $10574766.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $78076788.00       | $70925489.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $9632341.00        | $7787487.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $525000.00         | $348483.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $113948041.00      | $64092732.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 2.5000%  | 0.0000% | $198189.00         | $152696.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.0000%  | 0.0000% | $3979.00           | $2994.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $9282140.00        | $8672320.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $4473921.00        | $3922066.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $202473466.00      | $145437308.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $126040676.00      | $74010957.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 2.5000%  | 0.0000% | $773524.00         | $583860.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 3.5000%  | 0.0000% | $9291494.00        | $7635141.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $128497.00         | $120748.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $92122908.00       | $80471109.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $267468805.00      | $195056442.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $421258372.00      | $245548613.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $468303.00         | $292500.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1055879.00        | $1037455.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1216754.00        | $1233047.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $277864.00         | $291386.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $236905.00         | $246095.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $4984029.00        | $4397686.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $6144942.00        | $4889572.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1791368.00        | $1452044.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $5920596.00        | $6089253.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $2582641.00        | $2496898.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $191513.00         | $202275.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $635779.00         | $441247.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2734937.00        | $2873066.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1805032.00        | $1893922.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1015961.00        | $1039633.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1038888.00        | $1060582.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1204360.00        | $401603.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1033942.00        | $1056425.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2369124.00        | $2286923.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $280431.00         | $285801.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1000.00           | $944.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1123618.00        | $1234129.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1214759.00        | $1047164.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $4887059.00        | $4564073.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4959007.00        | $3856126.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $734416.00         | $604039.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $1381077.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1965247.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1741720.00        | $1755053.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2946365.00        | $2553936.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1855294.00        | $1719601.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $6162713.00        | $5382248.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1604694.00        | $1196776.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1763456.00        | $1796167.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $898815.00         | $569634.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1233971.00        | $1130788.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1177286.00        | $858520.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1085137.00        | $1141146.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $97960.00          | $98809.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1578549.00        | $1614501.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7083440.00        | $7391505.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1108624.00        | $1162806.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2035061.00        | $1557680.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1298182.00        | $1249826.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1112119.00        | $286176.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1061948.00        | $922778.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1051966.00        | $1094778.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $225527.00         | $150243.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1625074.00        | $1612706.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2222914.00        | $1991768.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1238916.00        | $1124305.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $95125.00          | $81367.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1181457.00        | $871221.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $185661.00         | $182350.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $411813.00         | $204020.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1002347.00        | $1022019.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $309481.00         | $323690.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1081325.00        | $788299.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $375220.00         | $381666.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1325091.00        | $1007428.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1810053.00        | $1846189.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1440422.00        | $1384308.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $3275705.00        | $3045179.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1157506.00        | $786050.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $2504154.00        | $2433446.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $4101486.00        | $1497848.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1408644.00        | $770298.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $8776540.00        | $8975939.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $5410169.00        | $5316752.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $116043.00         | $105186.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $2247329.00        | $2154626.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1264542.00        | $1314930.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1067880.00        | $1089937.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1191543.00        | $1247890.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $1626205.00        | $1708051.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1545066.00        | $1222709.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $1200699.00        | $1154846.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $1423138.00        | $1368355.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2307032.00        | $2347454.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $2477886.00        | $2683311.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1977652.00        | $1781575.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1108956.00        | $1166803.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $4901313.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1149340.00        | $1038918.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1341471.00        | $1237231.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $2453881.00        | $2581811.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $237465.00         | $160594.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1355565.00        | $1287505.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1221605.00        | $884371.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $821264.00         | $445617.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $869688.00         | $810799.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $96613.00          | $92103.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1722641.00        | $245641.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5507464.00        | $5591951.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $58845.00          | $56608.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2061323.00        | $1697321.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7078817.00        | $3365157.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2847150.00        | $2730426.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $755664.00         | $283908.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $195513.00         | $199244.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1141932.00        | $1193209.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $1262167.00        | $1173433.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 8.0000%  | 0.0000% | $1094614.00        | $672195.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 8.0000%  | 0.0000% | $1210566.00        | $1088626.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1263465.00        | $1308721.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1076645.00        | $1098202.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $1048480.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1016277.00        | $324891.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $937632.00         | $954977.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $226367.00         | $197069.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1026938.00        | $923478.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1327098.00        | $1393436.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1081934.00        | $943041.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1452717.00        | $949682.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $310984.00         | $286719.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1131649.00        | $1189353.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2869133.00        | $2746132.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $2284908.00        | $2419286.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $3327015.00        | $3522612.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $193535.00         | $188874.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.5000%  | 0.0000% | $165359.00         | $175090.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1219393.00        | $968458.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1475284.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1293969.00        | $647850.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1237646.00        | $1111208.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $3078093.00        | $145775.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $3044145.00        | $844475.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $743063.00         | $587915.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $500000.00         | $451823.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $20000000.00       | $17176455.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $25702941.00       | $23164995.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $70267797.00       | $65876840.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $48509600.00       | $40601799.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $25333686.00       | $22829426.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $63378284.00       | $59048841.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $73865828.00       | $67178879.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $31048759.00       | $27754845.00       | Agency Mortgage-Backed Securities |

### Security 282: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** WELLS FARGO SECURITIES, LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059961, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR059961779156WEL
- **C.18 - Value (incl. sponsor support):** $3700000000.00
- **C.18.a - Value (excl. sponsor support):** $3700000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2043-01-20      | 3.0000%  | 0.0000% | $1988969.00        | $390371.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.0000%  | 0.0000% | $2030000.00        | $341622.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $400000.00         | $32641.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $82645732.00       | $9275975.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-20      | 3.5000%  | 0.0000% | $3114160.00        | $214292.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2182.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $15307.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $109095.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $13000000.00       | $1141304.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $51054.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 3.5000%  | 0.0000% | $45837000.00       | $3441611.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 5.5000%  | 0.0000% | $280000.00         | $12910.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.5000%  | 0.0000% | $46831356.00       | $3374993.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.0000%  | 0.0000% | $960326.00         | $113750.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $437529.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 5.5000%  | 0.0000% | $930000.00         | $97889.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 5.5000%  | 0.0000% | $225000.00         | $21906.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $104000.00         | $8596.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $61776293.00       | $6840030.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $247646000.00      | $24898785.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1364246.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $124274489.00      | $13235123.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $276381874.00      | $30190320.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $3034945.00        | $519737.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 2.5000%  | 0.0000% | $2575000.00        | $447532.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $21851501.00       | $3062193.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $34964532.00       | $4952251.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $25000.00          | $2373.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 5.0000%  | 0.0000% | $1044000.00        | $101114.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $43216401.00       | $5332334.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $7100278.00        | $896734.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $77934211.00       | $9771986.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1959662.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $42179.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $700000.00         | $54960.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $36244.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 6.0000%  | 0.0000% | $75000.00          | $18112.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $17844178.00       | $1413113.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-10-20      | 3.5000%  | 0.0000% | $410251020.00      | $44936398.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $220830554.00      | $15230049.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.0000%  | 0.0000% | $269417.00         | $26742.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 3.0000%  | 0.0000% | $4727895.00        | $907920.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-03-20      | 4.5000%  | 0.0000% | $346149.00         | $79825.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2729.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $50050000.00       | $8433328.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $1057719.00        | $137976.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $189000.00         | $72720.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $500000.00         | $69356.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 6.0000%  | 0.0000% | $51000.00          | $12919.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 2.5000%  | 0.0000% | $528212.00         | $167666.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $192198076.00      | $84280644.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $10600000.00       | $2660790.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.0000%  | 0.0000% | $277000.00         | $69375.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $35043.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $467738.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 2.5000%  | 0.0000% | $4800000.00        | $1752778.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $14075093.00       | $3652209.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $150099.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $407489902.00      | $263237864.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $13308658.00       | $8775362.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $150759640.00      | $111218796.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 2.0000%  | 0.0000% | $35000.00          | $16076.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 6.0000%  | 0.0000% | $70000.00          | $25367.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $10144601.00       | $3775329.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $25000.00          | $13927.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 6.0000%  | 0.0000% | $165246.00         | $59158.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $536314393.00      | $333173256.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $165000.00         | $81752.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $890000.00         | $547507.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $12314035.00       | $7782630.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 1.5000%  | 0.0000% | $135401.00         | $84387.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 4.0000%  | 0.0000% | $364841.00         | $206678.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $810633.00         | $553822.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $3200000.00        | $2411658.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $86340.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $5241355.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 1.5000%  | 0.0000% | $461181.00         | $330115.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $7348604.00        | $5503884.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $17000000.00       | $13831355.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1179000.00        | $899411.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.0000%  | 0.0000% | $700000.00         | $560019.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $24308155.00       | $20079361.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $77074315.00       | $53877064.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 3.0000%  | 0.0000% | $176339.00         | $154158.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.0000%  | 0.0000% | $575000.00         | $532794.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $11850705.00       | $10549390.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $964350.00         | $829028.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.0000%  | 0.0000% | $3892633.00        | $2934669.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 3.5000%  | 0.0000% | $60000.00          | $43712.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 3.5000%  | 0.0000% | $1784555.00        | $1345418.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $331306.00         | $273487.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-02-20      | 3.5000%  | 0.0000% | $143992.00         | $120969.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $1369832.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $200000.00         | $109948.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 2.5000%  | 0.0000% | $144439.00         | $106935.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 4.0000%  | 0.0000% | $290719.00         | $262074.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $252000.00         | $187975.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.0000%  | 0.0000% | $395921.00         | $351872.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $420002.00         | $134649.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $396304.00         | $116878.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $1639430.00        | $561056.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $19975.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $1586162.00        | $519170.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 4.0000%  | 0.0000% | $1552916.00        | $466069.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $613954.00         | $144936.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $858784.00         | $224507.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $250000.00         | $242388.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $630521.00         | $219839.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $15428073.00       | $2319036.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1499229.00        | $504944.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $10097215.00       | $567273.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 4.5000%  | 0.0000% | $9938655.00        | $1204964.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $6984.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $14630486.00       | $6419134.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $150000.00         | $62755.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1540000.00        | $362597.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $110796.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1193538.00        | $675208.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $2874513.00        | $589886.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $936732.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $382735.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $500000.00         | $279343.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $656154.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40000.00          | $26545.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $5948244.00        | $4409750.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $30000.00          | $20424.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1245354.00        | $768464.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $5008548.00        | $3322605.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3333.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1377256.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1765422.00        | $1591459.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1897522.00        | $1138539.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $3166352.00        | $1791506.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16059.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 4.0000%  | 0.0000% | $41882757.00       | $37748799.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 4.0000%  | 0.0000% | $30000000.00       | $27066018.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $107783.00         | $103112.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1326679.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4339148.00        | $196797.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.5000%  | 0.0000% | $50000.00          | $48407.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $375840.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $182576.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.5000%  | 0.0000% | $3130276.00        | $2364927.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $1103718.00        | $613810.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1385890.00        | $952351.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 6.5000%  | 0.0000% | $4054449.00        | $3630571.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2485083.00        | $1993489.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $1099832.00        | $1033960.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $3771981.00        | $3444237.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2221242.00        | $2108660.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1491764.00        | $1456662.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1562605.00        | $412993.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $4782893.00        | $3886990.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2906328.00        | $2768210.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5105508.00        | $4064090.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $8026782.00        | $7011674.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $3045771.00        | $2560175.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $10079932.00       | $7068554.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $3753767.00        | $2518834.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $8101607.00        | $5061754.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $2912639.00        | $2977284.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $377928.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $644038.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1186904.00        | $683958.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $10218270.00       | $6061341.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1490026.00        | $1162137.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1420968.00        | $1362044.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4129961.00        | $3442324.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $6098444.00        | $5093812.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $894554.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1047657.00        | $203250.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $307290.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $2908166.00        | $1210158.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $553784.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1021987.00        | $862499.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $889361.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2724655.00        | $1428208.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1442575.00        | $1222535.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $7386506.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $3769298.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1081730.00        | $981663.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1409960.00        | $1226842.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $2198152.00        | $1960442.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1162482.00        | $1202674.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1242154.00        | $1255116.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1483490.00        | $1320289.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2275117.00        | $2026001.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4627855.00        | $3832554.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $8750131.00        | $7639152.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1798649.00        | $1574929.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $1006161.00        | $1000465.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $6333494.00        | $5058386.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $1992282.00        | $1886148.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1284592.00        | $790909.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1257177.00        | $975435.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1358773.00        | $1414507.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1306692.00        | $1351339.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2081343.00        | $2142787.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $2320077.00        | $2384635.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000962.00        | $1011806.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $3456172.00        | $3491360.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $2351519.00        | $2378103.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $7615113.00        | $7566270.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1703897.00        | $1766411.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2859624.00        | $2945403.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $3454200.00        | $2840072.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1651005.00        | $1577500.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1357548.00        | $1394492.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $2356509.00        | $2235297.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5531948.00        | $5106115.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1922670.00        | $1880746.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2545392.00        | $2592187.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5968669.00        | $5759077.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $7463767.00        | $6482121.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1294870.00        | $1019149.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1308847.00        | $1366229.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1419808.00        | $1451135.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2115899.00        | $2100932.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1156055.00        | $1136697.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $2568025.00        | $2547364.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1551087.00        | $1631924.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1186005.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1129928.00        | $1175326.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1193137.00        | $1169063.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1558399.00        | $1647455.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1922193.00        | $1558676.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $6496368.00        | $6166620.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1078319.00        | $1087275.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1150003.00        | $1211226.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $15260886.00       | $15234347.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $2041508.00        | $2118192.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1543118.00        | $1619841.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2154619.00        | $2256727.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3305163.00        | $3437120.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2688098.00        | $2742434.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $3141445.00        | $3278396.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2431267.00        | $2551548.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $3090115.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $3673370.00        | $3749846.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1787746.00        | $1801462.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1615138.00        | $1683894.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3579385.00        | $3738601.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $6044627.00        | $6153459.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1324050.00        | $1357014.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2636350.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $10338467.00       | $10594968.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8196934.00        | $8386983.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1395015.00        | $1436947.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $354603993.00      | $312396996.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $7547576.00        | $7447377.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 3.5000%  | 0.0000% | $444491.00         | $417388.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 6.0000%  | 0.0000% | $7897356.00        | $7886457.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $180000000.00      | $184858972.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $267887425.00      | $275972375.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 3.5000%  | 0.0000% | $139037641.00      | $123561452.00      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $20000000.00       | $18872973.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $88761110.00       | $83923807.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1224682158.00     | $1192164125.00     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $24851986.00       | $24709541.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $8106783.00        | $8137196.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $18559342.00       | $18495044.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $6865907.00        | $6910635.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1721512.00        | $1780130.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2223295.00        | $2250885.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $306903.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $210404.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $15000000.00       | $5245201.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1254591.00        | $319059.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $9925001.00        | $15861.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $186402739.00      | $113406.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 5.0000%  | 0.0000% | $40000.00          | $502.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 5.0000%  | 0.0000% | $50000.00          | $783.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $205000.00         | $3222.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $190000.00         | $2145.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $1665.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $6850000.00        | $4800.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 7.0000%  | 0.0000% | $692384.00         | $1451.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $336539.00         | $569.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 5.5000%  | 0.0000% | $114000.00         | $609.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1434.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.0000%  | 0.0000% | $105000.00         | $833.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $593906.00         | $6616.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 5.0000%  | 0.0000% | $66000.00          | $832.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $2133.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1984.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $8498.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 5.0000%  | 0.0000% | $400000.00         | $5469.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1640.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $682.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $5410.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $232384.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $5403.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $550000.00         | $10685.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 4.0000%  | 0.0000% | $25000.00          | $787.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $134168.00         | $6555.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 5.0000%  | 0.0000% | $721000.00         | $19096.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.0000%  | 0.0000% | $595000.00         | $20166.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.0000%  | 0.0000% | $25000.00          | $1200.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $32000.00          | $1198.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.0000%  | 0.0000% | $2321477.00        | $95626.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $40895785.00       | $2054241.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $5246264.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.0000%  | 0.0000% | $46673084.00       | $1684079.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $25000.00          | $1101.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 5.0000%  | 0.0000% | $9829769.00        | $346747.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $180000.00         | $7182.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $43986.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $4018.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $155482.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 4.5000%  | 0.0000% | $3305617.00        | $2267.00           | Agency Mortgage-Backed Securities |

### Security 283: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059962, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: TPR059962779156MIZ
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

**C.8 - Repurchase 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 CORPORATION        | 2028-04-01      | 7.5000%   | 0.0000% | $188192.00         | $31.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-02-01      | 5.0000%   | 0.0000% | $32618.00          | $766.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-02-01      | 8.0000%   | 0.0000% | $188135.00         | $312.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-11-01      | 5.0000%   | 0.0000% | $58210.00          | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2041-06-01      | 5.0000%   | 0.0000% | $151384.00         | $8495.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-08-01      | 4.5000%   | 0.0000% | $42908.00          | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 3.0000%   | 0.0000% | $63771.00          | $9530.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-02-01      | 3.5000%   | 0.0000% | $70000.00          | $8396.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-07-01      | 3.5000%   | 0.0000% | $177884.00         | $13006.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-09-01      | 4.5000%   | 0.0000% | $1000000.00        | $85037.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2045-03-01      | 4.0000%   | 0.0000% | $132080.00         | $11310.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 3.0000%   | 0.0000% | $323469.00         | $53768.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-03-01      | 5.5000%   | 0.0000% | $360000.00         | $5313.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-07-01      | 4.5000%   | 0.0000% | $578990.00         | $10498.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-02-01      | 4.5000%   | 0.0000% | $3711885.00        | $58494.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2030-04-01      | 4.5000%   | 0.0000% | $1260286.00        | $21743.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-05-01      | 7.0000%   | 0.0000% | $856095.00         | $397.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-12-01      | 4.0000%   | 0.0000% | $1275000.00        | $83129.00          | Agency Mortgage-Backed Securities   |
| The Federal Home Loan Banks                   | 2028-09-08      | 3.2500%   | 0.0000% | $70000.00          | $69041.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-06-08      | 2.7500%   | 0.0000% | $100000.00         | $96762.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-08-13      | 2.0000%   | 0.0000% | $90000.00          | $83619.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2039-10-25      | 2.8700%   | 0.0000% | $55000.00          | $41997.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2029-11-06      | 2.1800%   | 0.0000% | $60000.00          | $55287.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-12-16      | 2.0200%   | 0.0000% | $50000.00          | $48947.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-04-30      | 2.4700%   | 0.0000% | $25000.00          | $17833.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-05-18      | 2.2500%   | 0.0000% | $45000.00          | $30977.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-06-04      | 1.9200%   | 0.0000% | $55000.00          | $39903.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-06-08      | 2.1700%   | 0.0000% | $105000.00         | $72045.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-06-29      | 2.0700%   | 0.0000% | $85000.00          | $57411.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-07-06      | 1.0000%   | 0.0000% | $45000.00          | $42473.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-07-20      | 2.0400%   | 0.0000% | $50000.00          | $33410.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-07-30      | 0.8700%   | 0.0000% | $60000.00          | $56306.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-12      | 0.9200%   | 0.0000% | $40000.00          | $37592.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-08-12      | 1.7800%   | 0.0000% | $95000.00          | $66916.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2039-08-26      | 1.9400%   | 0.0000% | $25000.00          | $16847.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-18      | 0.7000%   | 0.0000% | $45000.00          | $43118.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 0.7500%   | 0.0000% | $25000.00          | $23942.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-05      | 0.7900%   | 0.0000% | $35000.00          | $32611.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-19      | 0.7200%   | 0.0000% | $40000.00          | $38208.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2040-11-30      | 2.0400%   | 0.0000% | $30000.00          | $19646.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-16      | 0.6700%   | 0.0000% | $25000.00          | $24169.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-29      | 0.8500%   | 0.0000% | $20000.00          | $19037.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-05-12      | 0.7500%   | 0.0000% | $50000.00          | $47117.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-02-11      | 1.3000%   | 0.0000% | $30000.00          | $26622.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-17      | 0.8500%   | 0.0000% | $30000.00          | $28507.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-03-01      | 2.2500%   | 0.0000% | $50000.00          | $34060.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-11-26      | 1.0000%   | 0.0000% | $40000.00          | $37296.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-02-22      | 2.1500%   | 0.0000% | $50000.00          | $33433.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-25      | 0.7000%   | 0.0000% | $25000.00          | $24005.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-02-25      | 2.1500%   | 0.0000% | $30000.00          | $19954.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-26      | 0.9200%   | 0.0000% | $40000.00          | $38028.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-25      | 1.0000%   | 0.0000% | $60000.00          | $56208.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-02-25      | 1.6250%   | 0.0000% | $25000.00          | $21722.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-17      | 1.0000%   | 0.0000% | $50000.00          | $48130.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-04-14      | 2.1500%   | 0.0000% | $10000.00          | $8919.00           | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-29      | 1.1250%   | 0.0000% | $50000.00          | $47998.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%   | 0.0000% | $55000.00          | $53117.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-05-19      | 1.9800%   | 0.0000% | $80000.00          | $70220.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-07-25      | 0.8000%   | 0.0000% | $60000.00          | $59693.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-05-24      | 1.1500%   | 0.0000% | $25000.00          | $23673.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-11-26      | 1.9000%   | 0.0000% | $25000.00          | $22226.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-11-26      | 1.3500%   | 0.0000% | $75000.00          | $20112.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 1.0000%   | 0.0000% | $100000.00         | $96120.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-06-21      | 2.6250%   | 0.0000% | $35000.00          | $25124.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 1.1000%   | 0.0000% | $100000.00         | $96275.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-21      | 1.0000%   | 0.0000% | $55000.00          | $53302.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%   | 0.0000% | $15000.00          | $14524.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-01-29      | 0.9000%   | 0.0000% | $50000.00          | $49050.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 0.8500%   | 0.0000% | $40000.00          | $38607.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-17      | 0.8750%   | 0.0000% | $25000.00          | $24119.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-08-16      | 2.4500%   | 0.0000% | $75000.00          | $51732.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-26      | 0.9000%   | 0.0000% | $75000.00          | $72240.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-26      | 0.7500%   | 0.0000% | $10000.00          | $9621.00           | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-20      | 1.1000%   | 0.0000% | $35000.00          | $33834.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-24      | 1.1000%   | 0.0000% | $70000.00          | $67645.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-08-25      | 1.0000%   | 0.0000% | $50000.00          | $48241.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-09-07      | 1.2000%   | 0.0000% | $50000.00          | $45958.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-06-16      | 1.0000%   | 0.0000% | $75000.00          | $70838.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2031-06-20      | 1.7500%   | 0.0000% | $25000.00          | $21781.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 1.0000%   | 0.0000% | $35000.00          | $33646.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 1.0000%   | 0.0000% | $30000.00          | $28835.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 0.9000%   | 0.0000% | $40000.00          | $38395.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2041-09-23      | 2.4500%   | 0.0000% | $75000.00          | $51817.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-07      | 1.0000%   | 0.0000% | $20000.00          | $19212.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-14      | 1.0000%   | 0.0000% | $85000.00          | $81593.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 0.9000%   | 0.0000% | $40000.00          | $38437.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-26      | 1.1500%   | 0.0000% | $40000.00          | $38435.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-14      | 1.0000%   | 0.0000% | $20000.00          | $19194.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-13      | 1.1000%   | 0.0000% | $50000.00          | $48039.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-30      | 1.0000%   | 0.0000% | $100000.00         | $96168.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-26      | 1.1800%   | 0.0000% | $15000.00          | $14420.00          | Agency Debentures and Agency Strips |
| 1.125 FHOR 21-26 XN                           | 2026-09-29      | 1.1250%   | 0.0000% | $60000.00          | $57687.00          | Agency Debentures and Agency Strips |
| 1.25 FHOR 21-26 XT                            | 2026-10-26      | 1.2500%   | 0.0000% | $25000.00          | $24047.00          | Agency Debentures and Agency Strips |
| 1.25 FHOR 22-26 YE                            | 2026-10-28      | 96.0750%  | 0.0000% | $25000.00          | $24046.00          | Agency Debentures and Agency Strips |
| 1.10 FHOR 22-26 ZI                            | 2026-10-28      | 95.8720%  | 0.0000% | $25000.00          | $23992.00          | Agency Debentures and Agency Strips |
| 1.15 FHOR 22-26 ZY                            | 2026-10-28      | 95.9730%  | 0.0000% | $75000.00          | $72056.00          | Agency Debentures and Agency Strips |
| 1.15 FHOR 22-26 1A                            | 2026-10-28      | 95.9660%  | 0.0000% | $35000.00          | $33624.00          | Agency Debentures and Agency Strips |
| 1.15 FHOR 22-26 1B                            | 2026-10-28      | 95.9980%  | 0.0000% | $90000.00          | $86490.00          | Agency Debentures and Agency Strips |
| 1.25 FHOR 22-26 5546                          | 2026-10-26      | 96.0990%  | 0.0000% | $35000.00          | $33676.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-10-28      | 95.9940%  | 0.0000% | $25000.00          | $24025.00          | Agency Debentures and Agency Strips |
| 1.31 FHOR 22-26 2U                            | 2026-10-28      | 96.1820%  | 0.0000% | $25000.00          | $24075.00          | Agency Debentures and Agency Strips |
| 1.42 FHOR 22-28 1K                            | 2028-05-26      | 93.0100%  | 0.0000% | $75000.00          | $69769.00          | Agency Debentures and Agency Strips |
| 1.50 FHOR 22-26 5R                            | 2026-12-10      | 96.2000%  | 0.0000% | $75000.00          | $72213.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-11-23      | 96.3500%  | 0.0000% | $25000.00          | $24095.00          | Agency Debentures and Agency Strips |
| 1.50 FHOR 22-26 6F                            | 2026-11-25      | 96.3400%  | 0.0000% | $35000.00          | $33726.00          | Agency Debentures and Agency Strips |
| 1.50 FHOR 22-26 6Q                            | 2026-12-15      | 96.1670%  | 0.0000% | $50000.00          | $48427.00          | Agency Debentures and Agency Strips |
| 1.52 FHOR 22-26 6V                            | 2026-12-17      | 96.1730%  | 0.0000% | $50000.00          | $48431.00          | Agency Debentures and Agency Strips |
| 1.61 FHOR 22-26 7Z                            | 2026-12-30      | 96.2570%  | 0.0000% | $25000.00          | $24232.00          | Agency Debentures and Agency Strips |
| 1.375 FHOR 22-26 9M                           | 2026-12-30      | 95.9030%  | 0.0000% | $50000.00          | $48238.00          | Agency Debentures and Agency Strips |
| 1.50 FHOR 23-27 M6                            | 2027-01-27      | 95.9380%  | 0.0000% | $25000.00          | $24113.00          | Agency Debentures and Agency Strips |
| 2.25 FHOR 22-32 FL                            | 2032-01-21      | 87.4250%  | 0.0000% | $50000.00          | $44116.00          | Agency Debentures and Agency Strips |
| 2.70 FHOR 22-37 AL                            | 2037-01-28      | 79.3300%  | 0.0000% | $30000.00          | $24074.00          | Agency Debentures and Agency Strips |
| 2.00 FHOR 22-27 U3                            | 2027-02-25      | 96.5390%  | 0.0000% | $55000.00          | $53387.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2037-02-24      | 81.8670%  | 0.0000% | $35000.00          | $28933.00          | Agency Debentures and Agency Strips |
| 2.02 FHOR 23-27 X7                            | 2027-02-24      | 96.6690%  | 0.0000% | $25000.00          | $24302.00          | Agency Debentures and Agency Strips |
| 2.30 FHOR 23-27 64                            | 2027-03-29      | 97.0050%  | 0.0000% | $50000.00          | $48697.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-30      | 97.5400%  | 0.0000% | $85000.00          | $83277.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2032-04-12      | 93.5860%  | 0.0000% | $25000.00          | $23512.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-19      | 98.4000%  | 0.0000% | $25000.00          | $24690.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-21      | 98.1430%  | 0.0000% | $25000.00          | $24617.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-21      | 98.5310%  | 0.0000% | $80000.00          | $79106.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-10-29      | 99.4470%  | 0.0000% | $10000.00          | $9971.00           | Agency Debentures and Agency Strips |
| 3.00 FHOR 24-27 RR                            | 2027-04-29      | 98.1290%  | 0.0000% | $45000.00          | $44274.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-04-29      | 98.7360%  | 0.0000% | $100000.00         | $99028.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-29      | 99.7500%  | 0.0000% | $45000.00          | $45642.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-28      | 99.4160%  | 0.0000% | $25000.00          | $25174.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2033-04-26      | 99.6760%  | 0.0000% | $50000.00          | $28629.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2034-02-14      | 99.7150%  | 0.0000% | $45000.00          | $21288.00          | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-06-27      | 100.0350% | 0.0000% | $50000.00          | $51140.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2030-09-26      | 4.9000%   | 0.0000% | $10000.00          | $10051.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2029-11-21      | 5.0000%   | 0.0000% | $100000.00         | $100077.00         | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-03-25      | 4.5000%   | 0.0000% | $40000.00          | $40267.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2033-09-01      | 7.5000%   | 0.0000% | $4820.00           | $129.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2039-10-01      | 5.0000%   | 0.0000% | $4136.00           | $113.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-04-01      | 5.0000%   | 0.0000% | $2840.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-07-01      | 7.0000%   | 0.0000% | $1271.00           | $4.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2032-06-01      | 6.5000%   | 0.0000% | $44283.00          | $7.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-07-01      | 3.5000%   | 0.0000% | $166000.00         | $19827.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-09-01      | 3.5000%   | 0.0000% | $3632.00           | $581.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%   | 0.0000% | $56904.00          | $7334.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%   | 0.0000% | $255000.00         | $39418.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.0000%   | 0.0000% | $132454.00         | $9660.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 4.0000%   | 0.0000% | $6456.00           | $1545.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-05-01      | 4.0000%   | 0.0000% | $396851.00         | $67270.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-07-01      | 3.5000%   | 0.0000% | $158669.00         | $5969.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-10-01      | 3.5000%   | 0.0000% | $500000.00         | $89510.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%   | 0.0000% | $316530.00         | $36231.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%   | 0.0000% | $200000.00         | $23817.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-02-01      | 3.5000%   | 0.0000% | $200000.00         | $13970.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 3.5000%   | 0.0000% | $42000.00          | $4889.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-12-01      | 3.5000%   | 0.0000% | $115361.00         | $14926.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-04-01      | 4.0000%   | 0.0000% | $1177.00           | $97.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-09-01      | 3.0000%   | 0.0000% | $1053.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-07-01      | 4.5000%   | 0.0000% | $3488977.00        | $75863.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2031-01-01      | 7.0000%   | 0.0000% | $5951133.00        | $2094.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-04-01      | 3.5000%   | 0.0000% | $363630.00         | $55108.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2042-04-01      | 3.5000%   | 0.0000% | $231060.00         | $32817.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-11-01      | 4.0000%   | 0.0000% | $390000.00         | $31131.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-04-01      | 3.5000%   | 0.0000% | $457321.00         | $36296.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-05-01      | 3.5000%   | 0.0000% | $1003.00           | $79.00             | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-07-01      | 3.5000%   | 0.0000% | $2176.00           | $152.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 4.0000%   | 0.0000% | $622590.00         | $52825.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-11-01      | 4.0000%   | 0.0000% | $599200.00         | $41053.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-04-01      | 3.5000%   | 0.0000% | $649000.00         | $76962.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-10-01      | 3.0000%   | 0.0000% | $412000.00         | $92066.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%   | 0.0000% | $301036.00         | $82099.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%   | 0.0000% | $286000.00         | $69097.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-09-01      | 5.5000%   | 0.0000% | $51286.00          | $359.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-09-01      | 5.5000%   | 0.0000% | $12609.00          | $1.00              | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2038-02-01      | 2.5000%   | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-01-01      | 2.5000%   | 0.0000% | $13000.00          | $4538.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2036-12-01      | 2.0000%   | 0.0000% | $27000.00          | $16135.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2037-05-01      | 3.0000%   | 0.0000% | $63456.00          | $41447.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-07-01      | 6.0000%   | 0.0000% | $1023.00           | $850.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-07-01      | 2.5000%   | 0.0000% | $9079.00           | $6974.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-06-01      | 3.5000%   | 0.0000% | $1000.00           | $809.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-04-01      | 2.0000%   | 0.0000% | $6000.00           | $3959.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-05-01      | 5.0000%   | 0.0000% | $83941.00          | $71378.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.5000%   | 0.0000% | $1010.00           | $925.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2044-03-01      | 4.5000%   | 0.0000% | $199999.00         | $32039.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-12-01      | 4.5000%   | 0.0000% | $100000.00         | $20166.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-06-01      | 4.0000%   | 0.0000% | $100000.00         | $18476.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2043-07-01      | 4.0000%   | 0.0000% | $200000.00         | $37153.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-09-01      | 3.0000%   | 0.0000% | $267167.00         | $87754.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-11-01      | 3.5000%   | 0.0000% | $350000.00         | $59714.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2047-12-01      | 3.5000%   | 0.0000% | $65000.00          | $13961.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-08-01      | 4.5000%   | 0.0000% | $405756.00         | $87697.00          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-06-02      | 4.3200%   | 0.0000% | $7000.00           | $7150.00           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2046-12-01      | 3.0000%   | 0.0000% | $30000.00          | $7091.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-08-01      | 2.5000%   | 0.0000% | $88000.00          | $36968.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-10-01      | 5.5000%   | 0.0000% | $64997.00          | $63926.00          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-11-23      | 2.5300%   | 0.0000% | $18000.00          | $17412.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-09-12      | 2.2000%   | 0.0000% | $25000.00          | $24965.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-03      | 1.0000%   | 0.0000% | $52000.00          | $49013.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-08-13      | 0.7000%   | 0.0000% | $6000.00           | $5770.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2029-08-20      | 1.1400%   | 0.0000% | $30000.00          | $26786.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-02      | 0.7400%   | 0.0000% | $40000.00          | $38456.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-06-04      | 2.1200%   | 0.0000% | $97000.00          | $66637.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-06-15      | 1.1200%   | 0.0000% | $64000.00          | $60798.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-06-18      | 2.0900%   | 0.0000% | $44000.00          | $29868.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-07-01      | 1.3300%   | 0.0000% | $30000.00          | $26338.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-04-23      | 2.4400%   | 0.0000% | $65000.00          | $46217.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-27      | 0.7800%   | 0.0000% | $44000.00          | $42434.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-05-14      | 2.0000%   | 0.0000% | $135000.00         | $89483.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-08-23      | 1.1800%   | 0.0000% | $15000.00          | $13805.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-01      | 1.1800%   | 0.0000% | $15000.00          | $14146.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-08      | 0.8700%   | 0.0000% | $15000.00          | $14427.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-10      | 0.8000%   | 0.0000% | $100000.00         | $96186.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-05-19      | 2.4900%   | 0.0000% | $85000.00          | $67341.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-05-20      | 2.8000%   | 0.0000% | $85000.00          | $61659.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-21      | 0.7500%   | 0.0000% | $50000.00          | $46526.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-09-24      | 1.9900%   | 0.0000% | $33000.00          | $21612.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-09-22      | 0.6500%   | 0.0000% | $25000.00          | $23927.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-23      | 1.2200%   | 0.0000% | $50000.00          | $43038.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-10-15      | 2.0000%   | 0.0000% | $70000.00          | $45889.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-06-01      | 1.4600%   | 0.0000% | $55000.00          | $51653.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-11-04      | 0.8400%   | 0.0000% | $55000.00          | $51096.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-06-10      | 2.7200%   | 0.0000% | $25000.00          | $18342.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-11-19      | 1.3400%   | 0.0000% | $30000.00          | $25812.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%   | 0.0000% | $20000.00          | $19425.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-05-27      | 0.6600%   | 0.0000% | $25000.00          | $24142.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-30      | 0.7000%   | 0.0000% | $51000.00          | $48428.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-12-11      | 1.0500%   | 0.0000% | $100000.00         | $91024.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-16      | 0.7500%   | 0.0000% | $64000.00          | $61024.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-06-21      | 2.7000%   | 0.0000% | $50000.00          | $36399.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-12-21      | 2.0700%   | 0.0000% | $102000.00         | $68551.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-06-30      | 2.3900%   | 0.0000% | $30000.00          | $23685.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-01-28      | 2.1000%   | 0.0000% | $150000.00         | $99880.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-02-25      | 2.3400%   | 0.0000% | $28000.00          | $19247.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-07-15      | 2.5000%   | 0.0000% | $25000.00          | $17526.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-03      | 1.1000%   | 0.0000% | $45000.00          | $42880.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-04-01      | 2.0200%   | 0.0000% | $75000.00          | $66463.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-04-01      | 2.7400%   | 0.0000% | $50000.00          | $36560.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2031-04-14      | 2.0400%   | 0.0000% | $30000.00          | $26570.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-13      | 3.7500%   | 0.0000% | $40000.00          | $40341.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-10-14      | 2.3400%   | 0.0000% | $75000.00          | $57809.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-10-20      | 1.1400%   | 0.0000% | $35000.00          | $33609.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-02      | 1.2700%   | 0.0000% | $6000.00           | $5772.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-23      | 1.4300%   | 0.0000% | $16000.00          | $15385.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2041-12-09      | 2.9000%   | 0.0000% | $15000.00          | $11490.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-22      | 1.2900%   | 0.0000% | $25000.00          | $24102.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-26      | 1.7800%   | 0.0000% | $75000.00          | $72768.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-01-26      | 1.8400%   | 0.0000% | $4000.00           | $3884.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-02-02      | 2.7500%   | 0.0000% | $45000.00          | $36336.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-02-08      | 1.8600%   | 0.0000% | $25000.00          | $24260.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-02-25      | 2.8700%   | 0.0000% | $25000.00          | $23842.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-10      | 2.2200%   | 0.0000% | $40000.00          | $39563.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-03-23      | 3.3000%   | 0.0000% | $43000.00          | $40087.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-04-19      | 4.0000%   | 0.0000% | $35000.00          | $33694.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-05-03      | 3.6300%   | 0.0000% | $10000.00          | $9928.00           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2032-05-03      | 4.0900%   | 0.0000% | $25000.00          | $24200.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-05-26      | 3.3750%   | 0.0000% | $25000.00          | $24809.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-03-02      | 4.5000%   | 0.0000% | $95000.00          | $96210.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2030-09-11      | 5.1200%   | 0.0000% | $50000.00          | $50442.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2033-09-19      | 5.2800%   | 0.0000% | $53000.00          | $53148.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-05-01      | 2.5000%   | 0.0000% | $250000.00         | $91205.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2050-04-01      | 4.0000%   | 0.0000% | $245000.00         | $92887.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2051-04-01      | 2.0000%   | 0.0000% | $100000.00         | $58183.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-07-01      | 5.0000%   | 0.0000% | $108261.00         | $99909.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-07-13      | 2.2200%   | 0.0000% | $110000.00         | $76000.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-11-19      | 1.0000%   | 0.0000% | $30000.00          | $27983.00          | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2030-05-21      | 1.4000%   | 0.0000% | $25000.00          | $21963.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-27      | 1.0700%   | 0.0000% | $37000.00          | $33661.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-10-27      | 0.8750%   | 0.0000% | $25000.00          | $23257.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2028-10-30      | 1.0000%   | 0.0000% | $25000.00          | $22679.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-28      | 0.8000%   | 0.0000% | $47000.00          | $44917.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-30      | 0.7500%   | 0.0000% | $45000.00          | $42766.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-08-17      | 1.2000%   | 0.0000% | $25000.00          | $22389.00          | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2028-09-14      | 1.0000%   | 0.0000% | $70000.00          | $63839.00          | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2028-08-24      | 1.0000%   | 0.0000% | $20000.00          | $18301.00          | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2028-12-28      | 1.0000%   | 0.0000% | $100000.00         | $90352.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-08-24      | 2.0000%   | 0.0000% | $50000.00          | $33005.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-12-30      | 0.8500%   | 0.0000% | $51000.00          | $47217.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-07-21      | 4.0500%   | 0.0000% | $35000.00          | $35490.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-23      | 0.8500%   | 0.0000% | $40000.00          | $38205.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-03-25      | 2.6700%   | 0.0000% | $20000.00          | $19624.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2029-01-09      | 4.2500%   | 0.0000% | $65000.00          | $65771.00          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-07-15      | 5.0000%   | 0.0000% | $79000.00          | $80479.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-12-17      | 0.6500%   | 0.0000% | $56000.00          | $55068.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-12-28      | 0.9500%   | 0.0000% | $100000.00         | $92923.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-09-25      | 0.8100%   | 0.0000% | $11000.00          | $9938.00           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-09-30      | 0.7000%   | 0.0000% | $70000.00          | $65015.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-04-29      | 0.8000%   | 0.0000% | $100000.00         | $94172.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2026-10-29      | 0.7000%   | 0.0000% | $75000.00          | $71589.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-07-30      | 1.1500%   | 0.0000% | $24000.00          | $21424.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2027-08-10      | 0.8750%   | 0.0000% | $25000.00          | $23457.00          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-09-01      | 8.5000%   | 0.0000% | $8340.00           | $0.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-03-01      | 7.0000%   | 0.0000% | $6980.00           | $3.00              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-08-01      | 6.5000%   | 0.0000% | $58661.00          | $37.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2031-05-01      | 8.5000%   | 0.0000% | $108285.00         | $577.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2041-10-01      | 4.5000%   | 0.0000% | $5522.00           | $210.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-02-01      | 4.0000%   | 0.0000% | $8000.00           | $35.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-09-01      | 4.5000%   | 0.0000% | $6449.00           | $47.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-03-01      | 4.5000%   | 0.0000% | $40393.00          | $38156.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-04-01      | 4.5000%   | 0.0000% | $46658.00          | $44059.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.5000%   | 0.0000% | $1159384.00        | $1210308.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%   | 0.0000% | $1137575.00        | $1137846.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%   | 0.0000% | $1026850.00        | $1025754.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $1084775.00        | $1113775.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 5.5000%   | 0.0000% | $1245900.00        | $1242293.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $1747120.00        | $1784182.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-06-01      | 6.0000%   | 0.0000% | $1189750.00        | $1213017.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-02-01      | 2.0000%   | 0.0000% | $100000.00         | $57043.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-01-01      | 3.0000%   | 0.0000% | $99999.00          | $67069.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-05-01      | 4.5000%   | 0.0000% | $35000.00          | $22243.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-03-01      | 3.0000%   | 0.0000% | $100000.00         | $58147.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2048-02-01      | 4.0000%   | 0.0000% | $95000.00          | $18846.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-07-01      | 3.0000%   | 0.0000% | $25000.00          | $6850.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-04-01      | 3.0000%   | 0.0000% | $95000.00          | $59070.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-05-01      | 2.5000%   | 0.0000% | $1000.00           | $657.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-07-01      | 4.5000%   | 0.0000% | $71255.00          | $54434.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2052-11-01      | 5.0000%   | 0.0000% | $1140.00           | $969.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-02-01      | 6.0000%   | 0.0000% | $18361.00          | $18228.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-03-01      | 3.0000%   | 0.0000% | $179001.00         | $67333.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2050-08-01      | 2.5000%   | 0.0000% | $95000.00          | $43259.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-02-01      | 2.5000%   | 0.0000% | $11000.00          | $7344.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2051-10-01      | 2.0000%   | 0.0000% | $1287.00           | $868.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.0000%   | 0.0000% | $2000.00           | $1425.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2037-06-01      | 2.0000%   | 0.0000% | $6000.00           | $4654.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-05-01      | 4.5000%   | 0.0000% | $27000.00          | $957.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2036-08-01      | 2.5000%   | 0.0000% | $20000.00          | $11390.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2034-10-01      | 2.5000%   | 0.0000% | $10000.00          | $1539.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2035-07-01      | 2.5000%   | 0.0000% | $5000.00           | $1617.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2038-07-01      | 4.5000%   | 0.0000% | $12000.00          | $8377.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2039-02-01      | 5.5000%   | 0.0000% | $1000.00           | $686.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2054-12-01      | 4.5000%   | 0.0000% | $39846.00          | $36868.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2055-01-01      | 4.0000%   | 0.0000% | $22000.00          | $19844.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2040-11-01      | 4.5000%   | 0.0000% | $755000.00         | $79328.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-12-01      | 4.5000%   | 0.0000% | $50724.00          | $45425.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-01-01      | 6.0000%   | 0.0000% | $58006.00          | $58321.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 4.5000%   | 0.0000% | $1025.00           | $910.00            | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 5.5000%   | 0.0000% | $2007.00           | $2013.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-05-01      | 6.0000%   | 0.0000% | $3882.00           | $3953.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2040-06-01      | 5.0000%   | 0.0000% | $32148.00          | $32271.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-08-15      | 5.0000%   | 0.0000% | $119000.00         | $7344.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-03-15      | 2.5000%   | 0.0000% | $305819.00         | $67348.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-08-20      | 3.0000%   | 0.0000% | $890000.00         | $89833.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-10-20      | 3.0000%   | 0.0000% | $70000.00          | $7615.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-11-20      | 2.5000%   | 0.0000% | $77566.00          | $10294.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-04-20      | 3.5000%   | 0.0000% | $490000.00         | $44874.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-06-20      | 4.0000%   | 0.0000% | $850000.00         | $88670.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2043-10-20      | 4.0000%   | 0.0000% | $1250000.00        | $71012.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-01-20      | 3.0000%   | 0.0000% | $246000.00         | $28953.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-06-20      | 3.5000%   | 0.0000% | $1100000.00        | $76526.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-06-20      | 4.5000%   | 0.0000% | $795000.00         | $54481.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-09-20      | 3.0000%   | 0.0000% | $25000.00          | $2618.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2044-11-20      | 4.0000%   | 0.0000% | $3299.00           | $219.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-04-20      | 3.5000%   | 0.0000% | $500000.00         | $52940.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-05-20      | 2.5000%   | 0.0000% | $351445.00         | $56979.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-06-20      | 3.0000%   | 0.0000% | $850000.00         | $84555.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-06-20      | 4.5000%   | 0.0000% | $500000.00         | $34610.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2045-07-20      | 6.0000%   | 0.0000% | $50000.00          | $4477.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-05-20      | 4.0000%   | 0.0000% | $680000.00         | $63030.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-05-20      | 6.0000%   | 0.0000% | $34000.00          | $4323.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-10-20      | 6.5000%   | 0.0000% | $1000000.00        | $68053.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-05-20      | 3.0000%   | 0.0000% | $180000.00         | $20437.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-07-20      | 3.5000%   | 0.0000% | $200000.00         | $22055.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-08-20      | 4.0000%   | 0.0000% | $700000.00         | $70036.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-09-20      | 3.0000%   | 0.0000% | $339122.00         | $43726.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2046-09-20      | 3.5000%   | 0.0000% | $800000.00         | $96772.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-02-20      | 2.5000%   | 0.0000% | $325000.00         | $71203.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-03-20      | 5.0000%   | 0.0000% | $347077.00         | $31478.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-08-20      | 4.0000%   | 0.0000% | $600178.00         | $56959.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-08-20      | 4.5000%   | 0.0000% | $300000.00         | $24397.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-08-20      | 5.0000%   | 0.0000% | $5429.00           | $381.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 5.0000%   | 0.0000% | $810141.00         | $78464.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-07-20      | 3.0000%   | 0.0000% | $200000.00         | $26905.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-08-20      | 4.0000%   | 0.0000% | $340000.00         | $37183.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-20      | 3.5000%   | 0.0000% | $600000.00         | $75924.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2047-11-20      | 5.0000%   | 0.0000% | $165000.00         | $18569.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-02-20      | 3.5000%   | 0.0000% | $400000.00         | $50105.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-05-20      | 5.0000%   | 0.0000% | $200032.00         | $15460.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-09-20      | 3.5000%   | 0.0000% | $900000.00         | $98570.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2048-09-20      | 4.0000%   | 0.0000% | $800000.00         | $76036.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-02-20      | 4.0000%   | 0.0000% | $230000.00         | $18409.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-03-20      | 4.5000%   | 0.0000% | $898999.00         | $68426.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-05-20      | 6.0000%   | 0.0000% | $35000.00          | $4457.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-09-20      | 3.0000%   | 0.0000% | $500002.00         | $72521.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 3.0000%   | 0.0000% | $2000.00           | $758.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-03-20      | 4.5000%   | 0.0000% | $700000.00         | $97512.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-06-20      | 4.0000%   | 0.0000% | $105000.00         | $25094.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 2.5000%   | 0.0000% | $155000.00         | $54882.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-08-20      | 3.0000%   | 0.0000% | $145384.00         | $43305.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 3.0000%   | 0.0000% | $1498.00           | $526.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-12-20      | 4.5000%   | 0.0000% | $243426.00         | $63164.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-05-20      | 4.5000%   | 0.0000% | $100000.00         | $74930.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-10-20      | 3.0000%   | 0.0000% | $4013.00           | $2398.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 2.5000%   | 0.0000% | $24898.00          | $16090.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 1.5000%   | 0.0000% | $50000.00          | $32504.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 4.5000%   | 0.0000% | $140000.00         | $92787.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-11-20      | 3.5000%   | 0.0000% | $36960.00          | $28021.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-01-20      | 3.5000%   | 0.0000% | $4245.00           | $3119.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-03-20      | 5.5000%   | 0.0000% | $98000.00          | $74760.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2053-10-20      | 5.5000%   | 0.0000% | $105538.00         | $87444.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-03-20      | 5.5000%   | 0.0000% | $1998.00           | $1725.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-01-20      | 4.5000%   | 0.0000% | $2504.00           | $897.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.0000%   | 0.0000% | $77000.00          | $47063.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 2.5000%   | 0.0000% | $7115.00           | $4194.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.0000%   | 0.0000% | $32039.00          | $24864.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.5000%   | 0.0000% | $11760.00          | $5702.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2050-09-20      | 3.5000%   | 0.0000% | $8199.00           | $5887.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-02-20      | 3.0000%   | 0.0000% | $21018.00          | $13610.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2051-04-20      | 3.0000%   | 0.0000% | $26003.00          | $15035.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-01-20      | 6.5000%   | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2054-12-20      | 5.5000%   | 0.0000% | $23118.00          | $22756.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.0000%   | 0.0000% | $22344.00          | $20507.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2055-05-20      | 4.5000%   | 0.0000% | $103630.00         | $97982.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-11-15      | 6.0000%   | 0.0000% | $50000.00          | $120.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-11-15      | 6.0000%   | 0.0000% | $50000.00          | $196.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-02-15      | 6.0000%   | 0.0000% | $74000.00          | $143.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-12-15      | 6.0000%   | 0.0000% | $25000.00          | $400.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-03-15      | 6.5000%   | 0.0000% | $150000.00         | $544.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-02-15      | 5.5000%   | 0.0000% | $25000.00          | $232.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2026-06-20      | 8.5000%   | 0.0000% | $66000.00          | $7.00              | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-06-20      | 4.5000%   | 0.0000% | $25000.00          | $366.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-06-20      | 5.5000%   | 0.0000% | $33000.00          | $510.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-02-20      | 6.0000%   | 0.0000% | $25000.00          | $38.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-03-20      | 6.0000%   | 0.0000% | $26000.00          | $97.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-11-20      | 5.5000%   | 0.0000% | $50000.00          | $267.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-07-20      | 5.5000%   | 0.0000% | $25000.00          | $278.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-09-20      | 5.5000%   | 0.0000% | $77000.00          | $940.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-12-20      | 4.5000%   | 0.0000% | $83000.00          | $1145.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-03-20      | 5.5000%   | 0.0000% | $77000.00          | $1305.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-06-20      | 6.0000%   | 0.0000% | $100000.00         | $1148.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-07-20      | 6.0000%   | 0.0000% | $1212877.00        | $13430.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-20      | 4.5000%   | 0.0000% | $50000.00          | $796.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2042-02-20      | 3.0000%   | 0.0000% | $25000.00          | $1809.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-11-20      | 5.0000%   | 0.0000% | $805000.00         | $25701.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-01-20      | 4.5000%   | 0.0000% | $600000.00         | $23260.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-01-20      | 5.0000%   | 0.0000% | $2430000.00        | $86718.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-02-20      | 4.5000%   | 0.0000% | $25000.00          | $982.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-20      | 4.5000%   | 0.0000% | $799999.00         | $28871.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-20      | 5.0000%   | 0.0000% | $103026.00         | $3530.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-10-20      | 6.0000%   | 0.0000% | $248454.00         | $5293.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-11-20      | 6.0000%   | 0.0000% | $127252.00         | $4026.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-01-20      | 4.5000%   | 0.0000% | $100000.00         | $5132.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-03-20      | 5.0000%   | 0.0000% | $950000.00         | $34278.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-04-20      | 5.0000%   | 0.0000% | $684999.00         | $22924.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-15      | 6.0000%   | 0.0000% | $1122965.00        | $6689.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-05-15      | 6.0000%   | 0.0000% | $40000.00          | $384.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-12-15      | 6.0000%   | 0.0000% | $30000.00          | $629.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-08-15      | 6.5000%   | 0.0000% | $255668.00         | $59.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-06-15      | 6.5000%   | 0.0000% | $40000.00          | $70.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-10-15      | 6.0000%   | 0.0000% | $60000.00          | $340.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-07-15      | 5.0000%   | 0.0000% | $75000.00          | $2263.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-04-15      | 5.0000%   | 0.0000% | $627519.00         | $30605.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-10-15      | 6.0000%   | 0.0000% | $82103.00          | $297.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-12-15      | 5.0000%   | 0.0000% | $575690.00         | $18013.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-15      | 5.0000%   | 0.0000% | $750073.00         | $18900.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-06-15      | 5.0000%   | 0.0000% | $126341.00         | $11389.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-15      | 5.0000%   | 0.0000% | $904317.00         | $28305.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-05-15      | 5.0000%   | 0.0000% | $92259.00          | $4979.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2028-12-15      | 6.0000%   | 0.0000% | $25000.00          | $91.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-02-15      | 5.0000%   | 0.0000% | $228111.00         | $3691.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-08-15      | 6.5000%   | 0.0000% | $65070.00          | $279.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2032-01-15      | 6.0000%   | 0.0000% | $25000.00          | $101.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2031-10-15      | 6.5000%   | 0.0000% | $132123.00         | $254.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-03-15      | 6.0000%   | 0.0000% | $100000.00         | $141.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-05-15      | 6.5000%   | 0.0000% | $38000.00          | $43.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-05-15      | 6.5000%   | 0.0000% | $27000.00          | $34.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2029-05-15      | 6.0000%   | 0.0000% | $38000.00          | $94.00             | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-09-20      | 4.5000%   | 0.0000% | $100000.00         | $74549.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 3.0000%   | 0.0000% | $100000.00         | $71733.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-02-20      | 2.5000%   | 0.0000% | $60000.00          | $45525.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2052-03-20      | 2.5000%   | 0.0000% | $50000.00          | $37610.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-06-15      | 7.0000%   | 0.0000% | $350000.00         | $11468.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-09-15      | 6.5000%   | 0.0000% | $44000.00          | $483.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-08-15      | 5.0000%   | 0.0000% | $541613.00         | $10790.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-12-15      | 6.5000%   | 0.0000% | $1000000.00        | $17221.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-15      | 6.0000%   | 0.0000% | $2392116.00        | $18308.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 6.0000%   | 0.0000% | $335317.00         | $6743.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-15      | 5.5000%   | 0.0000% | $3500000.00        | $50586.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-06-20      | 4.5000%   | 0.0000% | $1233608.00        | $61651.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-04-15      | 5.0000%   | 0.0000% | $897164.00         | $28716.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-05-15      | 5.0000%   | 0.0000% | $1473485.00        | $57801.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-01-15      | 6.0000%   | 0.0000% | $474174.00         | $13058.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-07-20      | 5.0000%   | 0.0000% | $500000.00         | $16976.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-08-15      | 5.0000%   | 0.0000% | $80077.00          | $2445.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-08-20      | 5.0000%   | 0.0000% | $300000.00         | $11279.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-12-20      | 5.0000%   | 0.0000% | $21953.00          | $987.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2040-12-15      | 6.0000%   | 0.0000% | $660554.00         | $18250.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-05-20      | 5.5000%   | 0.0000% | $2100000.00        | $86866.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-07-20      | 4.5000%   | 0.0000% | $300000.00         | $13394.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-04-15      | 5.0000%   | 0.0000% | $456384.00         | $15150.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2041-06-20      | 6.0000%   | 0.0000% | $45000.00          | $1898.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-20      | 6.0000%   | 0.0000% | $1000000.00        | $25124.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2033-07-15      | 6.5000%   | 0.0000% | $742098.00         | $50095.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-12-15      | 6.5000%   | 0.0000% | $252451.00         | $4430.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-06-15      | 6.5000%   | 0.0000% | $150000.00         | $2330.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-09-15      | 6.5000%   | 0.0000% | $231986.00         | $2583.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-10-15      | 6.0000%   | 0.0000% | $150000.00         | $2085.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-08-15      | 6.5000%   | 0.0000% | $848287.00         | $7478.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-12-15      | 5.0000%   | 0.0000% | $50000.00          | $399.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2034-01-15      | 5.5000%   | 0.0000% | $72260.00          | $899.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-02-15      | 5.5000%   | 0.0000% | $30000.00          | $709.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-06-15      | 6.5000%   | 0.0000% | $250000.00         | $4382.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-07-15      | 5.0000%   | 0.0000% | $273482.00         | $4277.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2035-06-15      | 6.5000%   | 0.0000% | $1036768.00        | $7091.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-09-15      | 6.0000%   | 0.0000% | $492888.00         | $8478.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-01-15      | 6.5000%   | 0.0000% | $251469.00         | $3667.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-06-15      | 6.0000%   | 0.0000% | $2396314.00        | $15700.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-02-15      | 6.5000%   | 0.0000% | $1684757.00        | $99842.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-08-15      | 6.5000%   | 0.0000% | $49208.00          | $773.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-08-15      | 6.5000%   | 0.0000% | $7000000.00        | $80373.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-05-15      | 6.0000%   | 0.0000% | $2363930.00        | $29276.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2036-12-15      | 6.5000%   | 0.0000% | $608289.00         | $13466.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-09-15      | 6.5000%   | 0.0000% | $6189125.00        | $59225.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-09-15      | 6.5000%   | 0.0000% | $66169.00          | $1452.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-08-15      | 6.0000%   | 0.0000% | $242426.00         | $2097.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-08-15      | 6.0000%   | 0.0000% | $1050078.00        | $9427.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-05-15      | 6.5000%   | 0.0000% | $1868041.00        | $22385.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-05-15      | 5.0000%   | 0.0000% | $50000.00          | $1695.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-08-15      | 6.5000%   | 0.0000% | $3461153.00        | $98079.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2037-11-15      | 6.0000%   | 0.0000% | $809875.00         | $6984.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2049-07-15      | 4.0000%   | 0.0000% | $13034.00          | $1770.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 6.0000%   | 0.0000% | $1000000.00        | $58787.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.0000%   | 0.0000% | $100000.00         | $311.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-06-15      | 6.0000%   | 0.0000% | $170548.00         | $5721.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-05-15      | 6.5000%   | 0.0000% | $724776.00         | $78161.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-15      | 6.0000%   | 0.0000% | $1343252.00        | $10342.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.0000%   | 0.0000% | $435656.00         | $1616.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-10-15      | 6.0000%   | 0.0000% | $70597.00          | $517.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-07-15      | 6.0000%   | 0.0000% | $120000.00         | $542.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-08-15      | 6.0000%   | 0.0000% | $750755.00         | $9337.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.5000%   | 0.0000% | $497597.00         | $4119.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-08-15      | 5.5000%   | 0.0000% | $75000.00          | $577.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-08-15      | 6.0000%   | 0.0000% | $92000.00          | $229.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.0000%   | 0.0000% | $449085.00         | $3736.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.0000%   | 0.0000% | $50099.00          | $912.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-08-15      | 6.0000%   | 0.0000% | $729734.00         | $16194.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 5.0000%   | 0.0000% | $91099.00          | $3607.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.0000%   | 0.0000% | $82266.00          | $130.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-09-15      | 6.5000%   | 0.0000% | $678168.00         | $22230.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-10-15      | 6.0000%   | 0.0000% | $11000000.00       | $30697.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 6.0000%   | 0.0000% | $89930.00          | $727.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 6.0000%   | 0.0000% | $63255.00          | $1417.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-15      | 6.0000%   | 0.0000% | $127499.00         | $1936.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 6.0000%   | 0.0000% | $42017.00          | $1304.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-11-15      | 6.0000%   | 0.0000% | $193013.00         | $679.00            | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2038-12-15      | 6.0000%   | 0.0000% | $2217037.00        | $10164.00          | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-06-15      | 5.0000%   | 0.0000% | $140000.00         | $6370.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-01-15      | 6.5000%   | 0.0000% | $589915.00         | $2210.00           | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association      | 2039-09-15      | 5.0000%   | 0.0000% | $128597.00         | $8713.00           | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-11-15      | 6.5000%   | 0.0000% | $21000000.00       | $21887827.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2028-08-15      | 5.5000%   | 0.0000% | $8000000.00        | $8525209.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2029-02-15      | 5.2500%   | 0.0000% | $25000000.00       | $26582622.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2036-02-15      | 4.5000%   | 0.0000% | $694200.00         | $710437.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-02-15      | 4.7500%   | 0.0000% | $10133000.00       | $10524016.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2037-05-15      | 5.0000%   | 0.0000% | $999600.00         | $1047712.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-02-15      | 4.3750%   | 0.0000% | $5000000.00        | $4968245.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2038-05-15      | 4.5000%   | 0.0000% | $999500.00         | $995627.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-02-15      | 3.5000%   | 0.0000% | $147500.00         | $131932.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-05-15      | 4.2500%   | 0.0000% | $939600.00         | $899240.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-08-15      | 4.5000%   | 0.0000% | $700.00            | $693.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2039-11-15      | 4.3750%   | 0.0000% | $1001000.00        | $964790.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-02-15      | 4.6250%   | 0.0000% | $6621100.00        | $6627339.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 4.3750%   | 0.0000% | $400.00            | $384.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-08-15      | 3.8750%   | 0.0000% | $1000000.00        | $912351.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-11-15      | 4.2500%   | 0.0000% | $2180500.00        | $2052771.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 4.7500%   | 0.0000% | $3875200.00        | $3903828.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 4.3750%   | 0.0000% | $60000000.00       | $57147317.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-08-15      | 3.7500%   | 0.0000% | $1500000.00        | $1333717.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 3.1250%   | 0.0000% | $1700400.00        | $1367203.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-05-15      | 3.0000%   | 0.0000% | $1501200.00        | $1175651.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 2.7500%   | 0.0000% | $1040200.00        | $787417.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 2.7500%   | 0.0000% | $2900000.00        | $2164908.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 3.1250%   | 0.0000% | $11998700.00       | $9556675.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-05-15      | 2.8750%   | 0.0000% | $4140400.00        | $3128051.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 3.6250%   | 0.0000% | $2470000.00        | $2108830.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 3.7500%   | 0.0000% | $2318000.00        | $1988263.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 3.6250%   | 0.0000% | $1800400.00        | $1528607.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-05-15      | 3.3750%   | 0.0000% | $3510000.00        | $2830723.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 3.1250%   | 0.0000% | $2276300.00        | $1776021.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 3.0000%   | 0.0000% | $1602500.00        | $1208754.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 2.5000%   | 0.0000% | $15000700.00       | $10419746.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-05-15      | 3.0000%   | 0.0000% | $500.00            | $375.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-08-15      | 2.8750%   | 0.0000% | $700.00            | $517.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-11-15      | 3.0000%   | 0.0000% | $998900.00         | $745045.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-02-15      | 2.5000%   | 0.0000% | $10299100.00       | $7050355.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-05-15      | 2.5000%   | 0.0000% | $6840100.00        | $4624366.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-08-15      | 2.2500%   | 0.0000% | $12000000.00       | $7749949.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2046-11-15      | 2.8750%   | 0.0000% | $1080900.00        | $779505.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-02-15      | 3.0000%   | 0.0000% | $8280600.00        | $6155241.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-05-15      | 3.0000%   | 0.0000% | $500.00            | $367.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-08-15      | 2.7500%   | 0.0000% | $2000700.00        | $1409380.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2047-11-15      | 2.7500%   | 0.0000% | $999400.00         | $695150.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-02-15      | 3.0000%   | 0.0000% | $164824800.00      | $121114711.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-05-15      | 3.1250%   | 0.0000% | $5359800.00        | $3981264.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-08-15      | 3.0000%   | 0.0000% | $10099100.00       | $7385207.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2048-11-15      | 3.3750%   | 0.0000% | $12799200.00       | $9914243.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-02-15      | 3.0000%   | 0.0000% | $7400100.00        | $5392991.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 2.8750%   | 0.0000% | $95720500.00       | $67248808.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-08-15      | 2.2500%   | 0.0000% | $8749100.00        | $5410488.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-11-15      | 2.3750%   | 0.0000% | $4014000.00        | $2523317.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-02-15      | 2.0000%   | 0.0000% | $999100.00         | $577955.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-05-15      | 1.2500%   | 0.0000% | $999600.00         | $467625.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-08-15      | 1.3750%   | 0.0000% | $2399300.00        | $1160288.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-08-15      | 1.1250%   | 0.0000% | $300.00            | $181.00            | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2040-05-15      | 1.1250%   | 0.0000% | $5999500.00        | $3647363.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2050-11-15      | 1.6250%   | 0.0000% | $8011000.00        | $4117216.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-02-15      | 1.8750%   | 0.0000% | $157639300.00      | $87107653.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-02-15      | 1.8750%   | 0.0000% | $6736900.00        | $4571854.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-05-15      | 2.3750%   | 0.0000% | $50000000.00       | $30992204.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-05-15      | 2.2500%   | 0.0000% | $2570000.00        | $1829786.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-08-15      | 2.0000%   | 0.0000% | $1099800.00        | $624117.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-08-15      | 1.7500%   | 0.0000% | $4465500.00        | $2920614.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2051-11-15      | 1.8750%   | 0.0000% | $1601200.00        | $868920.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2041-11-15      | 2.0000%   | 0.0000% | $5000900.00        | $3369933.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-02-15      | 2.2500%   | 0.0000% | $46790700.00       | $28172170.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-02-15      | 2.3750%   | 0.0000% | $109872800.00      | $78975602.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-05-15      | 2.8750%   | 0.0000% | $60451800.00       | $41613742.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-05-15      | 3.2500%   | 0.0000% | $680000.00         | $552233.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-08-15      | 3.0000%   | 0.0000% | $7526600.00        | $5372388.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-08-15      | 3.3750%   | 0.0000% | $12365500.00       | $10291016.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2052-11-15      | 4.0000%   | 0.0000% | $188400.00         | $161562.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2042-11-15      | 4.0000%   | 0.0000% | $34999800.00       | $31381816.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-02-15      | 3.6250%   | 0.0000% | $55930400.00       | $45257558.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-02-15      | 3.8750%   | 0.0000% | $99845100.00       | $88759857.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-05-15      | 3.6250%   | 0.0000% | $131079000.00      | $104795508.00      | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-08-15      | 4.1250%   | 0.0000% | $99901300.00       | $88538809.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 4.3750%   | 0.0000% | $75499300.00       | $71541631.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2053-11-15      | 4.7500%   | 0.0000% | $498500.00         | $484772.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-11-15      | 4.7500%   | 0.0000% | $72999300.00       | $71690360.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-02-15      | 4.2500%   | 0.0000% | $29588400.00       | $26794455.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-02-15      | 4.5000%   | 0.0000% | $34315500.00       | $32969275.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-05-15      | 4.6250%   | 0.0000% | $8010500.00        | $7635202.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-05-15      | 4.6250%   | 0.0000% | $29260900.00       | $28218340.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-08-15      | 4.2500%   | 0.0000% | $4999100.00        | $4531079.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-08-15      | 4.1250%   | 0.0000% | $5799400.00        | $5278822.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2054-11-15      | 4.5000%   | 0.0000% | $1749600.00        | $1636303.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2044-11-15      | 4.6250%   | 0.0000% | $711200.00         | $684443.00         | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-02-15      | 4.6250%   | 0.0000% | $21478700.00       | $20770038.00       | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2045-02-15      | 4.7500%   | 0.0000% | $8980400.00        | $8887034.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2055-05-15      | 4.7500%   | 0.0000% | $14417000.00       | $14075535.00       | U.S. Treasuries (including strips)  |

### Security 284: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059963, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0599637791562JP
- **C.18 - Value (incl. sponsor support):** $27400000.00
- **C.18.a - Value (excl. sponsor support):** $27400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $16636400.00       | $16196689.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $12628600.00       | $11761456.00       | U.S. Treasuries (including strips) |

### Security 285: BNP PARIBAS

- **C.1 - Title:** BNP PARIBAS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059964, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR0599647791569BN
- **C.18 - Value (incl. sponsor support):** $2470300000.00
- **C.18.a - Value (excl. sponsor support):** $2470300000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION   | 2032-07-01      | 102.7310% | 0.0000% | $31228.00          | $524.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 7.0000%   | 0.0000% | $11087939.00       | $149408.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%   | 0.0000% | $87968.00          | $3231.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.0000%   | 0.0000% | $1423.00           | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 7.0000%   | 0.0000% | $3108.00           | $138.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-12-01      | 7.5000%   | 0.0000% | $5938.00           | $259.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-11-01      | 5.5000%   | 0.0000% | $3000.00           | $211.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.0000%   | 0.0000% | $744413.00         | $78891.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-10-01      | 3.5000%   | 0.0000% | $196000.00         | $24619.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.0000%   | 0.0000% | $5000000.00        | $754439.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-01-01      | 3.5000%   | 0.0000% | $3605.00           | $297.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%   | 0.0000% | $10000.00          | $1888.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-01-01      | 3.0000%   | 0.0000% | $5037.00           | $280.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-09-01      | 3.0000%   | 0.0000% | $6627.00           | $862.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-02-01      | 5.5000%   | 0.0000% | $514286.00         | $6017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 3.5000%   | 0.0000% | $1009.00           | $144.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 6.5000%   | 0.0000% | $4261.00           | $245.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 4.5000%   | 0.0000% | $655585.00         | $5551.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-02-01      | 6.5000%   | 0.0000% | $6500.00           | $134.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 7.0000%   | 0.0000% | $3008.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-09-01      | 6.5000%   | 0.0000% | $293055.00         | $16397.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%   | 0.0000% | $1550.00           | $16.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 6.5000%   | 0.0000% | $1687282.00        | $18756.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-11-01      | 6.5000%   | 0.0000% | $10312.00          | $98.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%   | 0.0000% | $4623003.00        | $36161.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%   | 0.0000% | $2137879.00        | $34625.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%   | 0.0000% | $16740272.00       | $102934.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 6.5000%   | 0.0000% | $1264884.00        | $12636.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%   | 0.0000% | $76584.00          | $1480.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-04-01      | 5.5000%   | 0.0000% | $5696155.00        | $28453.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 7.0000%   | 0.0000% | $9047.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-05-01      | 4.5000%   | 0.0000% | $2467921.00        | $94375.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-08-01      | 5.5000%   | 0.0000% | $283000.00         | $5195.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 6.5000%   | 0.0000% | $1102.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-09-01      | 5.5000%   | 0.0000% | $5175412.00        | $17234.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 4.5000%   | 0.0000% | $1494.00           | $33.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.5000%   | 0.0000% | $10923.00          | $455.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-01-01      | 4.0000%   | 0.0000% | $485387.00         | $52703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-02-01      | 4.5000%   | 0.0000% | $1255.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 6.5000%   | 0.0000% | $435489.00         | $59.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 6.5000%   | 0.0000% | $10980.00          | $73.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-03-01      | 2.5000%   | 0.0000% | $4799000.00        | $114360.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-10-01      | 4.0000%   | 0.0000% | $953000.00         | $75411.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%   | 0.0000% | $98667.00          | $8522.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-10-01      | 4.0000%   | 0.0000% | $4704.00           | $829.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 3.0000%   | 0.0000% | $1831.00           | $301.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%   | 0.0000% | $513624.00         | $64059.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%   | 0.0000% | $100000.00         | $5875.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-04-01      | 4.5000%   | 0.0000% | $2476.00           | $375.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.5000%   | 0.0000% | $1000.00           | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%   | 0.0000% | $6441632.00        | $1031728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-10-01      | 4.5000%   | 0.0000% | $1378420.00        | $109744.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-11-01      | 4.5000%   | 0.0000% | $1000.00           | $194.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-10-01      | 3.5000%   | 0.0000% | $4568.00           | $873.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-04-01      | 3.5000%   | 0.0000% | $600000.00         | $87212.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-08-01      | 3.0000%   | 0.0000% | $137494.00         | $29971.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 4.0000%   | 0.0000% | $32131.00          | $10927.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 5.0000%   | 0.0000% | $3000000.00        | $495173.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%   | 0.0000% | $314289.00         | $44637.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-01-01      | 6.0000%   | 0.0000% | $1500000.00        | $9239.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-08-01      | 3.5000%   | 0.0000% | $900000.00         | $72308.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-10-01      | 3.0000%   | 0.0000% | $1500000.00        | $152994.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-05-01      | 3.0000%   | 0.0000% | $220000.00         | $17755.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-01-01      | 3.0000%   | 0.0000% | $1545000.00        | $166358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-04-01      | 4.5000%   | 0.0000% | $3100000.00        | $331624.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-05-01      | 3.0000%   | 0.0000% | $49000.00          | $6132.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 3.5000%   | 0.0000% | $100000.00         | $17237.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 4.0000%   | 0.0000% | $13090.00          | $2391.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.5000%   | 0.0000% | $58733786.00       | $13006049.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%   | 0.0000% | $27441.00          | $1372.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 5.5000%   | 0.0000% | $1200.00           | $88.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.5000%   | 0.0000% | $561000.00         | $4669.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-12-01      | 6.5000%   | 0.0000% | $2978.00           | $25.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-09-01      | 7.0000%   | 0.0000% | $6156.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%   | 0.0000% | $8140.00           | $7.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%   | 0.0000% | $3062775.00        | $74976.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%   | 0.0000% | $10466474.00       | $41556.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 6.5000%   | 0.0000% | $13494587.00       | $83085.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-12-01      | 5.0000%   | 0.0000% | $2630.00           | $46.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-05-01      | 6.5000%   | 0.0000% | $5732.00           | $104.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-04-01      | 6.5000%   | 0.0000% | $26841.00          | $200.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-01-01      | 5.5000%   | 0.0000% | $4562540.00        | $33282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-03-01      | 6.5000%   | 0.0000% | $11653.00          | $52.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 4.5000%   | 0.0000% | $5860291.00        | $379021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-10-01      | 5.5000%   | 0.0000% | $217186.00         | $4693.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-09-01      | 4.5000%   | 0.0000% | $450000.00         | $12985.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-03-01      | 4.0000%   | 0.0000% | $1013.00           | $118.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-05-01      | 4.5000%   | 0.0000% | $1000000.00        | $100448.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%   | 0.0000% | $42991.00          | $1384.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-11-01      | 4.5000%   | 0.0000% | $1585.00           | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%   | 0.0000% | $145000.00         | $11690.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-12-01      | 4.0000%   | 0.0000% | $530000.00         | $49091.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 7.0000%   | 0.0000% | $301002.00         | $13122.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-09-01      | 6.5000%   | 0.0000% | $1510.00           | $94.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%   | 0.0000% | $186595.00         | $15203.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-06-01      | 5.5000%   | 0.0000% | $257180.00         | $21770.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-09-01      | 4.5000%   | 0.0000% | $1442201.00        | $118913.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%   | 0.0000% | $75340.00          | $10116.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-07-01      | 6.5000%   | 0.0000% | $1938370.00        | $9826.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 3.5000%   | 0.0000% | $837197.00         | $65379.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-08-01      | 3.5000%   | 0.0000% | $460000.00         | $45242.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.0000%   | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 2.5000%   | 0.0000% | $11488367.00       | $2890209.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.5000%   | 0.0000% | $250001.00         | $28864.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-09-01      | 3.0000%   | 0.0000% | $3582741.00        | $559506.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-12-01      | 3.0000%   | 0.0000% | $87007.00          | $15552.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%   | 0.0000% | $66006.00          | $12444.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%   | 0.0000% | $1064947.00        | $146896.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-01-01      | 3.5000%   | 0.0000% | $394229.00         | $50285.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-02-01      | 3.5000%   | 0.0000% | $134003.00         | $16051.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-04-01      | 3.0000%   | 0.0000% | $48000.00          | $7407.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%   | 0.0000% | $283859.00         | $24239.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-06-01      | 4.0000%   | 0.0000% | $5971515.00        | $9672.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-04-01      | 3.0000%   | 0.0000% | $13108.00          | $1614.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-08-01      | 3.5000%   | 0.0000% | $485040.00         | $81446.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-02-01      | 4.0000%   | 0.0000% | $25000.00          | $6046.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%   | 0.0000% | $333000.00         | $72703.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 3.5000%   | 0.0000% | $5000000.00        | $918021.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-03-01      | 4.5000%   | 0.0000% | $1010.00           | $141.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.0000%   | 0.0000% | $1487.00           | $388.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-08-01      | 4.5000%   | 0.0000% | $1626323.00        | $319281.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-03-01      | 3.5000%   | 0.0000% | $1285000.00        | $278826.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.5000%   | 0.0000% | $5735.00           | $1360.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-10-01      | 3.5000%   | 0.0000% | $750000.00         | $63974.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 5.0000%   | 0.0000% | $2972.00           | $304.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-03-01      | 3.5000%   | 0.0000% | $1889940.00        | $574961.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-11-01      | 3.5000%   | 0.0000% | $1747655.00        | $511240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-09-01      | 3.0000%   | 0.0000% | $96995.00          | $26983.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 3.0000%   | 0.0000% | $1000.00           | $229.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-05-01      | 3.5000%   | 0.0000% | $1100000.00        | $86984.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-11-01      | 4.5000%   | 0.0000% | $3256430.00        | $807487.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-07-01      | 4.0000%   | 0.0000% | $6913042.00        | $6034616.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-12-01      | 4.5000%   | 0.0000% | $32000.00          | $29153.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 2.5000%   | 0.0000% | $5536109.00        | $4485687.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%   | 0.0000% | $29000.00          | $17331.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 2.5000%   | 0.0000% | $1180153.00        | $772830.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-08-01      | 3.5000%   | 0.0000% | $1000.00           | $651.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 3.0000%   | 0.0000% | $7296960.00        | $2589863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 2.0000%   | 0.0000% | $600000.00         | $406737.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 2.0000%   | 0.0000% | $200000.00         | $136161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.5000%   | 0.0000% | $523000.00         | $338491.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.0000%   | 0.0000% | $91999.00          | $53774.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-04-01      | 3.0000%   | 0.0000% | $1790000.00        | $362745.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-03-01      | 4.0000%   | 0.0000% | $4001.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%   | 0.0000% | $600000.00         | $351055.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.0000%   | 0.0000% | $500000.00         | $300122.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%   | 0.0000% | $235000.00         | $162026.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%   | 0.0000% | $6000.00           | $4726.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%   | 0.0000% | $1000.00           | $672.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%   | 0.0000% | $500000.00         | $345627.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%   | 0.0000% | $1200000.00        | $953829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%   | 0.0000% | $30000.00          | $21462.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%   | 0.0000% | $2124.00           | $1692.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.0000%   | 0.0000% | $9985990.00        | $6981228.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%   | 0.0000% | $2090.00           | $1490.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%   | 0.0000% | $519001.00         | $413987.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%   | 0.0000% | $34001.00          | $25516.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%   | 0.0000% | $18274.00          | $12199.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 3.5000%   | 0.0000% | $15000.00          | $11460.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%   | 0.0000% | $4482.00           | $3538.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%   | 0.0000% | $545000.00         | $434842.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%   | 0.0000% | $1303.00           | $1071.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%   | 0.0000% | $3000.00           | $2282.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.5000%   | 0.0000% | $107000.00         | $83770.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.5000%   | 0.0000% | $258578.00         | $201522.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%   | 0.0000% | $2296498.00        | $1865798.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%   | 0.0000% | $4430.00           | $3267.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-08-01      | 4.5000%   | 0.0000% | $2008.00           | $1532.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%   | 0.0000% | $378528.00         | $343829.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%   | 0.0000% | $1001.00           | $822.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%   | 0.0000% | $1000.00           | $717.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%   | 0.0000% | $748102.00         | $631139.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%   | 0.0000% | $440000.00         | $347121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%   | 0.0000% | $3836.00           | $2869.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%   | 0.0000% | $10024.00          | $8782.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 4.0000%   | 0.0000% | $200000.00         | $166679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%   | 0.0000% | $7953810.00        | $7169734.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%   | 0.0000% | $3000.00           | $2274.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 5.5000%   | 0.0000% | $140248.00         | $119807.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.5000%   | 0.0000% | $389000.00         | $287534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%   | 0.0000% | $2901385.00        | $2696168.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%   | 0.0000% | $15953307.00       | $15449161.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 4.5000%   | 0.0000% | $1357194.00        | $1238293.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%   | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 4.5000%   | 0.0000% | $1001.00           | $110.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-10-01      | 3.0000%   | 0.0000% | $342000.00         | $51065.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-04-01      | 3.5000%   | 0.0000% | $7316.00           | $1472.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 4.5000%   | 0.0000% | $80000.00          | $74938.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%   | 0.0000% | $2581150.00        | $1227535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-08-01      | 2.5000%   | 0.0000% | $2204601.00        | $1048457.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $9463695.00        | $9646263.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%   | 0.0000% | $1190051.00        | $903305.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%   | 0.0000% | $16535641.00       | $13574584.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.5000%   | 0.0000% | $632001.00         | $299032.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-03-01      | 2.0000%   | 0.0000% | $3675.00           | $2061.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.5000%   | 0.0000% | $319000.00         | $177013.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%   | 0.0000% | $14000.00          | $6449.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%   | 0.0000% | $1000.00           | $591.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.0000%   | 0.0000% | $1000.00           | $656.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 3.5000%   | 0.0000% | $27572.00          | $17137.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%   | 0.0000% | $542000.00         | $331943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%   | 0.0000% | $2014.00           | $1280.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%   | 0.0000% | $149352.00         | $110801.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 3.5000%   | 0.0000% | $12999.00          | $9731.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%   | 0.0000% | $4026.00           | $2714.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%   | 0.0000% | $6002.00           | $4193.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%   | 0.0000% | $12013.00          | $8490.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%   | 0.0000% | $40000.00          | $29111.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%   | 0.0000% | $6014.00           | $4725.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%   | 0.0000% | $4000.00           | $2982.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%   | 0.0000% | $408491.00         | $300032.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 3.5000%   | 0.0000% | $20000.00          | $15325.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.0000%   | 0.0000% | $6333327.00        | $4976025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%   | 0.0000% | $1000.00           | $787.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.5000%   | 0.0000% | $1001.00           | $753.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%   | 0.0000% | $64923.00          | $49609.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 4.0000%   | 0.0000% | $7000.00           | $5630.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.5000%   | 0.0000% | $19627.00          | $15823.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%   | 0.0000% | $6000.00           | $4534.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.0000%   | 0.0000% | $3134.00           | $2665.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%   | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 6.0000%   | 0.0000% | $413637.00         | $340249.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 5.5000%   | 0.0000% | $7779977.00        | $6685803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 4.0000%   | 0.0000% | $6001.00           | $5064.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%   | 0.0000% | $4646575.00        | $3661746.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%   | 0.0000% | $854951.00         | $696206.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 6.0000%   | 0.0000% | $3000.00           | $2475.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%   | 0.0000% | $9184000.00        | $7750186.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%   | 0.0000% | $3077667.00        | $2652477.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.0000%   | 0.0000% | $44370861.00       | $39914330.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%   | 0.0000% | $64588567.00       | $58544412.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%   | 0.0000% | $3134266.00        | $2913322.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%   | 0.0000% | $44473.00          | $41531.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.5000%   | 0.0000% | $1008.00           | $945.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%   | 0.0000% | $657978.00         | $606193.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.0000%   | 0.0000% | $2000.00           | $1802.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%   | 0.0000% | $11307053.00       | $10821031.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.0000%   | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.0000%   | 0.0000% | $1164575.00        | $1119519.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $1511643.00        | $1495515.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%   | 0.0000% | $2049.00           | $1990.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%   | 0.0000% | $4898744.00        | $4349108.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 2.5000%   | 0.0000% | $200000.00         | $145534.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%   | 0.0000% | $6203432.00        | $5011535.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.5000%   | 0.0000% | $10000.00          | $8448.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%   | 0.0000% | $1000.00           | $878.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 5.5000%   | 0.0000% | $727950.00         | $656756.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 4.5000%   | 0.0000% | $15267.00          | $680.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.0000%   | 0.0000% | $199000.00         | $64642.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-10-01      | 2.0000%   | 0.0000% | $2069492.00        | $1104099.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%   | 0.0000% | $96000.00          | $48962.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-12-01      | 2.0000%   | 0.0000% | $23096571.00       | $12266079.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.0000%   | 0.0000% | $2560000.00        | $1426002.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-08-01      | 2.5000%   | 0.0000% | $1340.00           | $837.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%   | 0.0000% | $3734044.00        | $2464485.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.0000%   | 0.0000% | $200000.00         | $134848.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.0000%   | 0.0000% | $10435.00          | $7531.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%   | 0.0000% | $259776.00         | $189601.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 4.5000%   | 0.0000% | $31567.00          | $22123.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%   | 0.0000% | $455872.00         | $395243.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.0000%   | 0.0000% | $1407848.00        | $872054.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 5.5000%   | 0.0000% | $600000.00         | $566909.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%   | 0.0000% | $986353.00         | $520086.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 6.0000%   | 0.0000% | $1482703.00        | $1124481.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%   | 0.0000% | $1434411.00        | $1004255.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%   | 0.0000% | $178975.00         | $113898.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 4.5000%   | 0.0000% | $6002.00           | $5508.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%   | 0.0000% | $10327.00          | $8419.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%   | 0.0000% | $710684.00         | $709502.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%   | 0.0000% | $1018.00           | $845.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%   | 0.0000% | $1181514.00        | $893714.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 6.5000%   | 0.0000% | $56964.00          | $46260.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%   | 0.0000% | $29005.00          | $23896.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%   | 0.0000% | $4355.00           | $3056.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.5000%   | 0.0000% | $2000.00           | $1606.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%   | 0.0000% | $1000.00           | $673.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 6.5000%   | 0.0000% | $1398.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%   | 0.0000% | $955860.00         | $907240.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.5000%   | 0.0000% | $2743963.00        | $2352675.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%   | 0.0000% | $27610.00          | $23456.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%   | 0.0000% | $6052.00           | $5017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 7.0000%   | 0.0000% | $1000.00           | $823.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%   | 0.0000% | $3007.00           | $3077.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%   | 0.0000% | $760994.00         | $510446.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%   | 0.0000% | $514245.00         | $498099.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%   | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.0000%   | 0.0000% | $498133.00         | $501425.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%   | 0.0000% | $5720568.00        | $5527321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.0000%   | 0.0000% | $1000.00           | $938.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%   | 0.0000% | $31000.00          | $28579.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 7.0000%   | 0.0000% | $3007.00           | $2948.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%   | 0.0000% | $798259.00         | $789104.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%   | 0.0000% | $514592.00         | $457104.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%   | 0.0000% | $2835542.00        | $2616225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%   | 0.0000% | $2160157.00        | $2186391.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.5000%   | 0.0000% | $2582113.00        | $1909854.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%   | 0.0000% | $1180830.00        | $1170495.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.5000%   | 0.0000% | $391429.00         | $404365.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%   | 0.0000% | $1309285.00        | $1326421.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-02-01      | 2.5000%   | 0.0000% | $2068622.00        | $1428835.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 4.0000%   | 0.0000% | $1272319.00        | $1078343.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%   | 0.0000% | $1046853.00        | $1063153.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.0000%   | 0.0000% | $2462910.00        | $1027048.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%   | 0.0000% | $1636670.00        | $764137.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%   | 0.0000% | $2350061.00        | $747229.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.0000%   | 0.0000% | $148191.00         | $80311.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-02-01      | 2.0000%   | 0.0000% | $10616254.00       | $5841264.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%   | 0.0000% | $2644860.00        | $1754663.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-07-01      | 2.5000%   | 0.0000% | $126903.00         | $76692.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.5000%   | 0.0000% | $500000.00         | $313642.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-09-01      | 2.0000%   | 0.0000% | $1577946.00        | $962123.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 2.5000%   | 0.0000% | $4432000.00        | $3066592.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%   | 0.0000% | $4337000.00        | $3008389.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%   | 0.0000% | $1005.00           | $804.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 5.0000%   | 0.0000% | $2361929.00        | $1791007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.5000%   | 0.0000% | $226826.00         | $184586.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.5000%   | 0.0000% | $49100.00          | $36589.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 4.5000%   | 0.0000% | $4110.00           | $3213.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%   | 0.0000% | $2776748.00        | $2298969.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%   | 0.0000% | $1780330.00        | $1434803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%   | 0.0000% | $610000.00         | $501204.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.0000%   | 0.0000% | $4097689.00        | $3457586.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%   | 0.0000% | $9699821.00        | $8459728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-12-01      | 2.0000%   | 0.0000% | $5787304.00        | $3654986.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-06-01      | 3.5000%   | 0.0000% | $20000.00          | $10945.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-01-01      | 3.5000%   | 0.0000% | $1000.00           | $883.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 2.5000%   | 0.0000% | $20000.00          | $15323.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%   | 0.0000% | $1260409.00        | $1085298.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%   | 0.0000% | $4000.00           | $3431.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%   | 0.0000% | $21266931.00       | $17685431.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%   | 0.0000% | $590265.00         | $203434.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.5000%   | 0.0000% | $1260002.00        | $832353.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-05-01      | 6.5000%   | 0.0000% | $7244.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-07-01      | 6.5000%   | 0.0000% | $1496.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-12-01      | 5.5000%   | 0.0000% | $557021.00         | $5228.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-08-01      | 6.5000%   | 0.0000% | $20000000.00       | $15591.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-02-01      | 6.5000%   | 0.0000% | $5036873.00        | $7348.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%   | 0.0000% | $2730000.00        | $357479.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-04-01      | 5.0000%   | 0.0000% | $7320000.00        | $116604.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%   | 0.0000% | $997000.00         | $56409.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 4.5000%   | 0.0000% | $1004.00           | $28.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-12-01      | 4.0000%   | 0.0000% | $195000.00         | $9057.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%   | 0.0000% | $1007.00           | $113.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 5.0000%   | 0.0000% | $4700000.00        | $577954.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%   | 0.0000% | $7055593.00        | $436121.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-01-01      | 4.0000%   | 0.0000% | $1215000.00        | $250245.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 4.5000%   | 0.0000% | $510484.00         | $51801.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.0000%   | 0.0000% | $3793.00           | $244.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $1047.00           | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%   | 0.0000% | $212245.00         | $8878.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-02-01      | 4.5000%   | 0.0000% | $200000.00         | $38174.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.5000%   | 0.0000% | $3090000.00        | $135107.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%   | 0.0000% | $3121.00           | $721.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-01-01      | 4.5000%   | 0.0000% | $391063.00         | $63085.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-07-01      | 4.0000%   | 0.0000% | $174000.00         | $23594.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.5000%   | 0.0000% | $604897.00         | $66096.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 4.5000%   | 0.0000% | $2006599.00        | $196487.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%   | 0.0000% | $2925504.00        | $570262.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-12-01      | 3.0000%   | 0.0000% | $8024000.00        | $2530013.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.0000%   | 0.0000% | $1281694.00        | $398252.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-02-01      | 4.5000%   | 0.0000% | $10555440.00       | $3312480.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $3000.00           | $254.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $2017.00           | $413.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $1300160.00        | $209651.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $3320.00           | $392.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-03-01      | 4.0000%   | 0.0000% | $53000.00          | $5725.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $2204.00           | $189.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-04-01      | 3.0000%   | 0.0000% | $270000.00         | $15208.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-04-01      | 3.5000%   | 0.0000% | $1109.00           | $197.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-06-01      | 5.5000%   | 0.0000% | $19804.00          | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-03-01      | 6.5000%   | 0.0000% | $23244.00          | $283.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 4.5000%   | 0.0000% | $10305096.00       | $74721.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 4.5000%   | 0.0000% | $1000.00           | $20.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 5.0000%   | 0.0000% | $13892340.00       | $409245.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-05-01      | 6.5000%   | 0.0000% | $12875.00          | $219.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-10-01      | 6.5000%   | 0.0000% | $2563709.00        | $55017.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 7.0000%   | 0.0000% | $2001.00           | $2079.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.5000%   | 0.0000% | $1161886.00        | $1230222.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.5000%   | 0.0000% | $4172301.00        | $4079729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%   | 0.0000% | $87324.00          | $42035.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.5000%   | 0.0000% | $838160.00         | $822302.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%   | 0.0000% | $8887924.00        | $8644784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 7.5000%   | 0.0000% | $20292.00          | $15458.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%   | 0.0000% | $512212.00         | $516119.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%   | 0.0000% | $3063415.00        | $3011618.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%   | 0.0000% | $732188.00         | $702035.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%   | 0.0000% | $22511.00          | $22309.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%   | 0.0000% | $1048746.00        | $1097692.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%   | 0.0000% | $902691.00         | $910026.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%   | 0.0000% | $1462.00           | $1486.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 7.0000%   | 0.0000% | $1801304.00        | $1009417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%   | 0.0000% | $3748107.00        | $3219061.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%   | 0.0000% | $1900000.00        | $1743243.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%   | 0.0000% | $77888.00          | $70598.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%   | 0.0000% | $4000.00           | $4018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%   | 0.0000% | $5001.00           | $4921.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%   | 0.0000% | $4800000.00        | $4519198.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 4.5000%   | 0.0000% | $1125871.00        | $1049204.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%   | 0.0000% | $1014655.00        | $1023619.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%   | 0.0000% | $2000.00           | $1836.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%   | 0.0000% | $500800.00         | $426617.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%   | 0.0000% | $1024.00           | $915.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%   | 0.0000% | $1489273.00        | $1528798.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%   | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%   | 0.0000% | $157920.00         | $162329.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%   | 0.0000% | $1000.00           | $975.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%   | 0.0000% | $2055249.00        | $2012333.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%   | 0.0000% | $1143148.00        | $1218429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%   | 0.0000% | $932508.00         | $984253.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.0000%   | 0.0000% | $375427.00         | $329417.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%   | 0.0000% | $1111569.00        | $1060271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%   | 0.0000% | $6938466.00        | $6619132.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.0000%   | 0.0000% | $8912330.00        | $8552081.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%   | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 6.5000%   | 0.0000% | $2000.00           | $1715.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%   | 0.0000% | $1389699.00        | $1442223.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%   | 0.0000% | $25000.00          | $22259.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.0000%   | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 6.5000%   | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%   | 0.0000% | $1059053.00        | $1001570.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%   | 0.0000% | $5188428.00        | $5006462.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%   | 0.0000% | $228588.00         | $220971.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%   | 0.0000% | $431136.00         | $444851.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%   | 0.0000% | $1001.00           | $943.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.5000%   | 0.0000% | $3000.00           | $2828.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 6.5000%   | 0.0000% | $2476219.00        | $2554292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%   | 0.0000% | $1000.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%   | 0.0000% | $1055450.00        | $1053324.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $10048151.00       | $10324544.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%   | 0.0000% | $1630793.00        | $1689225.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $1000.00           | $1021.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $1610900.00        | $1659538.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $2822515.00        | $2874428.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $2557897.00        | $2378109.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%   | 0.0000% | $9658466.00        | $9310217.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%   | 0.0000% | $1186424.00        | $1224042.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%   | 0.0000% | $1018383.00        | $988579.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $2950930.00        | $2997597.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $3000.00           | $3043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.5000%   | 0.0000% | $1987157.00        | $2063791.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $1848962.00        | $1889422.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%   | 0.0000% | $1073455.00        | $1065450.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $1456650.00        | $1475007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%   | 0.0000% | $479789.00         | $478268.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $3787420.00        | $3857417.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%   | 0.0000% | $6464186.00        | $6442863.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%   | 0.0000% | $1084910.00        | $1079802.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%   | 0.0000% | $2859035.00        | $2915825.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%   | 0.0000% | $3903090.00        | $3884713.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%   | 0.0000% | $2641708.00        | $2684729.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%   | 0.0000% | $1647980.00        | $1713507.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-11-01      | 3.5000%   | 0.0000% | $4373626.00        | $488147.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%   | 0.0000% | $1070.00           | $131.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-05-01      | 3.0000%   | 0.0000% | $1107.00           | $321.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%   | 0.0000% | $2300000.00        | $590288.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%   | 0.0000% | $882183.00         | $173533.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.0000%   | 0.0000% | $1014.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 4.0000%   | 0.0000% | $251224.00         | $56031.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%   | 0.0000% | $3907940.00        | $879679.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%   | 0.0000% | $9527000.00        | $1471588.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 4.0000%   | 0.0000% | $1543892.00        | $366152.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%   | 0.0000% | $335552.00         | $31700.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%   | 0.0000% | $1000.00           | $438.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 5.0000%   | 0.0000% | $1070374.00        | $428821.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-03-01      | 4.5000%   | 0.0000% | $10158592.00       | $1954755.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.5000%   | 0.0000% | $512413.00         | $51252.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.5000%   | 0.0000% | $13806000.00       | $3172812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%   | 0.0000% | $60000.00          | $7409.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.5000%   | 0.0000% | $19000.00          | $4035.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.0000%   | 0.0000% | $537308.00         | $93373.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-06-01      | 4.5000%   | 0.0000% | $25394912.00       | $6662648.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%   | 0.0000% | $4009.00           | $571.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 5.0000%   | 0.0000% | $1000.00           | $320.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-11-01      | 3.5000%   | 0.0000% | $485000.00         | $161017.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%   | 0.0000% | $537812.00         | $77279.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%   | 0.0000% | $3000.00           | $1074.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 5.0000%   | 0.0000% | $129698.00         | $32818.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-10-01      | 3.0000%   | 0.0000% | $9544256.00        | $1761041.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%   | 0.0000% | $1000.00           | $177.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%   | 0.0000% | $327000.00         | $75968.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 2.5000%   | 0.0000% | $3030000.00        | $1455586.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 2.5000%   | 0.0000% | $319948.00         | $209684.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.0000%   | 0.0000% | $20000000.00       | $10804669.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%   | 0.0000% | $1107046.00        | $538876.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%   | 0.0000% | $1000.00           | $482.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%   | 0.0000% | $1000.00           | $525.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%   | 0.0000% | $1013389.00        | $560278.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%   | 0.0000% | $1300000.00        | $786818.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%   | 0.0000% | $3000.00           | $1724.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%   | 0.0000% | $1592.00           | $1288.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%   | 0.0000% | $210000.00         | $165339.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%   | 0.0000% | $355007.00         | $241309.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%   | 0.0000% | $749000.00         | $607908.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%   | 0.0000% | $3251.00           | $2837.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.0000%   | 0.0000% | $269879.00         | $245691.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%   | 0.0000% | $1120223.00        | $1028478.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%   | 0.0000% | $1034427.00        | $1017146.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.5000%   | 0.0000% | $3557334.00        | $3168545.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 6.0000%   | 0.0000% | $2000.00           | $2027.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%   | 0.0000% | $2000.00           | $1935.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%   | 0.0000% | $210000.00         | $131303.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 2.0000%   | 0.0000% | $85998.00          | $52657.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%   | 0.0000% | $1532394.00        | $1522355.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%   | 0.0000% | $1000.00           | $634.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%   | 0.0000% | $319000.00         | $197731.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.0000%   | 0.0000% | $2887478.00        | $1949913.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.5000%   | 0.0000% | $44725.00          | $25364.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%   | 0.0000% | $3370000.00        | $2508576.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%   | 0.0000% | $1471397.00        | $1277529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.5000%   | 0.0000% | $1803450.00        | $1564577.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 7.5000%   | 0.0000% | $1407460.00        | $1038318.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%   | 0.0000% | $37000.00          | $30722.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%   | 0.0000% | $686953.00         | $513894.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%   | 0.0000% | $839249.00         | $812133.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%   | 0.0000% | $288017.00         | $247470.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%   | 0.0000% | $1000.00           | $812.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%   | 0.0000% | $13036.00          | $9409.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%   | 0.0000% | $1001.00           | $909.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%   | 0.0000% | $1126999.00        | $1148294.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%   | 0.0000% | $3034638.00        | $2930393.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%   | 0.0000% | $1328496.00        | $1384703.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%   | 0.0000% | $4871.00           | $353.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%   | 0.0000% | $157000.00         | $38628.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 5.0000%   | 0.0000% | $167000.00         | $9347.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%   | 0.0000% | $3008.00           | $624.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%   | 0.0000% | $3000.00           | $216.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.5000%   | 0.0000% | $1025.00           | $200.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%   | 0.0000% | $69060419.00       | $17485912.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-01-01      | 4.5000%   | 0.0000% | $32259139.00       | $7386292.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 4.0000%   | 0.0000% | $743731.00         | $170142.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%   | 0.0000% | $201000.00         | $68902.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%   | 0.0000% | $3000.00           | $1478.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 2.5000%   | 0.0000% | $4938489.00        | $2358852.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-10-01      | 2.0000%   | 0.0000% | $3722000.00        | $2042262.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-11-01      | 2.0000%   | 0.0000% | $3288614.00        | $1995566.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%   | 0.0000% | $900000.00         | $480267.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 3.0000%   | 0.0000% | $130238.00         | $70295.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%   | 0.0000% | $655150.00         | $378088.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.5000%   | 0.0000% | $930000.00         | $509219.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%   | 0.0000% | $55000000.00       | $30061563.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-04-01      | 1.5000%   | 0.0000% | $45000000.00       | $24266720.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%   | 0.0000% | $3001000.00        | $1796340.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.5000%   | 0.0000% | $4764311.00        | $2913796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%   | 0.0000% | $288927.00         | $203551.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%   | 0.0000% | $1000.00           | $645.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%   | 0.0000% | $3000.00           | $1970.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%   | 0.0000% | $1538000.00        | $1052875.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%   | 0.0000% | $664992.00         | $454295.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%   | 0.0000% | $8000.00           | $5248.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%   | 0.0000% | $239122.00         | $155900.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%   | 0.0000% | $2000.00           | $1300.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.0000%   | 0.0000% | $61000.00          | $40191.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.5000%   | 0.0000% | $10008.00          | $6888.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%   | 0.0000% | $94951.00          | $65225.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%   | 0.0000% | $2000.00           | $1458.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 2.5000%   | 0.0000% | $3940300.00        | $2618373.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%   | 0.0000% | $869700.00         | $631516.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%   | 0.0000% | $13139400.00       | $9854190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 5.0000%   | 0.0000% | $1000.00           | $760.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%   | 0.0000% | $101900.00         | $74503.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%   | 0.0000% | $10000.00          | $7247.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%   | 0.0000% | $163000.00         | $122069.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%   | 0.0000% | $43116.00          | $31596.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.5000%   | 0.0000% | $218432.00         | $171165.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 6.0000%   | 0.0000% | $6187859.00        | $4628782.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%   | 0.0000% | $1105000.00        | $866170.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%   | 0.0000% | $1000.00           | $761.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%   | 0.0000% | $6460000.00        | $4055624.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 6.0000%   | 0.0000% | $2359798.00        | $1951139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%   | 0.0000% | $808379.00         | $673199.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%   | 0.0000% | $79965.00          | $59429.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%   | 0.0000% | $10158724.00       | $7525375.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $576910.00         | $492175.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $155996.00         | $119430.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $12910691.00       | $12060550.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $9610828.00        | $8076334.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.5000%   | 0.0000% | $5923576.00        | $5015148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%   | 0.0000% | $100002.00         | $82621.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%   | 0.0000% | $366264.00         | $311503.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.0000%   | 0.0000% | $28000.00          | $24120.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%   | 0.0000% | $1407000.00        | $1231572.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%   | 0.0000% | $1000.00           | $827.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%   | 0.0000% | $2600000.00        | $2074819.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 6.5000%   | 0.0000% | $38000.00          | $33411.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%   | 0.0000% | $67000.00          | $62451.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%   | 0.0000% | $1207530.00        | $1091418.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 4.5000%   | 0.0000% | $8014435.00        | $7448841.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.0000%   | 0.0000% | $10987166.00       | $8564139.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.5000%   | 0.0000% | $4649784.00        | $3789498.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%   | 0.0000% | $2095971.00        | $1740736.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.0000%   | 0.0000% | $68861291.00       | $59811850.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%   | 0.0000% | $6497348.00        | $5869393.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.0000%   | 0.0000% | $15419570.00       | $14753486.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%   | 0.0000% | $19066490.00       | $18397112.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%   | 0.0000% | $3469096.00        | $2930965.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%   | 0.0000% | $20419546.00       | $19295750.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-12-01      | 3.0000%   | 0.0000% | $28189954.00       | $24867040.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%   | 0.0000% | $2072872.00        | $2011511.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%   | 0.0000% | $12189035.00       | $3874833.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%   | 0.0000% | $132000.00         | $32115.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%   | 0.0000% | $103000.00         | $38745.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%   | 0.0000% | $390000.00         | $98121.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 4.5000%   | 0.0000% | $12391903.00       | $3135458.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%   | 0.0000% | $76091.00          | $22098.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.5000%   | 0.0000% | $6000.00           | $1261.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.5000%   | 0.0000% | $4940.00           | $1157.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.0000%   | 0.0000% | $1001.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%   | 0.0000% | $8436604.00        | $3928803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 3.0000%   | 0.0000% | $2458883.00        | $1241838.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%   | 0.0000% | $14079120.00       | $7724258.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%   | 0.0000% | $11278.00          | $7091.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.0000%   | 0.0000% | $2014.00           | $1099.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%   | 0.0000% | $4007536.00        | $2589589.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.5000%   | 0.0000% | $1162000.00        | $755725.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%   | 0.0000% | $93000.00          | $60159.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%   | 0.0000% | $34001.00          | $24044.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%   | 0.0000% | $17794.00          | $11501.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%   | 0.0000% | $95999.00          | $67164.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%   | 0.0000% | $2002.00           | $1292.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%   | 0.0000% | $1475289.00        | $995495.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%   | 0.0000% | $200000.00         | $140335.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.5000%   | 0.0000% | $2950.00           | $2017.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%   | 0.0000% | $189000.00         | $137605.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 2.0000%   | 0.0000% | $6933624.00        | $4540591.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%   | 0.0000% | $37370464.00       | $25348286.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.5000%   | 0.0000% | $664005.00         | $437381.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%   | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%   | 0.0000% | $8000.00           | $5776.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%   | 0.0000% | $12372681.00       | $9983102.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 3.0000%   | 0.0000% | $255413.00         | $172910.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%   | 0.0000% | $478400.00         | $387404.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%   | 0.0000% | $47000.00          | $33813.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%   | 0.0000% | $510000.00         | $417388.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%   | 0.0000% | $4024.00           | $3260.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%   | 0.0000% | $2723.00           | $2065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 2.5000%   | 0.0000% | $1141820.00        | $812901.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%   | 0.0000% | $1000.00           | $832.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 3.5000%   | 0.0000% | $2173000.00        | $1551386.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 6.5000%   | 0.0000% | $1000.00           | $817.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-01-01      | 6.0000%   | 0.0000% | $3000.00           | $2324.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $5678002.00        | $4673669.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%   | 0.0000% | $4192000.00        | $3151112.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%   | 0.0000% | $11224288.00       | $10155814.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%   | 0.0000% | $3396565.00        | $2541911.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 1.5000%   | 0.0000% | $3000.00           | $2184.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%   | 0.0000% | $1864000.00        | $1548522.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%   | 0.0000% | $18737553.00       | $14801230.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%   | 0.0000% | $19674.00          | $15201.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.5000%   | 0.0000% | $8964459.00        | $7953053.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 4.5000%   | 0.0000% | $1000.00           | $852.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%   | 0.0000% | $537999.00         | $398762.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 6.5000%   | 0.0000% | $1000.00           | $858.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%   | 0.0000% | $24337276.00       | $20527970.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%   | 0.0000% | $1000000.00        | $926173.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.0000%   | 0.0000% | $142175.00         | $115475.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%   | 0.0000% | $4068190.00        | $3512607.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.5000%   | 0.0000% | $28939157.00       | $25908770.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%   | 0.0000% | $28000.00          | $21856.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 5.5000%   | 0.0000% | $1994000.00        | $1865531.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%   | 0.0000% | $23818590.00       | $20676699.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%   | 0.0000% | $657115.00         | $666585.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%   | 0.0000% | $70562.00          | $73085.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%   | 0.0000% | $1460420.00        | $1242242.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-12-01      | 6.5000%   | 0.0000% | $3100000.00        | $27175.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%   | 0.0000% | $2000.00           | $36.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-10-01      | 6.5000%   | 0.0000% | $15213011.00       | $119377.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 6.0000%   | 0.0000% | $8939.00           | $56.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 7.0000%   | 0.0000% | $10023.00          | $34.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-11-01      | 6.0000%   | 0.0000% | $20331.00          | $63.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-03-01      | 5.0000%   | 0.0000% | $1000.00           | $17.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%   | 0.0000% | $6371.00           | $87.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2038-11-01      | 6.0000%   | 0.0000% | $7000.00           | $76.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 6.0000%   | 0.0000% | $1204581.00        | $31460.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-08-01      | 5.0000%   | 0.0000% | $100000.00         | $3936.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-09-01      | 5.5000%   | 0.0000% | $2469.00           | $50.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%   | 0.0000% | $1733.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%   | 0.0000% | $140000.00         | $6637.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-06-01      | 4.5000%   | 0.0000% | $8000.00           | $99.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-04-01      | 4.5000%   | 0.0000% | $8000.00           | $168.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-06-01      | 4.5000%   | 0.0000% | $12137000.00       | $1069128.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-08-01      | 4.5000%   | 0.0000% | $87000.00          | $2109.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-05-01      | 4.5000%   | 0.0000% | $125000.00         | $7421.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%   | 0.0000% | $90000.00          | $3261.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-02-01      | 4.0000%   | 0.0000% | $45000.00          | $2141.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-07-01      | 4.5000%   | 0.0000% | $24000.00          | $548.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-10-01      | 3.0000%   | 0.0000% | $3000.00           | $541.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-11-01      | 3.5000%   | 0.0000% | $19504.00          | $2153.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-11-01      | 5.0000%   | 0.0000% | $40000.00          | $2101.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-12-01      | 4.5000%   | 0.0000% | $2428000.00        | $51500.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%   | 0.0000% | $100000.00         | $3856.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-04-01      | 4.5000%   | 0.0000% | $631000.00         | $18358.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%   | 0.0000% | $1000.00           | $95.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.0000%   | 0.0000% | $9984963.00        | $643694.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.0000%   | 0.0000% | $73000.00          | $8987.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-11-01      | 3.5000%   | 0.0000% | $1000.00           | $51.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-04-01      | 3.5000%   | 0.0000% | $25000.00          | $2844.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-07-01      | 3.5000%   | 0.0000% | $6000.00           | $732.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-12-01      | 4.5000%   | 0.0000% | $1000.00           | $64.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2030-01-01      | 3.5000%   | 0.0000% | $12000.00          | $1141.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%   | 0.0000% | $1000.00           | $108.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%   | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%   | 0.0000% | $1328316.00        | $131317.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 3.5000%   | 0.0000% | $46000.00          | $3673.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 3.5000%   | 0.0000% | $6000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-10-01      | 4.0000%   | 0.0000% | $3000.00           | $227.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-11-01      | 3.5000%   | 0.0000% | $9000.00           | $723.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%   | 0.0000% | $38000.00          | $3019.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-02-01      | 3.5000%   | 0.0000% | $53000.00          | $4065.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-02-01      | 4.0000%   | 0.0000% | $230000.00         | $13368.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-08-01      | 3.0000%   | 0.0000% | $7000.00           | $1090.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 3.0000%   | 0.0000% | $300000.00         | $44834.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 2.5000%   | 0.0000% | $2000.00           | $390.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.0000%   | 0.0000% | $19000.00          | $3338.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-01-01      | 4.0000%   | 0.0000% | $2000.00           | $266.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 3.0000%   | 0.0000% | $6000.00           | $1366.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%   | 0.0000% | $8000.00           | $808.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 3.5000%   | 0.0000% | $27000.00          | $2921.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 3.0000%   | 0.0000% | $1000.00           | $176.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 3.5000%   | 0.0000% | $2000.00           | $242.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-10-01      | 4.0000%   | 0.0000% | $1000.00           | $121.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 3.0000%   | 0.0000% | $2000.00           | $317.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%   | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.0000%   | 0.0000% | $3000.00           | $471.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%   | 0.0000% | $1000.00           | $132.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-03-01      | 3.5000%   | 0.0000% | $3065000.00        | $403236.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 3.5000%   | 0.0000% | $1000.00           | $130.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-02-01      | 4.0000%   | 0.0000% | $1000.00           | $122.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.5000%   | 0.0000% | $9000.00           | $1165.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 4.5000%   | 0.0000% | $2000.00           | $224.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-04-01      | 3.0000%   | 0.0000% | $1000.00           | $148.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-06-01      | 4.0000%   | 0.0000% | $338000.00         | $29174.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-07-01      | 4.5000%   | 0.0000% | $154692311.00      | $12366882.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 3.5000%   | 0.0000% | $11000.00          | $1043.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 3.5000%   | 0.0000% | $1000.00           | $97.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%   | 0.0000% | $19412043.00       | $1470100.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%   | 0.0000% | $9000.00           | $682.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%   | 0.0000% | $1718020.00        | $1040549.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 2.0000%   | 0.0000% | $1000.00           | $610.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-08-01      | 3.0000%   | 0.0000% | $175000.00         | $94967.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.0000%   | 0.0000% | $20845551.00       | $12976690.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%   | 0.0000% | $276500.00         | $169784.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.5000%   | 0.0000% | $5000.00           | $2631.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-04-01      | 3.0000%   | 0.0000% | $40000.00          | $3163.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-03-01      | 3.5000%   | 0.0000% | $2000.00           | $164.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 3.5000%   | 0.0000% | $1000.00           | $75.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.0000%   | 0.0000% | $3000.00           | $205.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2029-05-01      | 3.5000%   | 0.0000% | $2000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 3.5000%   | 0.0000% | $2000.00           | $150.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 3.5000%   | 0.0000% | $4000.00           | $307.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%   | 0.0000% | $11000.00          | $1014.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.0000%   | 0.0000% | $12000.00          | $1190.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%   | 0.0000% | $14000.00          | $1222.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 4.0000%   | 0.0000% | $33000.00          | $3089.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 3.5000%   | 0.0000% | $2000.00           | $204.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-08-01      | 4.0000%   | 0.0000% | $1000.00           | $109.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-09-01      | 3.5000%   | 0.0000% | $8000.00           | $925.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 2.5000%   | 0.0000% | $7000.00           | $1078.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-11-01      | 3.5000%   | 0.0000% | $29000.00          | $3688.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-12-01      | 3.5000%   | 0.0000% | $1000.00           | $137.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%   | 0.0000% | $111000.00         | $15404.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-01-01      | 3.0000%   | 0.0000% | $25000.00          | $4178.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.0000%   | 0.0000% | $16000.00          | $2814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-01-01      | 3.5000%   | 0.0000% | $8000.00           | $1111.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-03-01      | 3.0000%   | 0.0000% | $8000.00           | $1456.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-04-01      | 3.5000%   | 0.0000% | $22336.00          | $3413.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 2.5000%   | 0.0000% | $2000.00           | $440.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-04-01      | 3.0000%   | 0.0000% | $11000.00          | $2139.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-05-01      | 3.0000%   | 0.0000% | $10000.00          | $2825.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 2.5000%   | 0.0000% | $20711.00          | $6305.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 3.0000%   | 0.0000% | $6000.00           | $1499.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.0000%   | 0.0000% | $8000.00           | $2279.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 3.5000%   | 0.0000% | $2064079.00        | $457810.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 3.5000%   | 0.0000% | $1000.00           | $239.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-07-01      | 4.0000%   | 0.0000% | $2000.00           | $488.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-08-01      | 4.5000%   | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 2.0000%   | 0.0000% | $1000.00           | $481.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-09-01      | 3.0000%   | 0.0000% | $4000.00           | $1241.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 4.5000%   | 0.0000% | $8000.00           | $2015.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 1.5000%   | 0.0000% | $514600.00         | $281161.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-12-01      | 2.5000%   | 0.0000% | $8000.00           | $3634.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-03-01      | 2.0000%   | 0.0000% | $3000.00           | $1684.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%   | 0.0000% | $5590328.00        | $3290649.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-06-01      | 3.5000%   | 0.0000% | $11000.00          | $4399.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 5.0000%   | 0.0000% | $1000.00           | $902.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%   | 0.0000% | $1000.00           | $899.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%   | 0.0000% | $12583988.00       | $10521691.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 4.0000%   | 0.0000% | $10000.00          | $8643.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%   | 0.0000% | $1219.00           | $1107.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 7.0000%   | 0.0000% | $1000.00           | $257.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%   | 0.0000% | $1151013.00        | $739056.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%   | 0.0000% | $284648.00         | $186444.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-02-01      | 3.0000%   | 0.0000% | $609000.00         | $394318.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.5000%   | 0.0000% | $2000.00           | $1303.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%   | 0.0000% | $1000.00           | $695.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 3.0000%   | 0.0000% | $201000.00         | $146112.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%   | 0.0000% | $49999.00          | $37439.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%   | 0.0000% | $7000.00           | $4741.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 2.0000%   | 0.0000% | $85999.00          | $56751.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%   | 0.0000% | $54000.00          | $38983.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 4.0000%   | 0.0000% | $3000.00           | $2013.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%   | 0.0000% | $1296358.00        | $950592.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%   | 0.0000% | $350378.00         | $268364.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.0000%   | 0.0000% | $143538.00         | $109939.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%   | 0.0000% | $625000.00         | $481542.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%   | 0.0000% | $68828.00          | $49720.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%   | 0.0000% | $2000.00           | $1445.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%   | 0.0000% | $1007.00           | $781.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 4.0000%   | 0.0000% | $10788.00          | $8368.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 4.0000%   | 0.0000% | $2000.00           | $1224.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%   | 0.0000% | $6000.00           | $4652.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%   | 0.0000% | $228022.00         | $178025.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 3.0000%   | 0.0000% | $3000.00           | $2283.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%   | 0.0000% | $232804.00         | $177669.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%   | 0.0000% | $271000.00         | $206820.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 3.5000%   | 0.0000% | $5000.00           | $3918.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 4.5000%   | 0.0000% | $372543.00         | $298609.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%   | 0.0000% | $4045000.00        | $3206047.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.0000%   | 0.0000% | $2000.00           | $1622.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%   | 0.0000% | $3000000.00        | $2501368.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 4.5000%   | 0.0000% | $3000.00           | $2501.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%   | 0.0000% | $6440457.00        | $4663539.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%   | 0.0000% | $625000.00         | $499209.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 6.0000%   | 0.0000% | $874197.00         | $644336.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%   | 0.0000% | $345000.00         | $286752.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%   | 0.0000% | $523064.00         | $443848.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%   | 0.0000% | $2000.00           | $1517.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.0000%   | 0.0000% | $1717010.00        | $1457378.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%   | 0.0000% | $233920.00         | $194878.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 3.5000%   | 0.0000% | $5000.00           | $3977.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 4.0000%   | 0.0000% | $5000.00           | $4144.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.0000%   | 0.0000% | $552000.00         | $476178.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%   | 0.0000% | $599238.00         | $504052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 4.0000%   | 0.0000% | $1000.00           | $835.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.0000%   | 0.0000% | $2016.00           | $1779.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%   | 0.0000% | $2052964.00        | $1664732.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 6.0000%   | 0.0000% | $10609653.00       | $9302778.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 7.0000%   | 0.0000% | $2953000.00        | $1861554.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 7.0000%   | 0.0000% | $3871860.00        | $2629304.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%   | 0.0000% | $1690995.00        | $1514067.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%   | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 7.0000%   | 0.0000% | $903143.00         | $674879.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 4.0000%   | 0.0000% | $23000.00          | $20746.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.0000%   | 0.0000% | $684152.00         | $657337.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%   | 0.0000% | $605700.00         | $595875.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%   | 0.0000% | $7340524.00        | $7292433.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-05-01      | 7.0000%   | 0.0000% | $191471.00         | $16286.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 6.5000%   | 0.0000% | $5241518.00        | $196011.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 4.5000%   | 0.0000% | $2628892.00        | $79266.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.5000%   | 0.0000% | $3415640.00        | $3540579.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%   | 0.0000% | $5912.00           | $5977.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%   | 0.0000% | $2349964.00        | $2432959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%   | 0.0000% | $61717.00          | $62203.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%   | 0.0000% | $3753088.00        | $3885271.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.5000%   | 0.0000% | $2000.00           | $2054.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%   | 0.0000% | $2427175.00        | $2467657.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%   | 0.0000% | $2175904.00        | $2242659.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%   | 0.0000% | $2318442.00        | $2343791.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%   | 0.0000% | $6279291.00        | $6007245.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%   | 0.0000% | $5469084.00        | $5543560.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%   | 0.0000% | $624269.00         | $619052.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 5.5000%   | 0.0000% | $2034.00           | $2024.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%   | 0.0000% | $2075228.00        | $2153349.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%   | 0.0000% | $2418724.00        | $2491824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $5998408.00        | $5989931.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $7146399.00        | $7251191.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $9292909.00        | $9420025.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%   | 0.0000% | $1053950.00        | $1045127.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%   | 0.0000% | $12587333.00       | $12037757.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $2132100.00        | $2171459.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $1466264.00        | $1477052.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%   | 0.0000% | $12299722.00       | $12695311.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $5595032.00        | $5695733.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $8125200.00        | $8267874.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $993920.00         | $989871.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $3650081.00        | $3636643.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $1687095.00        | $1682473.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $1100717.00        | $1123780.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $1664770.00        | $1694831.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $1014963.00        | $1008314.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $1011.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $198464.00         | $202406.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $1540280.00        | $1535820.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $1400400.00        | $1391224.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $2057010.00        | $2043534.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $10177952.00       | $10130030.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $1272243.00        | $1269381.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%   | 0.0000% | $1005.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.5000%   | 0.0000% | $1000.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%   | 0.0000% | $1895330.00        | $1961248.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%   | 0.0000% | $13602776.00       | $13734254.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%   | 0.0000% | $1205572.00        | $1213148.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 5.0000%   | 0.0000% | $14124086.00       | $13548733.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%   | 0.0000% | $2467125.00        | $2513812.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%   | 0.0000% | $30435459.00       | $28903200.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%   | 0.0000% | $18874467.00       | $18580527.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $1364256.00        | $1400975.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.5000%   | 0.0000% | $1163380.00        | $985462.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-06-01      | 6.0000%   | 0.0000% | $15319856.00       | $12474336.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%   | 0.0000% | $7090643.00        | $6676756.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 6.0000%   | 0.0000% | $28672950.00       | $27038076.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 4.5000%   | 0.0000% | $1000.00           | $935.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%   | 0.0000% | $17077000.00       | $17283031.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%   | 0.0000% | $18205917.00       | $17273656.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $2050.00           | $2091.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%   | 0.0000% | $6088.00           | $6211.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $36895168.00       | $37497900.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%   | 0.0000% | $48820698.00       | $49618249.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%   | 0.0000% | $31973510.00       | $31764037.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%   | 0.0000% | $41492887.00       | $42085668.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-03-20      | 4.5000%   | 0.0000% | $1100000.00        | $81477.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-09-20      | 5.5000%   | 0.0000% | $1004.00           | $81.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-04-20      | 5.5000%   | 0.0000% | $8162.00           | $89.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-15      | 3.5000%   | 0.0000% | $204189.00         | $34250.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-05-15      | 3.0000%   | 0.0000% | $1143.00           | $147.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-12-15      | 2.5000%   | 0.0000% | $1439218.00        | $195017.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-06-20      | 4.0000%   | 0.0000% | $4809000.00        | $280402.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%   | 0.0000% | $85266.00          | $5690.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 3.0000%   | 0.0000% | $1000.00           | $154.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 4.0000%   | 0.0000% | $6575026.00        | $593213.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 5.5000%   | 0.0000% | $1000.00           | $118.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-04-20      | 6.0000%   | 0.0000% | $1000.00           | $136.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 3.0000%   | 0.0000% | $1000.00           | $114.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-08-20      | 3.0000%   | 0.0000% | $5233866.00        | $651515.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 6.5000%   | 0.0000% | $105000.00         | $17553.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-20      | 6.5000%   | 0.0000% | $1000.00           | $188.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-11-20      | 3.0000%   | 0.0000% | $1490257.00        | $201653.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-01-20      | 3.0000%   | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%   | 0.0000% | $1001.00           | $142.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 3.0000%   | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 5.0000%   | 0.0000% | $180000.00         | $17433.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%   | 0.0000% | $11175244.00       | $1063995.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-01-20      | 3.0000%   | 0.0000% | $767100.00         | $109703.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 4.0000%   | 0.0000% | $1461190.00        | $133817.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 3.5000%   | 0.0000% | $391407.00         | $47215.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-10-20      | 4.0000%   | 0.0000% | $12552.00          | $1167.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-12-20      | 4.0000%   | 0.0000% | $19793922.00       | $1839893.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-04-20      | 5.0000%   | 0.0000% | $1000.00           | $77.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 6.0000%   | 0.0000% | $1000.00           | $157.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%   | 0.0000% | $1000.00           | $131.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-01-20      | 6.5000%   | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 5.5000%   | 0.0000% | $49000.00          | $8160.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 6.0000%   | 0.0000% | $36000.00          | $9119.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%   | 0.0000% | $1302000.00        | $320933.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%   | 0.0000% | $14982.00          | $3848.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.5000%   | 0.0000% | $300000.00         | $106223.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%   | 0.0000% | $26168546.00       | $8304653.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-07-20      | 6.5000%   | 0.0000% | $41000.00          | $11139.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 2.0000%   | 0.0000% | $3193410.00        | $1535875.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-12-20      | 2.0000%   | 0.0000% | $2150000.00        | $1055678.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%   | 0.0000% | $18000.00          | $11884.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%   | 0.0000% | $2312810.00        | $1601115.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.5000%   | 0.0000% | $1000.00           | $708.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%   | 0.0000% | $49707009.00       | $36600072.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%   | 0.0000% | $1000.00           | $384.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.5000%   | 0.0000% | $199000.00         | $84503.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 6.0000%   | 0.0000% | $50000.00          | $18203.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 6.0000%   | 0.0000% | $100000.00         | $36239.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 6.0000%   | 0.0000% | $30000.00          | $9405.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%   | 0.0000% | $1435000.00        | $845017.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 5.5000%   | 0.0000% | $5269.00           | $2772.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%   | 0.0000% | $7541056.00        | $4353394.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%   | 0.0000% | $151002.00         | $87172.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 6.0000%   | 0.0000% | $509356.00         | $182351.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 6.0000%   | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%   | 0.0000% | $1065517.00        | $686087.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.5000%   | 0.0000% | $4008901.00        | $2590621.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 4.5000%   | 0.0000% | $322000.00         | $209591.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 5.0000%   | 0.0000% | $1001.00           | $645.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%   | 0.0000% | $1024.00           | $828.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 6.0000%   | 0.0000% | $119000.00         | $81211.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%   | 0.0000% | $8076960.00        | $6939296.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%   | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%   | 0.0000% | $22095100.00       | $17993344.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%   | 0.0000% | $161531259.00      | $111575372.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%   | 0.0000% | $995000.00         | $759771.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 4.0000%   | 0.0000% | $5569898.00        | $4264027.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%   | 0.0000% | $13304.00          | $10293.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%   | 0.0000% | $1000.00           | $733.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 6.0000%   | 0.0000% | $537799.00         | $340267.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 4.5000%   | 0.0000% | $5799000.00        | $4568428.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%   | 0.0000% | $1555002.00        | $1230726.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 6.5000%   | 0.0000% | $968750.00         | $466735.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%   | 0.0000% | $2392069.00        | $1760822.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 4.5000%   | 0.0000% | $1000000.00        | $811040.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 5.0000%   | 0.0000% | $6750000.00        | $5331883.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%   | 0.0000% | $194655.00         | $121346.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 4.5000%   | 0.0000% | $17642416.00       | $14230780.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.0000%   | 0.0000% | $3456026.00        | $2814837.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%   | 0.0000% | $3563241.00        | $2718250.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%   | 0.0000% | $1748377.00        | $1098201.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%   | 0.0000% | $6468000.00        | $5378351.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%   | 0.0000% | $7186276.00        | $5570977.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.5000%   | 0.0000% | $8108777.00        | $4346383.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 5.5000%   | 0.0000% | $1000.00           | $946.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%   | 0.0000% | $5000.00           | $4487.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%   | 0.0000% | $364179.00         | $315664.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%   | 0.0000% | $1894000.00        | $1551058.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%   | 0.0000% | $1000.00           | $869.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%   | 0.0000% | $8395845.00        | $5854966.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%   | 0.0000% | $5833673.00        | $5016489.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%   | 0.0000% | $2310178.00        | $2052478.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.5000%   | 0.0000% | $11789.00          | $9801.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 6.0000%   | 0.0000% | $2443068.00        | $1730523.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 4.0000%   | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%   | 0.0000% | $16579309.00       | $15060758.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%   | 0.0000% | $3500000.00        | $2829655.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%   | 0.0000% | $18206272.00       | $12084918.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.0000%   | 0.0000% | $1033904.00        | $963390.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%   | 0.0000% | $1000.00           | $934.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%   | 0.0000% | $15555840.00       | $14533849.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 3.5000%   | 0.0000% | $190764.00         | $157898.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-06-15      | 5.0000%   | 0.0000% | $1150.00           | $57.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-15      | 5.0000%   | 0.0000% | $5902.00           | $635.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%   | 0.0000% | $1000.00           | $55.00             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-10-15      | 3.0000%   | 0.0000% | $1065746.00        | $189118.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-15      | 4.0000%   | 0.0000% | $999900.00         | $141255.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%   | 0.0000% | $15461303.00       | $4824806.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%   | 0.0000% | $1000.00           | $170.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%   | 0.0000% | $461532.00         | $101091.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 5.0000%   | 0.0000% | $205113.00         | $179962.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%   | 0.0000% | $16472.00          | $10745.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%   | 0.0000% | $1698147.00        | $1361681.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-15      | 4.0000%   | 0.0000% | $2324977.00        | $2085770.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 4.0000%   | 0.0000% | $7423608.00        | $5380871.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%   | 0.0000% | $8662176.00        | $8267720.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%   | 0.0000% | $1000.00           | $960.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%   | 0.0000% | $1127998.00        | $1100904.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-04-15      | 3.5000%   | 0.0000% | $1004883.00        | $110036.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-15      | 2.5000%   | 0.0000% | $1001.00           | $647.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-15      | 4.0000%   | 0.0000% | $1011.00           | $103.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.5000%   | 0.0000% | $1221440.00        | $1303874.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $2467650.00        | $2597868.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%   | 0.0000% | $1051.00           | $880.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 8.0000%   | 0.0000% | $310843.00         | $194099.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.5000%   | 0.0000% | $639380.00         | $672605.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%   | 0.0000% | $1472844.00        | $1571157.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%   | 0.0000% | $1257818.00        | $1341956.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 7.5000%   | 0.0000% | $1167326.00        | $1237744.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.0000%   | 0.0000% | $12005972.00       | $10041662.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%   | 0.0000% | $1582950.00        | $1518551.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.5000%   | 0.0000% | $7993.00           | $6206.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%   | 0.0000% | $16833.00          | $9589.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%   | 0.0000% | $3988590.00        | $3914780.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%   | 0.0000% | $1000.00           | $1028.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $2071.00           | $2215.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $607065.00         | $626316.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%   | 0.0000% | $1865181.00        | $1902778.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%   | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%   | 0.0000% | $637897.00         | $639860.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $2122288.00        | $2209521.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%   | 0.0000% | $1035321.00        | $1088023.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $914863.00         | $944123.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $1416652.00        | $1475859.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $1159394.00        | $1185464.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1217640.00        | $1278320.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $1138450.00        | $1185061.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%   | 0.0000% | $1053394.00        | $827475.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%   | 0.0000% | $1102423.00        | $1141877.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%   | 0.0000% | $2003125.00        | $2094061.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $522160.00         | $546452.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $2361365.00        | $2496010.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%   | 0.0000% | $1288280.00        | $1357550.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%   | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%   | 0.0000% | $1480146.00        | $1564633.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%   | 0.0000% | $1215949.00        | $1293696.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1419368.00        | $1502583.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-03-20      | 7.0000%   | 0.0000% | $1156723.00        | $1194003.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.0000%   | 0.0000% | $1245391.00        | $1311372.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $2080456.00        | $2170530.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%   | 0.0000% | $1103635.00        | $1165898.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $257748.00         | $263489.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $406273.00         | $417809.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $240295.00         | $247119.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $266683.00         | $274715.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%   | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $1056572.00        | $1086317.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1339606.00        | $1412079.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1190900.00        | $1259864.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $247452.00         | $253512.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1054461.00        | $1116811.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1333043.00        | $1421480.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1164680.00        | $1225769.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $267406.00         | $273361.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $289732.00         | $296868.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1480802.00        | $1575383.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1160704.00        | $1199564.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1000.00           | $1058.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $249932.00         | $258236.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $343711.00         | $350924.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $1772932.00        | $1836571.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1049.00           | $1110.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1234624.00        | $1297906.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1081056.00        | $1137768.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1241349.00        | $1282959.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%   | 0.0000% | $1000.00           | $1066.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-05-20      | 7.0000%   | 0.0000% | $1069248.00        | $1103817.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 7.0000%   | 0.0000% | $1122363.00        | $1190834.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%   | 0.0000% | $749701.00         | $756003.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%   | 0.0000% | $1000.00           | $1013.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1324683.00        | $1389746.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $529175.00         | $541493.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%   | 0.0000% | $1107882.00        | $1164419.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $572574.00         | $584611.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%   | 0.0000% | $514857.00         | $526163.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $1853678.00        | $1898142.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $1349313.00        | $1376778.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $3164644.00        | $3228822.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%   | 0.0000% | $13019730.00       | $13339186.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%   | 0.0000% | $1008.00           | $1012.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%   | 0.0000% | $1000.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%   | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%   | 0.0000% | $1029.00           | $1052.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%   | 0.0000% | $12207490.00       | $11387259.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.0000%   | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%   | 0.0000% | $138101430.00      | $135375228.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%   | 0.0000% | $14186417.00       | $13691025.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%   | 0.0000% | $10006.00          | $9873.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 3.0000%   | 0.0000% | $48962.00          | $41956.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%   | 0.0000% | $176875456.00      | $174770302.00      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%   | 0.0000% | $4920970.00        | $5019919.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.0000%   | 0.0000% | $9150334.00        | $8879046.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%   | 0.0000% | $17632.00          | $17813.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.0000%   | 0.0000% | $1001.00           | $917.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%   | 0.0000% | $43774.00          | $43516.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%   | 0.0000% | $3087319.00        | $3069093.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $8410307.00        | $8517793.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%   | 0.0000% | $5791875.00        | $5930565.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%   | 0.0000% | $1024.00           | $997.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $402189.00         | $410646.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%   | 0.0000% | $156575.00         | $159871.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%   | 0.0000% | $2925930.00        | $2982366.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%   | 0.0000% | $1124659.00        | $1177063.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-08-15      | 5.5000%   | 0.0000% | $1454245.00        | $39850.00          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 4.0000%   | 0.0000% | $35076864.00       | $1546398.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%   | 0.0000% | $1948179.00        | $137593.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 6.0000%   | 0.0000% | $14784.00          | $2840.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2029-11-20      | 6.5000%   | 0.0000% | $6000000.00        | $713331.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.0000%   | 0.0000% | $19407475.00       | $4911015.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%   | 0.0000% | $1068668.00        | $306101.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%   | 0.0000% | $5473219.00        | $2507647.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 3.5000%   | 0.0000% | $1008.00           | $773.00            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.0000%   | 0.0000% | $1321.00           | $1309.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 2.5000%   | 0.0000% | $54846287.00       | $39522310.00       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%   | 0.0000% | $1857263.00        | $1413953.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-03-15      | 5.0000%   | 0.0000% | $9377000.00        | $160570.00         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%   | 0.0000% | $69261999.00       | $1528612.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-08-15      | 4.5000%   | 0.0000% | $124887068.00      | $2903795.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-08-15      | 5.0000%   | 0.0000% | $45326112.00       | $1124505.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%   | 0.0000% | $8901330.00        | $274697.00         | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%   | 0.0000% | $2297900.00        | $1549295.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%   | 0.0000% | $44416000.00       | $28614479.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%   | 0.0000% | $3269600.00        | $2956111.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 4.6250%   | 0.0000% | $1492800.00        | $1436365.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 0.6250%   | 0.0000% | $5734700.00        | $4869459.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-08-15      | 3.8750%   | 0.0000% | $5038600.00        | $4944341.00        | U.S. Treasuries (including strips) |

### Security 286: BANCO SANTANDER, S.A.

- **C.1 - Title:** BANCO SANTANDER, S.A. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059969, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: TPR0599697791561BA
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION   | 2036-12-01      | 7.5000%  | 0.0000% | $97577.00          | $2380.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-12-01      | 5.5000%  | 0.0000% | $57567.00          | $2682.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-01-01      | 5.0000%  | 0.0000% | $52870.00          | $2062.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 8.0000%  | 0.0000% | $89099.00          | $1345.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-11-01      | 6.0000%  | 0.0000% | $301310.00         | $4154.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 6.0000%  | 0.0000% | $60255.00          | $1056.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 6.5000%  | 0.0000% | $10460.00          | $458.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 4.5000%  | 0.0000% | $5704.00           | $410.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 4.5000%  | 0.0000% | $6257.00           | $124.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-07-01      | 6.0000%  | 0.0000% | $442900.00         | $4717.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 7.0000%  | 0.0000% | $2907.00           | $21.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-10-01      | 5.5000%  | 0.0000% | $274536.00         | $1521.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-01-01      | 5.5000%  | 0.0000% | $2384.00           | $23.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 5.5000%  | 0.0000% | $43255.00          | $1977.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 5.5000%  | 0.0000% | $96131.00          | $2367.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-08-01      | 4.0000%  | 0.0000% | $22852.00          | $3733.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 3.5000%  | 0.0000% | $7064.00           | $1304.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-08-01      | 3.5000%  | 0.0000% | $4227.00           | $693.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-11-01      | 4.5000%  | 0.0000% | $9266.00           | $840.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-07-01      | 3.5000%  | 0.0000% | $4582.00           | $182.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-03-01      | 4.0000%  | 0.0000% | $731000.00         | $157006.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $91.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-06-01      | 3.5000%  | 0.0000% | $106234.00         | $12282.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-02-01      | 2.5000%  | 0.0000% | $3491000.00        | $629726.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2033-12-01      | 3.5000%  | 0.0000% | $14452.00          | $1175.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-11-01      | 3.0000%  | 0.0000% | $2283.00           | $31.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-01-01      | 3.0000%  | 0.0000% | $1856166.00        | $39832.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-11-01      | 9.0000%  | 0.0000% | $1758265.00        | $55765.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-03-01      | 5.0000%  | 0.0000% | $42632.00          | $3375.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-06-01      | 5.0000%  | 0.0000% | $2526262.00        | $102171.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-04-01      | 5.0000%  | 0.0000% | $2349582.00        | $66196.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-05-01      | 5.0000%  | 0.0000% | $2389930.00        | $75751.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 5.0000%  | 0.0000% | $1023.00           | $60.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.5000%  | 0.0000% | $1316.00           | $6.00              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-11-01      | 2.5000%  | 0.0000% | $24431.00          | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-05-01      | 2.0000%  | 0.0000% | $25407.00          | $1577.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-04-01      | 3.5000%  | 0.0000% | $10399226.00       | $1952491.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-06-01      | 4.5000%  | 0.0000% | $13342192.00       | $3580878.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 2.5000%  | 0.0000% | $3000.00           | $286.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $213.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $397.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2034-01-01      | 4.5000%  | 0.0000% | $2346173.00        | $494906.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $4096.00           | $596.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 3.5000%  | 0.0000% | $4096.00           | $673.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-11-01      | 3.5000%  | 0.0000% | $500207.00         | $67333.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $24010.00          | $7295.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-02-01      | 4.5000%  | 0.0000% | $3528.00           | $837.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-06-01      | 4.5000%  | 0.0000% | $604568.00         | $112217.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-05-01      | 4.5000%  | 0.0000% | $10200000.00       | $46042.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2029-07-01      | 2.5000%  | 0.0000% | $15141432.00       | $887531.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-09-01      | 2.5000%  | 0.0000% | $10000000.00       | $600405.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-12-01      | 3.0000%  | 0.0000% | $108138.00         | $11577.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-10-01      | 4.5000%  | 0.0000% | $32999.00          | $7205.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-12-01      | 6.0000%  | 0.0000% | $3138.00           | $15.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-01-01      | 5.0000%  | 0.0000% | $300000.00         | $27426.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-07-01      | 3.0000%  | 0.0000% | $1223903.00        | $1041442.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-02-01      | 1.5000%  | 0.0000% | $707036.00         | $608122.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-06-01      | 2.0000%  | 0.0000% | $1024.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $1101.00           | $658.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-05-01      | 6.0000%  | 0.0000% | $22000.00          | $15639.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1846.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2035-08-01      | 2.0000%  | 0.0000% | $131290.00         | $56929.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-12-01      | 3.5000%  | 0.0000% | $2006.00           | $914.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-02-01      | 3.5000%  | 0.0000% | $1871828.00        | $831808.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1061.00           | $834.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-06-01      | 3.5000%  | 0.0000% | $2053918.00        | $1462183.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 4.0000%  | 0.0000% | $944599.00         | $718827.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 4.0000%  | 0.0000% | $885682.00         | $648273.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $6073358.00        | $4894111.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $365619.00         | $287613.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $2552032.00        | $2274248.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.0000%  | 0.0000% | $4416644.00        | $3114086.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.5000%  | 0.0000% | $4077.00           | $3697.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $4016.00           | $3231.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $790401.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 6.0000%  | 0.0000% | $18278.00          | $16654.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $2071.00           | $1411.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.0000%  | 0.0000% | $697515.00         | $543440.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-06-01      | 5.0000%  | 0.0000% | $8992147.00        | $7904326.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.0000%  | 0.0000% | $4240.00           | $3912.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $1026.00           | $899.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $2014.00           | $1748.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 3.5000%  | 0.0000% | $46000.00          | $37209.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $894.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-02-01      | 2.5000%  | 0.0000% | $7017735.00        | $5143433.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $18638071.00       | $13838161.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $4001.00           | $3587.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $2098781.00        | $1739969.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.0000%  | 0.0000% | $2154.00           | $1979.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 6.0000%  | 0.0000% | $626480.00         | $585806.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-02-01      | 7.0000%  | 0.0000% | $1295304.00        | $1070652.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 3.5000%  | 0.0000% | $1024.00           | $871.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $825317.00         | $759656.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-09-01      | 3.5000%  | 0.0000% | $1970000.00        | $234777.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $548.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $477.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $813.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 7.0000%  | 0.0000% | $10433120.00       | $10216661.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-05-01      | 3.5000%  | 0.0000% | $89000.00          | $37572.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 5.5000%  | 0.0000% | $176871.00         | $142078.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 4.0000%  | 0.0000% | $390422.00         | $298280.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 6.5000%  | 0.0000% | $40352705.00       | $35328308.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.5000%  | 0.0000% | $58654204.00       | $57583773.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1406.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-05-01      | 3.0000%  | 0.0000% | $62000.00          | $28562.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1808.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 2.5000%  | 0.0000% | $7011.00           | $4433.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 2.0000%  | 0.0000% | $13159117.00       | $8361083.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-11-01      | 3.5000%  | 0.0000% | $412000.00         | $215151.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.0000%  | 0.0000% | $5032.00           | $3590.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 2.5000%  | 0.0000% | $6000.00           | $4283.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $5281629.00        | $4254981.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.0000%  | 0.0000% | $5909458.00        | $4786502.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-12-01      | 5.0000%  | 0.0000% | $2825413.00        | $2321402.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 3.5000%  | 0.0000% | $9000.00           | $7233.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $930.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 6.0000%  | 0.0000% | $697000.00         | $587707.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1684.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.0000%  | 0.0000% | $1916272.00        | $1674942.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2518.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-09-01      | 5.5000%  | 0.0000% | $1323482.00        | $1153016.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $17956756.00       | $16051577.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-04-01      | 5.0000%  | 0.0000% | $1019403.00        | $126273.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $1423239.00        | $118479.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2041-07-01      | 5.0000%  | 0.0000% | $2002.00           | $279.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-06-01      | 4.5000%  | 0.0000% | $1659470.00        | $233449.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-09-01      | 4.0000%  | 0.0000% | $6139033.00        | $1544654.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-05-01      | 4.0000%  | 0.0000% | $22288061.00       | $4387255.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $145.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2044-02-01      | 4.5000%  | 0.0000% | $19957306.00       | $3476742.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-07-01      | 4.0000%  | 0.0000% | $5037.00           | $793.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-03-01      | 4.0000%  | 0.0000% | $36135408.00       | $6193728.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-04-01      | 4.5000%  | 0.0000% | $9829050.00        | $1850134.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-02-01      | 3.5000%  | 0.0000% | $2933864.00        | $710158.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-05-01      | 4.0000%  | 0.0000% | $2921296.00        | $1219427.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-08-01      | 4.0000%  | 0.0000% | $6373559.00        | $1665153.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2048-05-01      | 4.5000%  | 0.0000% | $13263656.00       | $2975406.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2042-05-01      | 3.5000%  | 0.0000% | $3175.00           | $814.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-12-01      | 3.0000%  | 0.0000% | $3006.00           | $1625.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-04-01      | 3.5000%  | 0.0000% | $391655.00         | $274728.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-05-01      | 3.5000%  | 0.0000% | $8569838.00        | $6258454.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $3972520.00        | $2966039.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $2125.00           | $1610.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4001.00           | $2620.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $1935.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-10-01      | 5.0000%  | 0.0000% | $1846839.00        | $1729013.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 6.0000%  | 0.0000% | $5880.00           | $4682.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $7000.00           | $5322.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $4705242.00        | $3727581.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4346.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $5244.00           | $4887.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-03-01      | 4.0000%  | 0.0000% | $9900000.00        | $7894586.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-07-01      | 6.5000%  | 0.0000% | $3001.00           | $2952.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $5685107.00        | $1394016.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-03-01      | 5.0000%  | 0.0000% | $2608517.00        | $276146.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.5000%  | 0.0000% | $3022578.00        | $399809.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 4.0000%  | 0.0000% | $39402.00          | $6440.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-07-01      | 4.0000%  | 0.0000% | $7729791.00        | $1360582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-05-01      | 3.5000%  | 0.0000% | $32350975.00       | $2767081.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-03-01      | 3.5000%  | 0.0000% | $2355677.00        | $576307.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.5000%  | 0.0000% | $281480.00         | $74998.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-10-01      | 3.0000%  | 0.0000% | $98823680.00       | $26519806.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-06-01      | 4.5000%  | 0.0000% | $10298.00          | $2858.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-04-01      | 4.5000%  | 0.0000% | $15024.00          | $3177.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-05-01      | 4.0000%  | 0.0000% | $2195.00           | $503.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.5000%  | 0.0000% | $27981930.00       | $4992434.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-06-01      | 4.0000%  | 0.0000% | $10456192.00       | $1580890.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $15170.00          | $3078.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $17059.00          | $3166.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-02-01      | 4.5000%  | 0.0000% | $2041.00           | $308.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $1390426.00        | $1410290.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-02-01      | 4.0000%  | 0.0000% | $10177.00          | $2243.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2056-08-01      | 3.5000%  | 0.0000% | $5248.00           | $1537.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-01-01      | 4.0000%  | 0.0000% | $1432790.00        | $512742.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2057-09-01      | 3.5000%  | 0.0000% | $2000608.00        | $728693.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.5000%  | 0.0000% | $4464.00           | $1636.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 4.0000%  | 0.0000% | $69605648.00       | $22396261.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-05-01      | 4.0000%  | 0.0000% | $5077917.00        | $3385727.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $836631.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 4.5000%  | 0.0000% | $1913874.00        | $319175.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $16135.00          | $5512.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 4.5000%  | 0.0000% | $12957.00          | $4105.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.5000%  | 0.0000% | $4300.00           | $1384.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-12-01      | 3.5000%  | 0.0000% | $16336.00          | $3159.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.5000%  | 0.0000% | $1435922.00        | $706696.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $10288.00          | $8132.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $8096.00           | $6035.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $734650.00         | $674126.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $1002.00           | $620.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $2549868.00        | $1993675.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 4.5000%  | 0.0000% | $4323955.00        | $3550971.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 4.5000%  | 0.0000% | $433523.00         | $358147.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $5016.00           | $3861.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $7032.00           | $4909.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 5.0000%  | 0.0000% | $3037.00           | $2226.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $3030.00           | $2521.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.5000%  | 0.0000% | $13007.00          | $8376.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $897.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $4095.00           | $3027.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $4034.00           | $3684.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $2022.00           | $1580.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $2473086.00        | $2412268.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.0000%  | 0.0000% | $1620000.00        | $1455738.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2891.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $2139324.00        | $1981524.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-07-01      | 5.5000%  | 0.0000% | $8100.00           | $6674.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1018199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 5.0000%  | 0.0000% | $17665.00          | $2640.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 5.0000%  | 0.0000% | $1035.00           | $158.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-05-01      | 4.0000%  | 0.0000% | $2842.00           | $855.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-12-01      | 5.0000%  | 0.0000% | $3114.00           | $395.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-03-01      | 5.0000%  | 0.0000% | $3000.00           | $940.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-04-01      | 4.0000%  | 0.0000% | $8214.00           | $1617.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.0000%  | 0.0000% | $1072.00           | $529.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.0000%  | 0.0000% | $8089.00           | $3994.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-06-01      | 2.0000%  | 0.0000% | $6617034.00        | $2819491.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $6105.00           | $3787.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 5.0000%  | 0.0000% | $3043619.00        | $1965921.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $7100.00           | $5066.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $780.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $4030.00           | $3391.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 6.0000%  | 0.0000% | $458219.00         | $376979.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $12884083.00       | $10781211.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.5000%  | 0.0000% | $5100.00           | $4686.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $4250.00           | $3341.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.0000%  | 0.0000% | $4460.00           | $3622.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 5.5000%  | 0.0000% | $3128.00           | $2392.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2546.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $3311289.00        | $2827562.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 5.5000%  | 0.0000% | $7266.00           | $6724.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $2151851.00        | $1560785.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 5.5000%  | 0.0000% | $5099.00           | $4686.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $880.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1694.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.5000%  | 0.0000% | $3000.00           | $2634.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 4.5000%  | 0.0000% | $403639.00         | $341366.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $1064.00           | $1024.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $11500.00          | $11216.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-03-01      | 5.0000%  | 0.0000% | $8406.00           | $6937.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.5000%  | 0.0000% | $12513.00          | $10719.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-08-01      | 4.0000%  | 0.0000% | $9314.00           | $7212.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 5.5000%  | 0.0000% | $655070.00         | $599723.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 5.0000%  | 0.0000% | $7224563.00        | $6444630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.0000%  | 0.0000% | $6946412.00        | $6764546.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-08-01      | 6.0000%  | 0.0000% | $20065217.00       | $3099846.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-02-01      | 5.5000%  | 0.0000% | $6806.00           | $123.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-11-01      | 4.0000%  | 0.0000% | $2319850.00        | $125672.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $4225.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 5.5000%  | 0.0000% | $22703810.00       | $1060685.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $3504.00           | $2730.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $10376960.00       | $8391762.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.0000%  | 0.0000% | $6056419.00        | $4971755.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 5.5000%  | 0.0000% | $29427865.00       | $28143254.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-03-01      | 5.5000%  | 0.0000% | $60055112.00       | $3846924.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 5.5000%  | 0.0000% | $9518719.00        | $9271198.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $45747.00          | $1511.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 3.5000%  | 0.0000% | $11822.00          | $891.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-15      | 3.5000%  | 0.0000% | $8194.00           | $404.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-15      | 3.7500%  | 0.0000% | $274640.00         | $30344.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $7924.00           | $1156.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-15      | 3.0000%  | 0.0000% | $594708.00         | $63167.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-15      | 3.5000%  | 0.0000% | $10690.00          | $731.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 3.5000%  | 0.0000% | $1278.00           | $98.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $2001.00           | $141.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $1000.00           | $138.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $1231.00           | $79.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $31545986.00       | $2191706.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 4.0000%  | 0.0000% | $67012151.00       | $3926322.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.5000%  | 0.0000% | $1024.00           | $70.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.5000%  | 0.0000% | $2008.00           | $148.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.5000%  | 0.0000% | $4302.00           | $286.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $13311.00          | $894.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $1001.00           | $67.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 3.5000%  | 0.0000% | $1597266.00        | $117016.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-12-20      | 4.5000%  | 0.0000% | $37398977.00       | $2394205.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $36705578.00       | $3816675.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $2031.00           | $138.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $29583986.00       | $2621924.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $4109.00           | $366.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $10425.00          | $977.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.0000%  | 0.0000% | $430000.00         | $30405.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $71156844.00       | $6671741.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $3111.00           | $313.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $5169596.00        | $539561.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 4.0000%  | 0.0000% | $75034617.00       | $6769782.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $96.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $1000.00           | $155.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $198000.00         | $16102.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $1000.00           | $110.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $30674675.00       | $3092185.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 6.0000%  | 0.0000% | $15000.00          | $2659.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $2999.00           | $223.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1021.00           | $100.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 3.5000%  | 0.0000% | $4000.00           | $409.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $3003.00           | $1127.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $421.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $6940.00           | $2631.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $2000.00           | $641.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $313226.00         | $170097.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $76000.00          | $45583.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 5.0000%  | 0.0000% | $6922.00           | $3000.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 5.0000%  | 0.0000% | $1000.00           | $551.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $1024.00           | $865.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $827557.00         | $564760.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $1000.00           | $691.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $1024.00           | $658.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $1024.00           | $772.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $1933.00           | $1413.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $6001.00           | $4594.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $1140.00           | $884.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $4016.00           | $2873.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1912.00           | $1513.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1024.00           | $767.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.5000%  | 0.0000% | $1000.00           | $510.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $17023130.00       | $13196746.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $3714763.00        | $3487872.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1000.00           | $699.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $3137278.00        | $2569219.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1008.00           | $712.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3056.00           | $1765.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $5033176.00        | $3616032.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $21131450.00       | $12117881.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $723.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $13107.00          | $4423.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $2001305.00        | $1663856.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $2024.00           | $1839.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $10404864.00       | $9721283.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $42999.00          | $39755.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $1000.00           | $127.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $3875.00           | $743.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $1370640.00        | $315998.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $98977.00          | $27030.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $1000.00           | $622.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2000.00           | $806.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $743999.00         | $266700.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $724.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1000.00           | $535.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $196671.00         | $139966.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $122035.00         | $116746.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $1000.00           | $334.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-10-20      | 4.0000%  | 0.0000% | $1007.00           | $77.00             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-03-20      | 3.7500%  | 0.0000% | $1000.00           | $303.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1000.00           | $973.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1060.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1026.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $996.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $998.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2016.00           | $2121.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $3000.00           | $2989.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $963.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2000.00           | $1997.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1024.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $636090.00         | $634349.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $671538.00         | $671167.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1034.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1009.00           | $1011.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1036.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1068.00           | $1090.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $112694.00         | $115335.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1029.00           | $1033.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1831210.00        | $1839373.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $5088.00           | $4746.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $6226519.00        | $6152412.00        | Agency Mortgage-Backed Securities |

### Security 287: FIXED INCOME CLEARING CORPORATION /  BNP PARIBAS

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION /  BNP PARIBAS 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05996A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05996A779156BNP
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION /  BNP PARIBAS

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $3700.00           | $3645.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $105.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $2258400.00        | $2311222.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $2082800.00        | $2163172.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1104900.00        | $1158080.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $89.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $400.00            | $396.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2984600.00        | $2987412.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $1900.00           | $1418.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $5481400.00        | $4365803.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $41461700.00       | $31324102.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $354400.00         | $302579.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $240000.00         | $193554.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $1387000.00        | $1046204.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $37894400.00       | $26322107.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $149.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $252500.00         | $170707.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $233400.00         | $171246.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $10200.00          | $7495.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $16410100.00       | $12189435.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $16403900.00       | $12706439.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $2844700.00        | $1375681.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $50000100.00       | $30397289.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $53615700.00       | $29626735.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $69686400.00       | $37816598.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $83678800.00       | $56388233.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $915400.00         | $551152.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $13000.00          | $10557.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $15536000.00       | $11089391.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $179166200.00      | $153643515.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3200.00           | $2558.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $574700.00         | $544574.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $91.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $34448400.00       | $33096961.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $6963200.00        | $6636968.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $98509900.00       | $92130816.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $900.00            | $866.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $94.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $2148300.00        | $2101224.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-31      | 2.8750%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $2695900.00        | $2644149.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $99900.00          | $97260.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $200.00            | $185.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $214840500.00      | $210257170.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $700.00            | $692.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-06-15      | 2.8750%  | 0.0000% | $53926000.00       | $54589951.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $51791500.00       | $51143425.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $4700.00           | $4756.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1999800.00        | $2016528.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $99990600.00       | $101865778.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $154100.00         | $155981.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $415500.00         | $399554.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $49999800.00       | $49052417.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100000000.00      | $101059341.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $15432000.00       | $15493816.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100000000.00      | $101996959.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $400.00            | $408.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $150249000.00      | $154757817.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $46567900.00       | $46590284.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $58648900.00       | $59521017.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $600.00            | $609.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $31487800.00       | $31609667.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $151000000.00      | $157478560.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $230658400.00      | $237381284.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $406.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $202531200.00      | $204030231.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $10398600.00       | $10284029.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-10-31      | 4.5063%  | 0.0000% | $74213300.00       | $74538307.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $31659400.00       | $31384765.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $280890700.00      | $291726174.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $2484800.00        | $2551211.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $129100.00         | $130112.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $4429200.00        | $4397752.00        | U.S. Treasuries (including strips) |

### Security 288: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05996C, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR05996C779156BCG
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $83217700.00       | $91679571.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $39600.00          | $46069.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $351608200.00      | $315794230.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $900.00            | $910.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $3957200.00        | $3918548.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $307088200.00      | $303695374.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $112005100.00      | $109752483.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $108800.00         | $110659.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $2294100.00        | $2350354.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $78085700.00       | $78596254.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $76928900.00       | $76733421.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $37083600.00       | $37322116.00       | U.S. Treasuries (including strips) |

### Security 289: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** BANK OF AMERICA, NATIONAL ASSOCIATION 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05996D, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05996D7791566BA
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2045-07-01      | 3.5000%  | 0.0000% | $284397168.00      | $58926118.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2046-10-01      | 3.0000%  | 0.0000% | $40967653.00       | $11229106.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2045-08-01      | 3.0000%  | 0.0000% | $437655349.00      | $59349958.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-02-01      | 4.0000%  | 0.0000% | $447543331.00      | $57685921.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.0000%  | 0.0000% | $104046083.00      | $58872726.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-05-01      | 2.5000%  | 0.0000% | $20742545.00       | $11436170.00       | Agency Mortgage-Backed Securities |

### Security 290: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059972, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: TPR0599727791561CR
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $22264100.00       | $22499953.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $22194700.00       | $22499995.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $22115700.00       | $22499980.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $23102700.00       | $22499987.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $22595500.00       | $22499969.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $18157700.00       | $18000188.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $22543900.00       | $22499951.00       | U.S. Treasuries (including strips) |

### Security 291: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059973, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: TPR0599737791565RO
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION | 2027-01-01      | 3.0000%  | 0.0000% | $3566.00           | $47.00             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $4064471.00        | $3550746.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | 0.0000% | $17951057.00       | $16613960.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $4339559.00        | $4259262.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17174650.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $2630156.00        | $2617111.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | 0.0000% | $30003651.00       | $16007870.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $21090867.00       | $17731032.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $134170613.00      | $10098228.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $66476736.00       | $9028478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $69700992.00       | $8215045.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $6112071.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4351898.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.0000%  | 0.0000% | $56188352.00       | $9818580.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $60246912.00       | $10134349.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 3.5000%  | 0.0000% | $391284529.00      | $30432638.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 3.5000%  | 0.0000% | $93531064.00       | $13501911.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $17626500.00       | $16711826.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $32092456.00       | $7342750.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4587478.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $55366592.00       | $12403144.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $118879156.00      | $14133504.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $100506400.00      | $8864246.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $63168448.00       | $10060753.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $8737270.00        | $1819310.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $120297856.00      | $9076480.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.0000%  | 0.0000% | $38880838.00       | $9011199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | 0.0000% | $22522368.00       | $4940356.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18354847.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $100390656.00      | $14730793.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.5000%  | 0.0000% | $56057792.00       | $12399001.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $55455552.00       | $13841197.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16824627.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4538106.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $50090560.00       | $9955951.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $108650720.00      | $9579074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 7.0000%  | 0.0000% | $1160742.00        | $1203266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $8542136.00        | $7962989.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $11234204.00       | $10509298.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $1975000.00        | $1739089.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 4.5000%  | 0.0000% | $1233810.00        | $1166720.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1901680.00        | $1723214.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $4822843.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $5294382.00        | $5086818.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $2827908.00        | $2800357.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $9506401.00        | $9165955.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $5640481.00        | $5617776.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $7374780.00        | $7393426.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $4881777.00        | $4845896.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $3427803.00        | $3560621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $47961.00          | $48872.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $10853643.00       | $11055393.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | 0.0000% | $488324.00         | $127536.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $70746380.00       | $18772884.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $172383593.00      | $27657184.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $250000000.00      | $24485164.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.0000%  | 0.0000% | $89968899.00       | $14647650.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | 0.0000% | $56231.00          | $14768.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | 0.0000% | $16753718.00       | $5080060.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $65098402.00       | $12751452.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $71965852.00       | $21267403.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $39682509.00       | $20186775.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 2.0000%  | 0.0000% | $175187093.00      | $100914576.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $156009238.00      | $91590323.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $722553.00         | $441075.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $15080489.00       | $13897243.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $2578501.00        | $2350247.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | 0.0000% | $4896632.00        | $4131888.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $12888006.00       | $9539322.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $10837647.00       | $7792277.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $8779151.00        | $7084466.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $15042776.00       | $12289679.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $3170000.00        | $3023039.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.5000%  | 0.0000% | $83364108.00       | $22314058.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $40757568.00       | $9273157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $121276942.00      | $12536584.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | 0.0000% | $20730560.00       | $6850840.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | 0.0000% | $24352180.00       | $6864211.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $11222208.00       | $5491678.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $13212996.00       | $5785599.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $138288235.00      | $56439363.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $112859188.00      | $48901020.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $15648767.00       | $8187122.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $90851044.00       | $45027791.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $117009844.00      | $61090769.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $27002784.00       | $14535572.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $134649600.00      | $72708794.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $45714235.00       | $24515399.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $63932672.00       | $34421281.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $201655701.00      | $104658057.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $30970588.00       | $16208453.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $185521156.00      | $98173731.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $36094928.00       | $18578952.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $192994695.00      | $102516355.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $226408301.00      | $135576511.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $24573373.00       | $13544598.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $22891008.00       | $12734736.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $238135566.00      | $137069677.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $180043035.00      | $98415201.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $33953892.00       | $17939637.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $463507.00         | $238225.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $46777397.00       | $26569047.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $199137667.00      | $111523027.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $36749908.00       | $20490424.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $14033989.00       | $7921488.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $30701978.00       | $17619480.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $152670765.00      | $86604262.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $206734261.00      | $114141102.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $19647556.00       | $10538998.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $212242988.00      | $120830616.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $9339048.00        | $5345800.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $30785454.00       | $17811530.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $202461696.00      | $122887924.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $119878243.00      | $73219721.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $29338876.00       | $16917253.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $27546225.00       | $16460207.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | 0.0000% | $28083719.00       | $16771519.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $20271718.00       | $11496472.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $123739136.00      | $70895633.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $46062997.00       | $26557747.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $24109280.00       | $13970485.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $7338976.00        | $4443832.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $143309085.00      | $88601439.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | 0.0000% | $153095424.00      | $97615656.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $24916789.00       | $15295404.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | 0.0000% | $19611182.00       | $14256828.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $11189800.00       | $7621551.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $102703518.00      | $78704137.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $33376659.00       | $23605868.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $512948.00         | $372545.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | 0.0000% | $29551363.00       | $23133662.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $22337664.00       | $15747728.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $7014664.00        | $5497476.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $25734980.00       | $20185296.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $7240643.00        | $5584419.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.0000%  | 0.0000% | $5134122.00        | $4221486.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | 0.0000% | $44000.00          | $36480.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $7436000.00        | $6349315.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $8745314.00        | $7510759.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $26717760.00       | $23699136.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 7.0000%  | 0.0000% | $12670032.00       | $11494129.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | 0.0000% | $10407792.00       | $9479579.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $22516704.00       | $19820243.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 4.5000%  | 0.0000% | $13304021.00       | $12257241.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $14835920.00       | $14188235.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | 0.0000% | $960498.00         | $894706.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $29485888.00       | $27601695.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $16441306.00       | $15783175.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $24570656.00       | $23383204.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $16431402.00       | $15922833.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $7900505.00        | $7456164.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $13643960.00       | $12969464.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $69737099.00       | $67603313.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $5603484.00        | $5404259.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $822610.00         | $814726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $15581163.00       | $14953339.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | 0.0000% | $26256528.00       | $20593474.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $9327883.00        | $9390266.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.0000%  | 0.0000% | $31371200.00       | $9231141.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 3.0000%  | 0.0000% | $24094000.00       | $14051057.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $14991776.00       | $8821745.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $225000.00         | $134956.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $155117980.00      | $86110710.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | 0.0000% | $72415.00          | $42105.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 4.0000%  | 0.0000% | $13023112.00       | $6457641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $6638177.00        | $3588058.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 2.0000%  | 0.0000% | $10734093.00       | $6210260.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $6899992.00        | $4357063.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $3375000.00        | $2118082.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $24970541.00       | $15658669.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | 0.0000% | $17649280.00       | $11596749.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $3150000.00        | $2320660.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | 0.0000% | $75000000.00       | $49307021.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $2279000.00        | $1762513.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $32610432.00       | $26738599.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $89435491.00       | $70775112.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 1.5000%  | 0.0000% | $14202512.00       | $9819582.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | 0.0000% | $1263428.00        | $906099.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | 0.0000% | $2209000.00        | $1673349.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $22220313.00       | $19194675.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $39000.00          | $31230.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $44047010.00       | $37480977.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.5000%  | 0.0000% | $17384193.00       | $14398320.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | 0.0000% | $100000000.00      | $91240247.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $78414533.00       | $60374722.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $8584977.00        | $7006625.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.5000%  | 0.0000% | $153367414.00      | $145352362.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 4.5000%  | 0.0000% | $376343.00         | $354655.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 3.5000%  | 0.0000% | $22399040.00       | $19236512.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $3972078.00        | $3473789.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $4226795.00        | $3776067.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $5367878.00        | $5215626.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $11080192.00       | $10768943.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $4725936.00        | $4580909.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $10759441.00       | $10661676.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.0000%  | 0.0000% | $57898087.00       | $58796096.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | 0.0000% | $4987.00           | $4976.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-01      | 5.5000%  | 0.0000% | $12550742.00       | $217849.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.5000%  | 0.0000% | $3330.00           | $55.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-02-01      | 5.0000%  | 0.0000% | $70076422.00       | $2536609.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | 0.0000% | $16908894.00       | $9629199.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $6353336.00        | $3375030.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | 0.0000% | $140267116.00      | $112422192.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $298295467.00      | $241229087.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.0000%  | 0.0000% | $3367836.00        | $2825830.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-09-01      | 6.0000%  | 0.0000% | $15700306.00       | $13279626.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 5.0000%  | 0.0000% | $157041.00         | $127141.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $41203025.00       | $38808852.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 5.5000%  | 0.0000% | $5259216.00        | $5238074.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $5572108.00        | $5607860.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 3.5000%  | 0.0000% | $130000.00         | $124370.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 7.0000%  | 0.0000% | $11450219.00       | $402998.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.0000%  | 0.0000% | $6945740.00        | $80941.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | 0.0000% | $6942726.00        | $408700.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $15978297.00       | $15673619.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | 0.0000% | $22412058.00       | $21744875.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $3730974.00        | $3527796.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 4.5000%  | 0.0000% | $3464652.00        | $3275305.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | 0.0000% | $3181857.00        | $3099707.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $13400953.00       | $12393664.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | 0.0000% | $1523429.00        | $1312176.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.0000%  | 0.0000% | $22008864.00       | $17130931.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $503516.00         | $473307.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1791575.00        | $1648729.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $21425152.00       | $20876034.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $1654502.00        | $1522799.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | 0.0000% | $50402651.00       | $50143842.00       | Agency Mortgage-Backed Securities |

### Security 292: BOFA SECURITIES, INC.

- **C.1 - Title:** BOFA SECURITIES, INC. 4.290000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059975, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: TPR0599757791561BO
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $534200.00         | $547860.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $373773100.00      | $215832606.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-02-15      | 0.0000%  | 0.0000% | $70000.00          | $62949.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $20710200.00       | $20275221.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $39915200.00       | $40535405.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $38520795.00       | $24683432.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $32818381.00       | $31915941.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $38995968.00       | $9504097.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $1470180.00        | $382501.00         | U.S. Treasuries (including strips) |
| CASH                                     | 2025-05-30      | 0.0000%  | 0.0000% | $63000000.00       | $63000000.00       | Cash                               |

### Security 293: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059977, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR059977779156UBN
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon    | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2026-05-26      | 1.0000%   | 0.0000% | $15000000.00       | $14532317.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-26      | 1.0000%   | 0.0000% | $10000000.00       | $9710288.00        | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-29      | 1.0000%   | 0.0000% | $19000000.00       | $18376631.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-07-27      | 1.0000%   | 0.0000% | $20000000.00       | $19355333.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-08-26      | 0.8200%   | 0.0000% | $25000000.00       | $24840078.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-09-28      | 1.1000%   | 0.0000% | $25000000.00       | $24077861.00       | Agency Debentures and Agency Strips |
| 1.00 FHOR 22-26 YL                            | 2026-03-30      | 97.3030%  | 0.0000% | $15000000.00       | $14620450.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-08-16      | 99.8000%  | 0.0000% | $10000000.00       | $10109990.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-08-26      | 99.7960%  | 0.0000% | $25000000.00       | $25183950.00       | Agency Debentures and Agency Strips |
| 4.00 FHOR 22-25 G577                          | 2025-08-28      | 99.8750%  | 0.0000% | $25000000.00       | $25224306.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 100.2640% | 0.0000% | $15000000.00       | $15271631.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-02-22      | 99.9210%  | 0.0000% | $25000000.00       | $25303514.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2028-03-06      | 100.1950% | 0.0000% | $10000000.00       | $10131450.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-04-15      | 100.0440% | 0.0000% | $15000000.00       | $15100380.00       | Agency Debentures and Agency Strips |
| 4.06 FHOR 26-28 BR                            | 2028-06-14      | 99.2290%  | 0.0000% | $10000000.00       | $10110111.00       | Agency Debentures and Agency Strips |
| 4.02 FHOR 26-28 CD                            | 2028-09-25      | 99.0160%  | 0.0000% | $15000000.00       | $14961275.00       | Agency Debentures and Agency Strips |
| 4.49 FHOR 25-26 WG                            | 2026-06-17      | 99.8710%  | 0.0000% | $25000000.00       | $25475993.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-10-21      | 4.1500%   | 0.0000% | $10000000.00       | $10000058.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2026-10-23      | 4.4500%   | 0.0000% | $15000000.00       | $15031704.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-11-20      | 4.5000%   | 0.0000% | $25000000.00       | $25013000.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2029-11-21      | 4.8600%   | 0.0000% | $25000000.00       | $24949875.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2028-03-20      | 4.6300%   | 0.0000% | $25000000.00       | $25152819.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-16      | 4.3400%   | 0.0000% | $25000000.00       | $25455203.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2026-12-16      | 4.3000%   | 0.0000% | $25000000.00       | $25422272.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.3900%   | 0.0000% | $25000000.00       | $25356563.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2027-01-15      | 4.5600%   | 0.0000% | $25000000.00       | $25387525.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2026-10-15      | 4.3500%   | 0.0000% | $25000000.00       | $25076438.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2027-01-15      | 4.3950%   | 0.0000% | $25000000.00       | $25360406.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANK                        | 2027-03-04      | 4.5000%   | 0.0000% | $25195000.00       | $25413189.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2030-04-04      | 4.1250%   | 0.0000% | $10000000.00       | $10035267.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2026-06-12      | 4.3650%   | 0.0000% | $25000000.00       | $24997244.00       | Agency Debentures and Agency Strips |
| The Federal Home Loan Banks                   | 2025-12-12      | 4.2350%   | 0.0000% | $25000000.00       | $25027840.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-06-13      | 0.0000%   | 0.0000% | $100000000.00      | $99825000.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-07-15      | 0.0000%   | 0.0000% | $100000000.00      | $99448000.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-15      | 0.9000%   | 0.0000% | $15000000.00       | $14560230.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-13      | 0.9900%   | 0.0000% | $10000000.00       | $9682875.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-12-14      | 1.6000%   | 0.0000% | $10000000.00       | $9699478.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-06-23      | 4.8200%   | 0.0000% | $25000000.00       | $25518764.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-10      | 4.6250%   | 0.0000% | $25000000.00       | $25237790.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2025-10-10      | 5.1250%   | 0.0000% | $25000000.00       | $25242951.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-07-01      | 5.1250%   | 0.0000% | $25000000.00       | $25523045.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-08-12      | 4.6200%   | 0.0000% | $25000000.00       | $25304350.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-11-05      | 4.3300%   | 0.0000% | $10000000.00       | $10010869.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-09-24      | 4.5200%   | 0.0000% | $25000000.00       | $25163542.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2028-10-10      | 4.6700%   | 0.0000% | $25000000.00       | $25122828.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-10-27      | 0.5400%   | 0.0000% | $10000000.00       | $9848050.00        | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2025-12-01      | 0.6200%   | 0.0000% | $25000000.00       | $24617594.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2027-08-25      | 4.2500%   | 0.0000% | $15000000.00       | $15090079.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-08-28      | 4.0500%   | 0.0000% | $24900000.00       | $25125345.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2026-06-08      | 3.6000%   | 0.0000% | $25000000.00       | $25279025.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2026-07-30      | 4.0000%   | 0.0000% | $10000000.00       | $10096713.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2029-08-07      | 4.0000%   | 0.0000% | $25000000.00       | $25022014.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2027-09-24      | 3.9000%   | 0.0000% | $25000000.00       | $24965400.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-12-17      | 4.2500%   | 0.0000% | $35000000.00       | $35556012.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2026-10-15      | 4.0000%   | 0.0000% | $20000000.00       | $20017000.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2029-10-24      | 4.0000%   | 0.0000% | $10000000.00       | $9905900.00        | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2029-11-07      | 5.0000%   | 0.0000% | $15000000.00       | $15020917.00       | Agency Debentures and Agency Strips |
| Freddie Mac                                   | 2027-04-01      | 4.1750%   | 0.0000% | $10000000.00       | $10053624.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2028-08-07      | 4.2500%   | 0.0000% | $10000000.00       | $10099123.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2029-11-26      | 4.5000%   | 0.0000% | $25000000.00       | $24783000.00       | Agency Debentures and Agency Strips |
| Fannie Mae                                    | 2028-07-24      | 5.0000%   | 0.0000% | $15000000.00       | $15236850.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-08-05      | 4.5800%   | 0.0000% | $15000000.00       | $15049546.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-06-30      | 5.3500%   | 0.0000% | $25000000.00       | $25572042.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2027-01-05      | 4.4200%   | 0.0000% | $25000000.00       | $25392569.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2029-05-25      | 5.0200%   | 0.0000% | $15000000.00       | $15063708.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-06-17      | 5.1000%   | 0.0000% | $25000000.00       | $25581542.00       | Agency Debentures and Agency Strips |
| FARMER MAC                                    | 2026-07-16      | 5.0500%   | 0.0000% | $25000000.00       | $25478881.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2025-12-16      | 4.3500%   | 0.0000% | $50000000.00       | $50935933.00       | Agency Debentures and Agency Strips |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION     | 2026-12-18      | 4.4000%   | 0.0000% | $25000000.00       | $25422000.00       | Agency Debentures and Agency Strips |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2026-01-15      | 0.6250%   | 0.0000% | $84505300.00       | $113382482.00      | U.S. Treasuries (including strips)  |

### Security 294: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059978, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR059978779156BNY
- **C.18 - Value (incl. sponsor support):** $8900000000.00
- **C.18.a - Value (excl. sponsor support):** $8900000000.00
- **C.19 - Percentage of Net Assets:** 3.6300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-01-01      | 4.5000%  | 0.0000% | $44092234.00       | $5081075.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-06-01      | 3.5000%  | 0.0000% | $79697792.00       | $59681453.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $49994000.00       | $39326384.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | 0.0000% | $45797711.00       | $39453774.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $50651458.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $44054205.00       | $43250222.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | 0.0000% | $47450040.00       | $42346851.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-05-01      | 4.0000%  | 0.0000% | $10064137.00       | $3561892.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | 0.0000% | $112139522.00      | $42956544.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $62694722.00       | $46810338.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1010.00           | $818.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $7942827.00        | $6013733.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $50000000.00       | $40101655.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $21799808.00       | $18593495.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $1131.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $4853732.00        | $4600145.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $52228586.00       | $48550194.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.5000%  | 0.0000% | $182486528.00      | $76892921.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $129842365.00      | $82518344.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $95567581.00       | $73688535.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $107345152.00      | $80250631.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $101621432.00      | $81988300.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $80143983.00       | $69336676.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $21625206.00       | $18604528.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $60192099.00       | $52676436.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $118091008.00      | $101129219.00      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $69072382.00       | $60592405.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $51616962.00       | $45605312.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $108646700.00      | $90288648.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 5.0000%  | 0.0000% | $1000.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $599593599.00      | $44472391.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $88.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.0000%  | 0.0000% | $289565696.00      | $51830687.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.0000%  | 0.0000% | $504818688.00      | $93741454.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $91349952.00       | $82308388.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $972.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $936.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $19049323.00       | $18060987.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $22300194.00       | $22352588.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $162.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 4.0000%  | 0.0000% | $120355749.00      | $45713396.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-08-01      | 5.0000%  | 0.0000% | $1000.00           | $260.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | 0.0000% | $1000.00           | $285.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.5000%  | 0.0000% | $18208347.00       | $5090641.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | 0.0000% | $1000.00           | $311.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158785996.00      | $39759254.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $414.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 3.5000%  | 0.0000% | $144361704.00      | $104891091.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $157189096.00      | $53748819.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $342.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.0000%  | 0.0000% | $11765.00          | $3345.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $118429056.00      | $46838771.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $195222883.00      | $93051766.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | 0.0000% | $126093268.00      | $75184221.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $527.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $98073431.00       | $57135880.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $596.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $1002.00           | $576.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $50036483.00       | $45784686.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1025.00           | $791.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $902.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | 0.0000% | $1022.00           | $112.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | 0.0000% | $71267263.00       | $18733874.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $1001.00           | $235.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | 0.0000% | $1023.00           | $342.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $107280000.00      | $40556002.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-12-01      | 3.0000%  | 0.0000% | $1002.00           | $299.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $219937184.00      | $83070128.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $79615643.00       | $43016521.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $125647520.00      | $63545564.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $142974788.00      | $69006454.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $169614810.00      | $87230345.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $137565407.00      | $76430948.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $124670241.00      | $64250923.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $11338469.00       | $5836190.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $96015136.00       | $49552015.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $106153472.00      | $57884823.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $129429007.00      | $71157432.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $116049864.00      | $60162502.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $86929498.00       | $46406915.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $84180608.00       | $44921414.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $561.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $99987968.00       | $56672424.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $93589506.00       | $52065757.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $29582360.00       | $15380836.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $121366736.00      | $75294637.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $106567872.00      | $58014242.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $117114159.00      | $61008493.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 1.5000%  | 0.0000% | $176422400.00      | $92890861.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $150526522.00      | $83766399.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $587.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $556.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $125994200.00      | $68287753.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $135326618.00      | $70394916.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | 0.0000% | $71526528.00       | $40805120.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $97503610.00       | $54804996.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $127753920.00      | $71230982.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $90481100.00       | $50505365.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $157081408.00      | $88664629.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $30075020.00       | $18310266.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $133967121.00      | $76067049.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $94123048.00       | $53871150.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $83953553.00       | $47819386.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $102073984.00      | $59329970.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $78794766.00       | $44208216.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $87690234.00       | $50195103.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $125000000.00      | $72860158.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $15801552.00       | $8978945.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 1.5000%  | 0.0000% | $135210463.00      | $74272659.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | 0.0000% | $120891738.00      | $69129046.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $103549989.00      | $58097365.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | 0.0000% | $107844224.00      | $60037842.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.0000%  | 0.0000% | $125388457.00      | $72658228.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $79160704.00       | $48411115.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-09-01      | 2.0000%  | 0.0000% | $69182572.00       | $40499336.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $137313507.00      | $78100129.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-07-01      | 2.0000%  | 0.0000% | $114242770.00      | $63115975.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $48206696.00       | $29973737.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $80204058.00       | $49333735.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.0000%  | 0.0000% | $95895808.00       | $56733295.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $10439.00          | $6506.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | 0.0000% | $66654750.00       | $45617686.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $63340751.00       | $47850957.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $76164692.00       | $61063228.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $58110447.00       | $44479819.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $62175696.00       | $49944416.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $75109400.00       | $62609865.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $75965880.00       | $66181010.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $23062240.00       | $18673817.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $854.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $78547648.00       | $62662927.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $100116620.00      | $78645092.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $61110770.00       | $52944005.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $49648472.00       | $43680825.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $96026600.00       | $81021107.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $80949976.00       | $64185767.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $80388728.00       | $63460796.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $62710428.00       | $53855480.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | 0.0000% | $52746073.00       | $41206821.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $100139136.00      | $75971077.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $70834291.00       | $62509758.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $106625814.00      | $92869269.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $828.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $50198215.00       | $42843285.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $49575424.00       | $43867600.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | 0.0000% | $52208494.00       | $43754541.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $50000000.00       | $40423333.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $23654497.00       | $21042911.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $77680457.00       | $70441808.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $61184361.00       | $54735607.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $68588913.00       | $58247931.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $103679083.00      | $81567320.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $84259840.00       | $72491555.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | 0.0000% | $105103104.00      | $92089195.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $911.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $88775946.00       | $74196346.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | 0.0000% | $60046275.00       | $55342536.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $41041029.00       | $36003319.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $93620105.00       | $83002058.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $55459328.00       | $49796145.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | 0.0000% | $66509794.00       | $59767230.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | 0.0000% | $58457704.00       | $49979303.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | 0.0000% | $45430912.00       | $39958110.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $50322035.00       | $46604795.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | 0.0000% | $46697171.00       | $40713013.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $51853178.00       | $46646053.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $863.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $866.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | 0.0000% | $19990000.00       | $18672136.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $50866848.00       | $48013460.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $72298157.00       | $68956368.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $995.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $59239924.00       | $58009694.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $17211813.00       | $16638605.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $2014.00           | $1942.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $85682074.00       | $82535444.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $988.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $928.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $78244601.00       | $74612825.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $903.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $28996320.00       | $27535476.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $114980617.00      | $110034437.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $90863452.00       | $87023241.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $98743830.00       | $96040281.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $42464064.00       | $40880840.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $84841872.00       | $82404666.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $71611837.00       | $70242452.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $2670030.00        | $2506663.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $77905303.00       | $75921506.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $46997751.00       | $46184914.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1005.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $76454272.00       | $75274465.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $122883783.00      | $121529358.00      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1021.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 5.5000%  | 0.0000% | $1006.00           | $932.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 6.0000%  | 0.0000% | $40973646.00       | $38713316.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $12678120.00       | $12044620.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $60579788.00       | $60242588.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $82126674.00       | $79804005.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $60472389.00       | $50777273.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $906.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $52625435.00       | $50044993.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $55708720.00       | $52200505.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-05-01      | 4.5000%  | 0.0000% | $971660.00         | $94872.00          | Agency Mortgage-Backed Securities |

### Security 295: FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059979, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR059979779156MOR
- **C.18 - Value (incl. sponsor support):** $7000000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / MORGAN STANLEY & CO. LLC

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-12-01      | 8.5000%  | 0.0000% | $9946.00           | $3.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2027-08-01      | 7.5000%  | 0.0000% | $3379.00           | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-02-01      | 7.0000%  | 0.0000% | $19830.00          | $4.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-03-01      | 7.0000%  | 0.0000% | $76000.00          | $48.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2031-10-01      | 7.0000%  | 0.0000% | $5180.00           | $2.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2032-04-01      | 7.0000%  | 0.0000% | $303525.00         | $272.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2028-07-01      | 6.5000%  | 0.0000% | $1183.00           | $0.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-07-01      | 4.5000%  | 0.0000% | $14166.00          | $0.00              | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2030-10-01      | 4.0000%  | 0.0000% | $26771.00          | $704.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2026-08-01      | 3.5000%  | 0.0000% | $200000.00         | $1683.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2038-07-01      | 2.0000%  | 0.0000% | $1843531.00        | $1416294.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2037-05-01      | 1.5000%  | 0.0000% | $20894845.00       | $17494587.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2036-12-01      | 2.0000%  | 0.0000% | $28000.00          | $16733.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2039-12-01      | 4.0000%  | 0.0000% | $6210800.00        | $5665331.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2040-03-01      | 5.0000%  | 0.0000% | $14051816.00       | $13514290.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-10-01      | 1.5000%  | 0.0000% | $6678226.00        | $4000826.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-09-01      | 5.5000%  | 0.0000% | $30133305.00       | $22222518.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $82166887.00       | $69382309.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 5.5000%  | 0.0000% | $72463054.00       | $61225378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.5000%  | 0.0000% | $89000275.00       | $71907223.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 7.0000%  | 0.0000% | $99234490.00       | $65623964.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-07-01      | 2.5000%  | 0.0000% | $17687940.00       | $13586534.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.5000%  | 0.0000% | $20015354.00       | $18098138.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 5.5000%  | 0.0000% | $82691152.00       | $79408806.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 7.5000%  | 0.0000% | $1150000.00        | $852959.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $18000000.00       | $9196034.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-11-01      | 5.5000%  | 0.0000% | $75000000.00       | $59008960.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $3010.00           | $2587.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-11-01      | 6.0000%  | 0.0000% | $25000000.00       | $20517791.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 7.0000%  | 0.0000% | $31386320.00       | $22417149.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 6.0000%  | 0.0000% | $51943190.00       | $47655732.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2047-07-01      | 4.5000%  | 0.0000% | $87000000.00       | $16639640.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $151525376.00      | $125663008.00      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2491.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $3241863.00        | $2506649.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $18780000.00       | $16426430.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 6.0000%  | 0.0000% | $623110.00         | $608277.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-11-01      | 2.5000%  | 0.0000% | $500000.00         | $257865.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $351134.00         | $243972.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-04-01      | 2.0000%  | 0.0000% | $109000.00         | $63045.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $74497635.00       | $61324787.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-04-01      | 6.0000%  | 0.0000% | $90374005.00       | $79733279.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2045-02-01      | 6.0000%  | 0.0000% | $5582001.00        | $5587626.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-11-01      | 3.5000%  | 0.0000% | $100000.00         | $15022.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-07-01      | 7.0000%  | 0.0000% | $1000.00           | $2.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-10-01      | 5.5000%  | 0.0000% | $19000.00          | $139.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.5000%  | 0.0000% | $1106037.00        | $518665.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 6.0000%  | 0.0000% | $76453.00          | $61934.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $2531480.00        | $1580974.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $23104232.00       | $22532850.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 6.0000%  | 0.0000% | $8777496.00        | $8560981.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.5000%  | 0.0000% | $19029000.00       | $17827716.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $6496887.00        | $6289454.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $19715522.00       | $20113317.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $15936331.00       | $16282569.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1239640.00        | $1265784.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $34660.00          | $35303.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1214360.00        | $1262955.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1127280.00        | $1169106.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $1315970.00        | $1364190.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $1096000.00        | $1152123.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $8280737.00        | $8507673.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 7.0000%  | 0.0000% | $4956772.00        | $5202409.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $8939884.00        | $8930073.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $19411518.00       | $19803035.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.5000%  | 0.0000% | $5075521.00        | $5281684.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $15536479.00       | $15789247.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $4898367.00        | $5045702.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.0000%  | 0.0000% | $1088300.00        | $1061685.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $1032370.00        | $1067124.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $3964461.00        | $3938488.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $786666.00         | $797905.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $2165202.00        | $2165320.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $7448777.00        | $7424007.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $10280519.00       | $10235280.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $1053550.00        | $1053801.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $11969203.00       | $12177878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.0000%  | 0.0000% | $6084504.00        | $6171429.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 6.5000%  | 0.0000% | $3459636.00        | $3584858.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2058-01-01      | 5.5000%  | 0.0000% | $40000.00          | $16515.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2060-03-01      | 3.5000%  | 0.0000% | $3900000.00        | $1779937.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2061-09-01      | 3.0000%  | 0.0000% | $2562000.00        | $1655959.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-09-01      | 4.0000%  | 0.0000% | $54000.00          | $4814.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $20252418.00       | $17677937.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-01-01      | 2.0000%  | 0.0000% | $996010.00         | $681262.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $1185784.00        | $830292.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $2900.00           | $2135.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 1.5000%  | 0.0000% | $279181.00         | $173294.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 2.5000%  | 0.0000% | $425012.00         | $288893.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 6.0000%  | 0.0000% | $6579368.00        | $6278317.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $19285431.00       | $18654378.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $15906625.00       | $16101780.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $7982863.00        | $7991680.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $6086863.00        | $6217335.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-04-01      | 2.0000%  | 0.0000% | $109318.00         | $57760.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $15199113.00       | $12546836.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $77020.00          | $57722.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2050-10-01      | 2.5000%  | 0.0000% | $13512000.00       | $8273314.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.5000%  | 0.0000% | $31085754.00       | $18775173.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.5000%  | 0.0000% | $29121624.00       | $17692873.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $26830106.00       | $19916342.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1553.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $4180.00           | $3309.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $80596608.00       | $65927589.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-08-01      | 6.0000%  | 0.0000% | $330000.00         | $292058.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 5.5000%  | 0.0000% | $150053632.00      | $143976674.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.0000%  | 0.0000% | $31165099.00       | $28430356.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 6.5000%  | 0.0000% | $80106624.00       | $65150850.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 6.0000%  | 0.0000% | $100197248.00      | $95552348.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $125800832.00      | $117799205.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 5.0000%  | 0.0000% | $139800320.00      | $133741639.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.5000%  | 0.0000% | $83867008.00       | $79492574.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $119124736.00      | $116309881.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-09-01      | 7.0000%  | 0.0000% | $16849551.00       | $17088895.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-10-01      | 5.5000%  | 0.0000% | $207084800.00      | $200542008.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 1.5000%  | 0.0000% | $46852395.00       | $34544755.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-10-01      | 6.0000%  | 0.0000% | $93141491.00       | $94646689.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 6.0000%  | 0.0000% | $28488922.00       | $28901878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $20293419.00       | $20589649.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $22501917.00       | $22834098.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $73601033.00       | $73118840.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.0000%  | 0.0000% | $131458816.00      | $131844284.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.0000%  | 0.0000% | $16138131.00       | $16257633.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 5.5000%  | 0.0000% | $16896170.00       | $16783423.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.0000%  | 0.0000% | $9126043.00        | $8379177.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 6.0000%  | 0.0000% | $9783050.00        | $9693529.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $35646658.00       | $36182261.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 5.5000%  | 0.0000% | $52191678.00       | $51849747.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 6.0000%  | 0.0000% | $65311530.00       | $66248250.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.0000%  | 0.0000% | $12000.00          | $1742.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2084.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-10-01      | 3.5000%  | 0.0000% | $207251712.00      | $74291989.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2027-03-01      | 5.0000%  | 0.0000% | $10000.00          | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2035-07-01      | 3.0000%  | 0.0000% | $1210.00           | $380.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $225.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-05-01      | 2.0000%  | 0.0000% | $30298.00          | $19433.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-04-01      | 2.5000%  | 0.0000% | $57637322.00       | $32432360.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-09-01      | 2.5000%  | 0.0000% | $2030.00           | $1339.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $138232064.00      | $79060498.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-10-01      | 2.5000%  | 0.0000% | $34378064.00       | $18724390.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 3.5000%  | 0.0000% | $97951.00          | $63841.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.5000%  | 0.0000% | $3860.00           | $2855.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-12-01      | 4.0000%  | 0.0000% | $9318800.00        | $6991497.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $172535.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 5.0000%  | 0.0000% | $3030.00           | $2422.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 3.0000%  | 0.0000% | $183000.00         | $141391.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-06-01      | 2.0000%  | 0.0000% | $1330.00           | $1032.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 7.0000%  | 0.0000% | $2030.00           | $1475.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 2.0000%  | 0.0000% | $3680.00           | $2683.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-08-01      | 3.5000%  | 0.0000% | $95849065.00       | $79691632.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 5.5000%  | 0.0000% | $83962112.00       | $78564218.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-08-01      | 6.5000%  | 0.0000% | $1100.00           | $998.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 7.0000%  | 0.0000% | $1750.00           | $1504.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $12579389.00       | $13076978.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 6.5000%  | 0.0000% | $13697888.00       | $14333853.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.5000%  | 0.0000% | $130222592.00      | $128823570.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-05-01      | 5.5000%  | 0.0000% | $18031021.00       | $18254430.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $96240000.00       | $85342867.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 6.5000%  | 0.0000% | $1121201.00        | $731341.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-06-01      | 5.0000%  | 0.0000% | $1000015.00        | $1.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-10-01      | 6.5000%  | 0.0000% | $1000.00           | $10.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 5.5000%  | 0.0000% | $5000.00           | $38.00             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2039-07-01      | 4.5000%  | 0.0000% | $35000.00          | $3589.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2026-02-01      | 3.5000%  | 0.0000% | $1999.00           | $6.00              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-05-01      | 3.0000%  | 0.0000% | $61836.00          | $9926.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 4.5000%  | 0.0000% | $35400.00          | $726.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-02-01      | 4.0000%  | 0.0000% | $32000.00          | $1104.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2031-05-01      | 4.5000%  | 0.0000% | $38600.00          | $1297.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2032-09-01      | 3.0000%  | 0.0000% | $29000.00          | $2618.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 3.0000%  | 0.0000% | $6010.00           | $783.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-07-01      | 4.0000%  | 0.0000% | $48000.00          | $4830.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2028-02-01      | 3.0000%  | 0.0000% | $43902.00          | $3188.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2033-07-01      | 3.0000%  | 0.0000% | $431619.00         | $52943.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-07-01      | 2.0000%  | 0.0000% | $13449000.00       | $8145621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-08-01      | 2.5000%  | 0.0000% | $24000.00          | $13667.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-11-01      | 2.0000%  | 0.0000% | $21268300.00       | $12640607.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2049-07-01      | 3.5000%  | 0.0000% | $5700.00           | $526.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 2.5000%  | 0.0000% | $15440.00          | $2377.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-10-01      | 3.0000%  | 0.0000% | $500000.00         | $69006.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2034-11-01      | 3.5000%  | 0.0000% | $285365.00         | $41987.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-09-01      | 1.5000%  | 0.0000% | $172268032.00      | $87433941.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2036-06-01      | 2.5000%  | 0.0000% | $8000.00           | $4093.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $170182400.00      | $98030708.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-02-01      | 7.0000%  | 0.0000% | $91069350.00       | $52458967.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.5000%  | 0.0000% | $21723575.00       | $18917185.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $92217760.00       | $81551177.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-06-01      | 5.5000%  | 0.0000% | $85524187.00       | $76901993.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $8513980.00        | $5680652.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-03-01      | 3.0000%  | 0.0000% | $3370.00           | $2249.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-03-01      | 2.0000%  | 0.0000% | $20474510.00       | $12835156.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 3.5000%  | 0.0000% | $6790.00           | $4902.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $585.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2037-07-01      | 2.0000%  | 0.0000% | $27275410.00       | $18361031.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.0000%  | 0.0000% | $1029.00           | $798.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 4.5000%  | 0.0000% | $80800216.00       | $62955581.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 3.5000%  | 0.0000% | $1023292.00        | $803176.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.5000%  | 0.0000% | $3010.00           | $2405.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 4.5000%  | 0.0000% | $10158000.00       | $8420012.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 6.0000%  | 0.0000% | $117314048.00      | $91928173.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-04-01      | 6.0000%  | 0.0000% | $213594432.00      | $161976369.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-06-01      | 6.5000%  | 0.0000% | $12047885.00       | $6691786.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-09-01      | 5.5000%  | 0.0000% | $87644800.00       | $74326217.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-11-01      | 6.0000%  | 0.0000% | $177294592.00      | $144031910.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $90423000.00       | $52458951.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1812.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-01-01      | 7.0000%  | 0.0000% | $92558400.00       | $52458958.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-07-01      | 4.0000%  | 0.0000% | $5350.00           | $4817.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-12-01      | 4.5000%  | 0.0000% | $190397760.00      | $176167808.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-01-01      | 6.0000%  | 0.0000% | $12778380.00       | $12394160.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-01-01      | 4.0000%  | 0.0000% | $1870.00           | $1721.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 5.5000%  | 0.0000% | $103682177.00      | $100562711.00      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.0000%  | 0.0000% | $56848549.00       | $56614625.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.0000%  | 0.0000% | $18173670.00       | $17483225.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-02-01      | 7.5000%  | 0.0000% | $1018.00           | $959.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-04-01      | 5.0000%  | 0.0000% | $3202951.00        | $3161641.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-03-01      | 7.5000%  | 0.0000% | $21687056.00       | $20096171.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-04-01      | 5.0000%  | 0.0000% | $83036544.00       | $79807871.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2055-06-01      | 7.0000%  | 0.0000% | $9258937.00        | $9715253.00        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2025-06-01      | 4.0000%  | 0.0000% | $5280000.00        | $633.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2025-07-01      | 4.5000%  | 0.0000% | $1300000.00        | $369.00            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-12-01      | 4.0000%  | 0.0000% | $1001.00           | $53.00             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 6.0000%  | 0.0000% | $1010.00           | $1010.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $19295264.00       | $16301612.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $8994136.00        | $8539321.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $5510.00           | $5481.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.0000%  | 0.0000% | $15205232.00       | $15439460.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1002.00           | $1050.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $5757127.00        | $5572499.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $5290252.00        | $5249728.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $3823781.00        | $3900280.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $1102.00           | $1182.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $9620896.00        | $9754264.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $11321120.00       | $11573619.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $13066113.00       | $12959489.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 4.5000%  | 0.0000% | $1022.00           | $907.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $12804899.00       | $13019943.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $21146693.00       | $21871893.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $21848057.00       | $22638828.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $8725271.00        | $8916078.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $14300.00          | $14309.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1022.00           | $1018.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $324335.00         | $330767.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2984189.00        | $2986163.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $5002515.00        | $5020857.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $1023.00           | $1023.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $45580668.00       | $46557614.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.0000%  | 0.0000% | $1026.00           | $999.00            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $3000375.00        | $2995099.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $6639846.00        | $6628170.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $29616581.00       | $30140656.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $13673325.00       | $13966376.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $10366450.00       | $10580624.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $2269666.00        | $2254796.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $40118123.00       | $40691264.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3422796.00        | $3497161.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $2429598.00        | $2496260.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $6685362.00        | $6812413.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3221141.00        | $3292803.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $1035000.00        | $1039842.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $20309200.00       | $20673980.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $10057059.00       | $10271006.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 6.0000%  | 0.0000% | $3078288.00        | $3141674.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $14286120.00       | $14329946.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 5.0000%  | 0.0000% | $16821130.00       | $16500744.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-01-01      | 5.0000%  | 0.0000% | $30794562.00       | $29674442.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 5.5000%  | 0.0000% | $14478615.00       | $14320196.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.0000%  | 0.0000% | $25888205.00       | $25664305.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 6.5000%  | 0.0000% | $65135322.00       | $66614533.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $20116210.00       | $19921010.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 7.0000%  | 0.0000% | $60569482.00       | $58179347.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $47263175.00       | $47174085.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $67767171.00       | $67874489.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2050-01-01      | 3.5000%  | 0.0000% | $22645102.00       | $20185246.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $19288129.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 6.5000%  | 0.0000% | $14592861.00       | $14138974.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 4.0000%  | 0.0000% | $43937971.00       | $40157741.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-03-01      | 4.0000%  | 0.0000% | $82200317.00       | $75114691.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-03-01      | 3.0000%  | 0.0000% | $15493695.00       | $13134113.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 3.0000%  | 0.0000% | $22466310.00       | $19059943.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-07-01      | 5.0000%  | 0.0000% | $2959666.00        | $2859866.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-01-01      | 2.5000%  | 0.0000% | $10578040.00       | $8585575.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $11727407.00       | $12314871.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-09-01      | 6.5000%  | 0.0000% | $11112740.00       | $11258632.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-04-01      | 6.5000%  | 0.0000% | $11961928.00       | $12166109.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-12-01      | 4.5000%  | 0.0000% | $10002169.00       | $9516031.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 3.0000%  | 0.0000% | $9320614.00        | $7902084.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 5.5000%  | 0.0000% | $13544666.00       | $13375911.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $3831866.00        | $3886824.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.0000%  | 0.0000% | $52121491.00       | $52983337.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 6.5000%  | 0.0000% | $82668406.00       | $85368117.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $67736094.00       | $68769769.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2049-07-01      | 3.5000%  | 0.0000% | $44200909.00       | $40021379.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $11618275.00       | $11707115.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-04-01      | 7.0000%  | 0.0000% | $54309165.00       | $57399242.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $23279760.00       | $24487069.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-02-01      | 7.0000%  | 0.0000% | $16302065.00       | $17164931.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-03-01      | 7.0000%  | 0.0000% | $15883270.00       | $16770635.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $32946608.00       | $33147073.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-10-01      | 6.0000%  | 0.0000% | $50821273.00       | $45842440.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.0000%  | 0.0000% | $115000.00         | $100788.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-12-01      | 6.5000%  | 0.0000% | $67783680.00       | $62076426.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-05-01      | 6.5000%  | 0.0000% | $73544064.00       | $62277685.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-08-01      | 6.5000%  | 0.0000% | $61491520.00       | $59685692.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-11-01      | 5.0000%  | 0.0000% | $85026176.00       | $78518878.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $1605652.00        | $1632621.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.5000%  | 0.0000% | $40393536.00       | $41910802.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 5.5000%  | 0.0000% | $30273.00          | $30188.00          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-05-01      | 6.0000%  | 0.0000% | $21730757.00       | $22080760.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 4.0000%  | 0.0000% | $3878524.00        | $3561789.00        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2055-06-01      | 5.5000%  | 0.0000% | $5802008.00        | $5763996.00        | Agency Mortgage-Backed Securities  |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $18122700.00       | $17951679.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $18577700.00       | $18384555.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1600.00           | $1616.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $102069300.00      | $101637762.00      | U.S. Treasuries (including strips) |

### Security 296: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05997A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05997A7791561SS
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $858571400.00      | $816000000.00      | U.S. Treasuries (including strips) |

### Security 297: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05997B, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05997B7791562SS
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $65250200.00       | $62014839.09       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $1761907200.00     | $1061600016.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $550000000.00      | $342382460.60      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $1095086900.00     | $778002684.00      | U.S. Treasuries (including strips) |

### Security 298: FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05997C, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR05997C7791563ST
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / STATE STREET BANK AND TRUST COMPANY

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $75000.00          | $45719.00          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 3.0000%  | 0.0000% | $7819412.00        | $5003400.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $661.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $687.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | 0.0000% | $670086.00         | $135883.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | 0.0000% | $1001.00           | $570.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | 0.0000% | $16862112.00       | $13056692.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 3.5000%  | 0.0000% | $1000.00           | $794.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $807.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $853.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $820.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $781544.00         | $677226.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $2975554.00        | $2475701.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $961.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $37757822.00       | $32894558.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | 0.0000% | $12091362.00       | $10029408.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $706.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $683.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $971.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $904.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $256.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1138.00           | $976.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $106.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 5.0000%  | 0.0000% | $1007.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $1000.00           | $11.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1613758.00        | $1472664.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $923.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $986.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $803.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $868.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $892.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $962.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $867.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $965.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $987.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $831.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $966.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $964.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1032.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $948.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1149383.00        | $1209207.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3785951.00        | $3831951.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $1125538.00        | $1140228.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1521352.00        | $1516520.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $5196805.00        | $5313072.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | 0.0000% | $1094364.00        | $1136975.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1544323.00        | $1572097.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $1933250.00        | $1963846.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $3291142.00        | $3286043.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3634256.00        | $3598041.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1982.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | 0.0000% | $5034491.00        | $5109121.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $2001.00           | $247.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $612.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | 0.0000% | $1008.00           | $349.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | 0.0000% | $1000.00           | $298.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-09-01      | 4.5000%  | 0.0000% | $1000.00           | $296.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-09-01      | 3.0000%  | 0.0000% | $750000.00         | $316726.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-11-01      | 4.0000%  | 0.0000% | $2312966.00        | $1739574.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1422875.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.0000%  | 0.0000% | $19824736.00       | $4416007.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | 0.0000% | $4178864.00        | $1168184.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | 0.0000% | $4014552.00        | $2847252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | 0.0000% | $6117413.00        | $2407238.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2059-08-01      | 4.0000%  | 0.0000% | $599000.00         | $287716.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $322.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $10099002.00       | $5161399.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.0000%  | 0.0000% | $5995686.00        | $2880868.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | 0.0000% | $198987.00         | $124024.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | 0.0000% | $5863760.00        | $3932778.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $7320342.00        | $6043696.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $4033080.00        | $3191862.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $3219147.00        | $2893048.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $2608268.00        | $1840176.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.5000%  | 0.0000% | $2575651.00        | $1871770.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.0000%  | 0.0000% | $3608792.00        | $3473464.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.5000%  | 0.0000% | $691914.00         | $585341.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.0000%  | 0.0000% | $2628297.00        | $2539630.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | 0.0000% | $2654013.00        | $2475048.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1923.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1978.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1965.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1236.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $15423577.00       | $12342263.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $3813844.00        | $2324323.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | 0.0000% | $141999.00         | $96114.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2718594.00        | $2183701.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2457217.00        | $2116621.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $2619516.00        | $2022044.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2387832.00        | $2240981.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $2367680.00        | $1777057.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $3063420.00        | $2233319.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $5255900.00        | $4035344.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | 0.0000% | $2161979.00        | $1737418.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $5895408.00        | $5418815.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.0000%  | 0.0000% | $1980.00           | $1481.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1784083.00        | $1476523.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $4500289.00        | $3579060.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $3571371.00        | $2973690.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | 0.0000% | $2079196.00        | $1671836.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $6578869.00        | $5587948.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1210537.00        | $1176178.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.5000%  | 0.0000% | $1372143.00        | $1255164.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | 0.0000% | $15156692.00       | $13792188.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.0000%  | 0.0000% | $27146816.00       | $4794167.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | 0.0000% | $13601520.00       | $3111907.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 2.5000%  | 0.0000% | $71892013.00       | $26193113.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1037.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1235.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $140578.00         | $70536.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $152998.00         | $82240.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $22548911.00       | $13760578.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $5700000.00        | $2882745.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $14856456.00       | $7532157.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $11996690.00       | $6061397.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $179709.00         | $98115.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $3659907.00        | $1962233.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $11289685.00       | $6036773.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $2767200.00        | $1478912.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $8482016.00        | $4432918.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $27802464.00       | $15547438.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | 0.0000% | $5031040.00        | $2848731.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1786.00           | $1036.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1141.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2468827.00        | $1484402.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $2382659.00        | $1460942.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1221.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | 0.0000% | $8703248.00        | $5251847.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1314.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | 0.0000% | $103242.00         | $74551.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1465.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | 0.0000% | $3400000.00        | $2410717.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $20366656.00       | $15636646.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $40800028.00       | $32549023.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $7858579.00        | $6676799.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $4289733.00        | $3450430.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $859.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | 0.0000% | $7195891.00        | $6120001.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | 0.0000% | $2590990.00        | $2009270.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $47162354.00       | $40734450.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.0000%  | 0.0000% | $1420198.00        | $1274561.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1780.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $9385123.00        | $9222723.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $49413423.00       | $48011353.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $2304870.00        | $2238291.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $2000.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1934.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1937.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2918.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $2006.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1998.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1595733.00        | $1521580.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $28379277.00       | $26642882.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $2156.00           | $2095.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $6991713.00        | $6735684.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | 0.0000% | $1502429.00        | $1495385.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $61957575.00       | $50271407.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $5503523.00        | $5292252.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.0000%  | 0.0000% | $7471454.00        | $2564424.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-05-01      | 3.0000%  | 0.0000% | $309204.00         | $131294.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1219.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1400.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1361.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.5000%  | 0.0000% | $41569828.00       | $28603564.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | 0.0000% | $25426552.00       | $18501618.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-06-01      | 3.0000%  | 0.0000% | $237811.00         | $111677.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $2688569.00        | $1908552.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | 0.0000% | $5581264.00        | $4884113.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 5.0000%  | 0.0000% | $1000.00           | $732.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | 0.0000% | $38639543.00       | $30770815.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1519.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $55276096.00       | $51215131.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1414.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $9027455.00        | $7295963.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | 0.0000% | $1516430.00        | $1191747.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 3.0000%  | 0.0000% | $2283220.00        | $1809090.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $4152566.00        | $4080914.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | 0.0000% | $278667.00         | $231692.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.0000%  | 0.0000% | $12054587.00       | $11532524.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | 0.0000% | $9001.00           | $5452.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.0000%  | 0.0000% | $347509.00         | $216330.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-11-01      | 1.5000%  | 0.0000% | $1160000.00        | $576746.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1454.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 4.0000%  | 0.0000% | $62000.00          | $50297.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | 0.0000% | $1324588.00        | $1037957.00        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $15284517.00       | $12847426.00       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 4.5000%  | 0.0000% | $219750.00         | $203305.00         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $323663.00         | $314172.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2028.00           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1001700.00        | $994695.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $2195820.00        | $2253986.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | 0.0000% | $183174.00         | $187458.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $466334.00         | $463895.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1170191.00        | $1172795.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | 0.0000% | $1335884.00        | $1359740.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $1304682.00        | $1263610.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | 0.0000% | $3291735.00        | $3057413.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $28202032.00       | $26635086.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | 0.0000% | $14989608.00       | $14942907.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $7831488.00        | $7735159.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | 0.0000% | $51394176.00       | $50337227.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $41210945.00       | $38978457.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $31695520.00       | $29695950.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $4621783.00        | $4153167.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | 0.0000% | $6216224.00        | $5923973.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $8106227.00        | $7711470.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $834475.00         | $760925.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | 0.0000% | $846277.00         | $792779.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $1679886.00        | $1572385.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $920.00            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $4871988.00        | $4646400.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $3508254.00        | $3474101.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 7.0000%  | 0.0000% | $331637.00         | $333174.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $7794727.00        | $7672800.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | 0.0000% | $1353067.00        | $1293956.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | 0.0000% | $8591680.00        | $8229787.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $1750754.00        | $1703237.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | 0.0000% | $18439523.00       | $17539613.00       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $17230694.00       | $16846451.00       | Agency Mortgage-Backed Securities |

### Security 299: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05997D, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR05997D7791562DE
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $41201200.00       | $42087651.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $26152000.00       | $23339464.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $49256100.00       | $46804195.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $54400300.00       | $43222828.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $60000000.00       | $43801187.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $22783700.00       | $12915188.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $50000000.00       | $42829522.00       | U.S. Treasuries (including strips) |

### Security 300: BANK OF MONTREAL

- **C.1 - Title:** Joint Account III 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05997E, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: TPR05997E7791561BA
- **C.18 - Value (incl. sponsor support):** $266363636.36
- **C.18.a - Value (excl. sponsor support):** $266363636.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $1547572.73        | $1587146.37        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $1463614.91        | $1539623.90        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $2016852.18        | $2060244.95        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $1028430.00        | $982076.87         | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2042-11-15      | 2.7500%  | 0.0000% | $3776876.54        | $2812952.89        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $9641724.36        | $8252598.04        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $9904998.18        | $7969241.48        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $11817276.00       | $8843869.92        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $3931047.82        | $2897758.81        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $838672.55         | $540304.79         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $6078844.36        | $4373399.51        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $3859023.09        | $2825248.24        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $4840786.18        | $3533869.80        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $11584207.82       | $8124061.61        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2049-08-15      | 2.2500%  | 0.0000% | $8241077.82        | $5086888.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2049-11-15      | 2.3750%  | 0.0000% | $1231452.36        | $772780.57         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $11538872.73       | $5385693.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2040-08-15      | 1.1250%  | 0.0000% | $3721686.00        | $2243026.87        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $10307313.82       | $6380887.41        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $12693665.64       | $9021567.49        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $12718863.64       | $7209825.96        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $79536.18          | $43112.02          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $10977271.64       | $7379539.02        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $5474039.09        | $4422248.47        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $6366037.64        | $5647150.42        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $4088468.73        | $3969887.36        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $2104432.54        | $2061803.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B                          | 2054-02-15      | 4.2500%  | 0.0000% | $10082929.09       | $9116177.19        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 94.9840% | 0.0000% | $6286341.64        | $5982869.82        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1096192.91        | $1023531.04        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $25058052.55       | $21124450.83       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $115077987.50      | $118477079.90      | U.S. Treasuries (including strips) |

### Security 301: ABN AMRO BANK N.V.

- **C.1 - Title:** Joint Account III 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05997E, C.3 - LEI: N.A., C.5 - Other ID: TPR05997E779156ABN
- **C.18 - Value (incl. sponsor support):** $106545454.55
- **C.18.a - Value (excl. sponsor support):** $106545454.55
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-01-01      | 5.0000%  | 0.0000% | $3570360.56        | $2951483.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-05-01      | 5.5000%  | 0.0000% | $603.58            | $531.13            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2054-10-01      | 5.5000%  | 0.0000% | $1268.96           | $1207.69           | Agency Mortgage-Backed Securities |
| Freddie Mac                              | 2054-11-01      | 5.0000%  | 0.0000% | $2263894.33        | $2115066.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2052-08-01      | 5.0000%  | 0.0000% | $562.03            | $435.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2051-06-01      | 3.0000%  | 0.0000% | $2015535.28        | $1400419.60        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION   | 2053-02-01      | 5.0000%  | 0.0000% | $200122.20         | $174035.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-04-01      | 3.5000%  | 0.0000% | $26257483.21       | $3971906.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-08-01      | 4.0000%  | 0.0000% | $26920506.51       | $4238150.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-09-01      | 3.5000%  | 0.0000% | $10186271.79       | $1611481.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2042-10-01      | 3.5000%  | 0.0000% | $191187.29         | $31637.07          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2043-02-01      | 3.5000%  | 0.0000% | $13773.66          | $1895.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2046-01-01      | 4.0000%  | 0.0000% | $167828.27         | $36415.64          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2033-08-01      | 3.5000%  | 0.0000% | $21687016.69       | $3390349.88        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-01-01      | 4.0000%  | 0.0000% | $5780216.10        | $1185470.54        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-10-01      | 4.0000%  | 0.0000% | $1638961.02        | $59365.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2042-02-01      | 4.0000%  | 0.0000% | $58067272.73       | $4695224.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2044-08-01      | 4.0000%  | 0.0000% | $1933.27           | $274.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-03-01      | 3.5000%  | 0.0000% | $456027.33         | $102781.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2034-05-01      | 5.5000%  | 0.0000% | $11116.95          | $87.90             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2055-04-01      | 5.5000%  | 0.0000% | $5570726.96        | $5523894.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2045-12-01      | 3.5000%  | 0.0000% | $8506363.22        | $1622689.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $9222042.88        | $2164386.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-04-01      | 3.5000%  | 0.0000% | $31672.77          | $11214.44          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2048-08-01      | 4.5000%  | 0.0000% | $5528.64           | $1226.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-05-01      | 3.5000%  | 0.0000% | $7573523.13        | $2983032.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-11-01      | 4.5000%  | 0.0000% | $750.61            | $145.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-02-01      | 2.0000%  | 0.0000% | $1014214.17        | $495621.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.5000%  | 0.0000% | $37055.44          | $33467.53          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 4.5000%  | 0.0000% | $492657.66         | $385040.89         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-09-01      | 4.5000%  | 0.0000% | $34920.27          | $26940.02          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-09-01      | 4.5000%  | 0.0000% | $2066.98           | $1399.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-12-01      | 5.0000%  | 0.0000% | $6929624.74        | $5645956.58        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-01-01      | 5.5000%  | 0.0000% | $1280047.21        | $1110986.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $632802.22         | $483573.59         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-05-01      | 5.0000%  | 0.0000% | $631249.32         | $472757.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2047-09-01      | 3.5000%  | 0.0000% | $1779600.49        | $510701.66         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-01-01      | 4.0000%  | 0.0000% | $10863.37          | $3156.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.0000%  | 0.0000% | $2334.94           | $463.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2048-08-01      | 4.5000%  | 0.0000% | $28699085.23       | $7440536.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-07-01      | 4.0000%  | 0.0000% | $10782017.50       | $4896936.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2049-08-01      | 4.0000%  | 0.0000% | $26636363.64       | $7909195.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2040-07-01      | 2.5000%  | 0.0000% | $826.26            | $373.44            | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2051-11-01      | 2.5000%  | 0.0000% | $11457847.57       | $7400960.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $7987553.44        | $5155243.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-05-01      | 4.0000%  | 0.0000% | $8570332.57        | $6328157.53        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-04-01      | 3.0000%  | 0.0000% | $6769354.27        | $4613785.23        | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2052-07-01      | 4.5000%  | 0.0000% | $7427571.84        | $5642405.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-07-01      | 5.0000%  | 0.0000% | $4986574.99        | $3774764.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-11-01      | 5.0000%  | 0.0000% | $1646396.30        | $1338346.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2053-12-01      | 7.0000%  | 0.0000% | $1070834.56        | $771451.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-03-01      | 5.0000%  | 0.0000% | $17752.60          | $16561.96          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-04-01      | 5.0000%  | 0.0000% | $3305344.19        | $3123065.16        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2054-05-01      | 5.0000%  | 0.0000% | $56902.20          | $53378.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2052-10-01      | 5.0000%  | 0.0000% | $266212.34         | $212951.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2051-11-01      | 3.0000%  | 0.0000% | $39421.82          | $30763.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-05-01      | 4.5000%  | 0.0000% | $22122.03          | $1692.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION    | 2041-11-01      | 4.0000%  | 0.0000% | $532.73            | $35.16             | Agency Mortgage-Backed Securities |
| Fannie Mae                               | 2040-11-01      | 4.0000%  | 0.0000% | $547953.15         | $57263.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $93170.27          | $71724.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2020745.35        | $1566530.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1937354.36        | $1890819.56        | Agency Mortgage-Backed Securities |

### Security 302: BANK OF AMERICA, NATIONAL ASSOCIATION

- **C.1 - Title:** Joint Account III 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05997E, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: TPR05997E779156BAN
- **C.18 - Value (incl. sponsor support):** $399545454.55
- **C.18.a - Value (excl. sponsor support):** $399545454.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-02-01      | 3.5000%  | 0.0000% | $34856776.96       | $8110943.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2047-09-01      | 3.5000%  | 0.0000% | $48068598.18       | $9217889.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2048-03-01      | 4.0000%  | 0.0000% | $65312347.65       | $9623336.22        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2051-01-01      | 2.0000%  | 0.0000% | $16674091.95       | $9243042.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-04-01      | 2.5000%  | 0.0000% | $15667302.93       | $8943131.39        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2051-02-01      | 2.0000%  | 0.0000% | $16783530.11       | $9380345.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2041-12-01      | 3.5000%  | 0.0000% | $132189046.80      | $9395396.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-06-01      | 3.5000%  | 0.0000% | $61158133.46       | $8878248.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $14790512.15       | $1277150.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $112997497.30      | $9016558.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $112996893.20      | $9080769.47        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-04-01      | 3.5000%  | 0.0000% | $88032722.07       | $7922199.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2042-04-01      | 3.5000%  | 0.0000% | $112773639.90      | $8131247.04        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2042-04-01      | 3.5000%  | 0.0000% | $133061103.20      | $7228532.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2042-05-01      | 3.5000%  | 0.0000% | $114340491.50      | $7695545.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $148293602.70      | $9180026.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $114363717.90      | $9123914.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-05-01      | 3.5000%  | 0.0000% | $118632931.90      | $8512185.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $43982463.33       | $7916370.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-07-01      | 3.5000%  | 0.0000% | $60500100.21       | $7682700.26        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $53781987.91       | $7208345.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $51066108.05       | $8449718.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $56498835.74       | $8723630.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $45402148.49       | $7831278.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $5928738.33        | $850850.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $59694320.37       | $8560497.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $88207721.92       | $9391647.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $82206960.46       | $9045391.05        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $56395985.28       | $9591268.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2042-08-01      | 3.5000%  | 0.0000% | $70742826.17       | $8795247.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.0000%  | 0.0000% | $80419217.23       | $9676638.24        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-08-01      | 3.5000%  | 0.0000% | $99679574.36       | $8994484.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-10-01      | 3.0000%  | 0.0000% | $50765203.97       | $8955275.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2042-12-01      | 3.5000%  | 0.0000% | $66631223.23       | $7173587.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-01-01      | 3.5000%  | 0.0000% | $48485642.13       | $8215195.80        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $49163063.46       | $8628918.19        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-02-01      | 3.5000%  | 0.0000% | $49299895.52       | $7940775.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $51358467.18       | $9567129.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $39979891.55       | $7891407.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.0000%  | 0.0000% | $40202394.69       | $7965207.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2043-05-01      | 3.5000%  | 0.0000% | $80352607.67       | $7555792.37        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $53685610.09       | $9571063.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $40186435.24       | $7930823.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $42436431.79       | $7383050.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.0000%  | 0.0000% | $38584711.32       | $7547125.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-06-01      | 3.5000%  | 0.0000% | $76174151.72       | $8591096.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-07-01      | 3.5000%  | 0.0000% | $44440888.47       | $8493222.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-11-01      | 4.0000%  | 0.0000% | $46043071.60       | $8433738.64        | Agency Mortgage-Backed Securities |
| Fannie Mae                            | 2044-01-01      | 4.5000%  | 0.0000% | $58520715.27       | $8560715.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2043-03-01      | 3.5000%  | 0.0000% | $57441117.34       | $8449162.16        | Agency Mortgage-Backed Securities |

### Security 303: WELLS FARGO SECURITIES, LLC

- **C.1 - Title:** Joint Account III 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR05997E, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: TPR05997E779156WEL
- **C.18 - Value (incl. sponsor support):** $399545454.55
- **C.18.a - Value (excl. sponsor support):** $399545454.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $598785.45         | $53869.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 5.0000%  | 0.0000% | $133181.82         | $5004.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $133181.82         | $12630.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $662712.73         | $64968.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.5000%  | 0.0000% | $28117253.29       | $2377436.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 3.0000%  | 0.0000% | $1065454.54        | $43643.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 3.0000%  | 0.0000% | $2340281.56        | $322617.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $39384527.27       | $2975837.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 3.0000%  | 0.0000% | $514081.82         | $67273.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $133181.82         | $8747.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $162202.14         | $5195.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $36767042.14       | $3657466.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $26891197.99       | $2211885.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 2.0000%  | 0.0000% | $38748.98          | $13509.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $10725691.18       | $1119461.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $2413141.08        | $283301.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $213724657.40      | $25853251.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $35885420.59       | $4488674.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $58508248.91       | $5356396.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $13933550.01       | $978651.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.5000%  | 0.0000% | $66590.91          | $6006.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $2338150.12        | $264843.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $83755813.86       | $11406555.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $567424332.70      | $77216939.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-20      | 4.0000%  | 0.0000% | $306590.41         | $14924.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $13318.18          | $1612.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $7157393.88        | $795085.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 5.0000%  | 0.0000% | $3409454.54        | $263510.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $639272.73         | $80221.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $47945.45          | $6335.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $56986646.64       | $4337478.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 3.5000%  | 0.0000% | $22894598.08       | $2144744.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.0000%  | 0.0000% | $5327272.73        | $444830.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 6.0000%  | 0.0000% | $217180.66         | $27184.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $33156182.06       | $3621544.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 3.5000%  | 0.0000% | $34627.27          | $4063.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $28147381.68       | $14283209.81       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 5.0000%  | 0.0000% | $130518.18         | $49684.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-11-20      | 2.0000%  | 0.0000% | $174002.05         | $28186.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $1160676.88        | $154348.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $692545.45         | $129240.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $39954.55          | $8267.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $70320.00          | $19377.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $14801299.34       | $4408776.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $3302909.09        | $1059368.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2073114.58        | $997067.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $13730061.51       | $6741637.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 5.5000%  | 0.0000% | $26636.36          | $15225.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $59132.73          | $36440.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $4645393.54        | $3032281.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $1053028.68        | $355945.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.0000%  | 0.0000% | $197037.71         | $106775.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $1160050.40        | $646049.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-20      | 3.0000%  | 0.0000% | $676622.24         | $313052.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 1.5000%  | 0.0000% | $416583.14         | $242801.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $193263.33         | $115923.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $176865.45         | $92816.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $37257325.96       | $27323987.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 2.5000%  | 0.0000% | $151827.27         | $102289.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $13237821.51       | $8655813.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 3.0000%  | 0.0000% | $65765.71          | $55191.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 1.5000%  | 0.0000% | $153183.06         | $119293.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1193476.37        | $468618.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $453787.21         | $327939.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 4.5000%  | 0.0000% | $2426810.86        | $2191512.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 3.5000%  | 0.0000% | $225974.39         | $173052.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $16028.70          | $12902.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 3.5000%  | 0.0000% | $581396.17         | $481228.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.5000%  | 0.0000% | $3184498.20        | $2944223.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 5.5000%  | 0.0000% | $119597.27         | $107791.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.0000%  | 0.0000% | $2565728.55        | $2226078.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $248696.27         | $101840.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $1434155.09        | $310290.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $23343.58          | $4387.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $199052.48         | $53702.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $21750.19          | $1906.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $14334140.14       | $5642605.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $4889916.42        | $1828451.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $135402.76         | $39580.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $532727.27         | $45211.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $4575521.56        | $591770.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $1065454.54        | $186926.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $213090.91         | $50877.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $212558.18         | $113872.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $119863.64         | $50504.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2689523.71        | $1245750.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $21309.09          | $10498.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $665909.09         | $281394.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $3583355.37        | $1562779.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $3368152.20        | $1530385.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $5201292.85        | $2111500.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $4309763.64        | $2243278.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $612696.03         | $253489.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $862432.18         | $364628.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $588188.44         | $423621.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $1637675.56        | $1182519.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1463173.28        | $726697.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $159818.18         | $88597.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $595361.62         | $450335.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1611306.09        | $1171789.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $2076925.70        | $1934363.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $573175.12         | $240205.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $761419.10         | $627137.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $540189.72         | $541311.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $629199.92         | $532378.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.5000%  | 0.0000% | $1071159.52        | $865524.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $598889.87         | $585581.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $2710692.16        | $2064772.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1393546.89        | $1147923.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $2690245.02        | $2529366.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $643958.06         | $357979.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5380350.48        | $4504145.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $1613437.53        | $1511792.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $589226.20         | $543928.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $553272.97         | $367482.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1687329.46        | $1154244.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $556921.08         | $330581.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $641281.11         | $512900.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $3207824.20        | $2513868.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $533581.77         | $432651.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $2304202.08        | $2046666.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576416.24         | $588179.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $807317.28         | $275048.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $762045.05         | $692858.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $595231.10         | $536910.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $889217.18         | $416871.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $546282.52         | $232087.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $637722.49         | $453701.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $919774.41         | $754295.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $551186.81         | $561082.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $606553.68         | $640414.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $870286.71         | $862735.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $552507.44         | $560632.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $940830.46         | $918879.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $542906.09         | $572447.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2064047.02        | $1979875.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $4117834.25        | $3656161.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $2966303.76        | $2450183.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $632484.72         | $629089.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $804121.99         | $659300.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2264470.74        | $2320432.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $588396.21         | $574010.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $802127.99         | $757014.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1062059.48        | $1099334.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $712138.10         | $610831.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $2249641.75        | $1165625.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $615139.12         | $632161.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4684825.48        | $3839601.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $625635.97         | $649813.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1065032.62        | $955387.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $986965.71         | $1017708.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $1239072.50        | $1129966.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $3564311.44        | $3550939.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1207297.44        | $1222205.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $8184741.91        | $8374507.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $809911.67         | $852811.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4289645.19        | $4490936.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 3.5000%  | 0.0000% | $53687819.84       | $47297588.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 6.0000%  | 0.0000% | $123749.35         | $118008.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $3378581.40        | $3078217.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $1873868.18        | $1813857.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 6.0000%  | 0.0000% | $6430428.38        | $6572035.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5611540.80        | $5568701.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $630394.83         | $633949.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2505036.00        | $2505972.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $556786.30         | $542544.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3682561.98        | $3763428.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $571818.27         | $602994.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $413990.89         | $126770.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $149421.48         | $41418.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.0000%  | 0.0000% | $367020.86         | $298.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.5000%  | 0.0000% | $724509.09         | $286.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.5000%  | 0.0000% | $239727.27         | $3560.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $26636.36          | $311.11            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 5.5000%  | 0.0000% | $213890.00         | $3249.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 7.0000%  | 0.0000% | $20159520.86       | $18667.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 7.5000%  | 0.0000% | $1491636.36        | $902.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $2360021.77        | $3887.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 5.5000%  | 0.0000% | $65525.45          | $530.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 5.0000%  | 0.0000% | $72229.83          | $484.78            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 5.0000%  | 0.0000% | $1630145.46        | $16192.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 6.0000%  | 0.0000% | $382231.82         | $2241.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $2903264.02        | $39356.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $26636.36          | $476.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.0000%  | 0.0000% | $50609.09          | $1911.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $1598181.82        | $48548.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $297261.82         | $3627.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-20      | 5.5000%  | 0.0000% | $8443727.27        | $94528.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 5.5000%  | 0.0000% | $129883.17         | $1813.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.0000%  | 0.0000% | $106545454.50      | $2765328.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 4.0000%  | 0.0000% | $63927.27          | $2734.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 6.0000%  | 0.0000% | $169953.32         | $5437.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 6.0000%  | 0.0000% | $118388.51         | $2169.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 4.0000%  | 0.0000% | $13318.18          | $536.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $31574445.00       | $1552354.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $25570.91          | $1183.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $6343759.52        | $329393.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 6.0000%  | 0.0000% | $185276.15         | $3850.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-02-20      | 3.0000%  | 0.0000% | $3213978.26        | $7901.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-04-20      | 4.0000%  | 0.0000% | $266363.64         | $816.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 6.0000%  | 0.0000% | $1262106.02        | $34153.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $91188177.05       | $6658128.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 5.5000%  | 0.0000% | $53255.15          | $1316.37           | Agency Mortgage-Backed Securities |

### Security 304: BNP PARIBAS

- **C.1 - Title:** Joint Account I 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05997F, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: TPR05997F779156BNP
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 0.0000%  | 0.0000% | $450.00            | $183.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-05-15      | 0.0000%  | 0.0000% | $47250.00          | $17258.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-02-15      | 0.0000%  | 0.0000% | $3450.00           | $1148.50           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 0.0000%  | 0.0000% | $16799950.00       | $4832304.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 0.0000%  | 0.0000% | $1250000.00        | $321119.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $61760700.00       | $51817021.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $38806850.00       | $48311835.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $16992000.00       | $16047891.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $220958300.00      | $215590722.50      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $343686050.00      | $355669461.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $250000.00         | $247865.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $7164900.00        | $7301934.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $1350000.00        | $1377572.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $6867200.00        | $6796470.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-02-15      | 0.0000%  | 0.0000% | $862000.00         | $646745.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-08-15      | 0.0000%  | 0.0000% | $6245975.00        | $4576957.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2033-02-15      | 0.0000%  | 0.0000% | $2922866.00        | $2087566.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-08-15      | 0.0000%  | 0.0000% | $15852967.50       | $10455491.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $37499554.00       | $24094401.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-08-15      | 0.0000%  | 0.0000% | $24999993.50       | $14791821.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-02-15      | 0.0000%  | 0.0000% | $50007742.00       | $28752451.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-05-15      | 0.0000%  | 0.0000% | $17793018.50       | $13194893.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $41641.00          | $27848.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-15      | 0.0000%  | 0.0000% | $500000.00         | $495824.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-15      | 0.0000%  | 0.0000% | $591500.00         | $575116.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-11-15      | 0.0000%  | 0.0000% | $33022688.50       | $20380315.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $2926008.00        | $2415645.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-15      | 0.0000%  | 0.0000% | $2316940.00        | $1870224.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-05-15      | 0.0000%  | 0.0000% | $46220958.50       | $27748752.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2036-11-15      | 0.0000%  | 0.0000% | $351275.50         | $204961.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-08-15      | 0.0000%  | 0.0000% | $1616809.00        | $901979.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $912529.50         | $464867.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 0.0000%  | 0.0000% | $50000000.00       | $25040400.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-11-15      | 0.0000%  | 0.0000% | $196017.00         | $95347.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 0.0000%  | 0.0000% | $6100000.00        | $2682591.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-11-15      | 0.0000%  | 0.0000% | $250000.00         | $108017.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $2517512.50        | $1041145.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-02-15      | 0.0000%  | 0.0000% | $1908767.00        | $723883.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-05-15      | 0.0000%  | 0.0000% | $677985.00         | $253577.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-02-15      | 0.0000%  | 0.0000% | $5.00              | $2.00              | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-08-15      | 0.0000%  | 0.0000% | $17408.00          | $6097.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-02-15      | 0.0000%  | 0.0000% | $138500.00         | $47329.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2046-08-15      | 0.0000%  | 0.0000% | $1425533.00        | $475454.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2047-11-15      | 0.0000%  | 0.0000% | $24000.00          | $7511.00           | U.S. Treasuries (including strips) |

### Security 305: THE BANK OF NOVA SCOTIA-NEW YORK AGENCY

- **C.1 - Title:** Joint Account I 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR05997F, C.3 - LEI: N.A., C.5 - Other ID: TPR05997F779156THE
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-03      | 0.0000%  | 0.0000% | $50.00             | $50.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $500.00            | $485.50            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-08-28      | 0.0000%  | 0.0000% | $96889850.00       | $95896244.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-06-10      | 0.0000%  | 0.0000% | $50.00             | $50.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $50.00             | $49.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $375550.00         | $393625.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $820650.00         | $815438.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $9605200.00        | $9232617.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $50.00             | $47.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1705900.00        | $1358708.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $322300.00         | $240392.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $703100.00         | $660529.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $521400.00         | $381286.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $136100.00         | $95617.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $8724000.00        | $4081196.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $3190400.00        | $1639691.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $324000000.00      | $211908838.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $380000.00         | $227914.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3668750.00        | $2618705.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $40078050.00       | $32430211.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $26635000.00       | $23372864.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $34500.00          | $31270.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $11688600.00       | $11302950.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $300.00            | $300.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $180400.00         | $177482.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $169900.00         | $165181.00         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $50.00             | $48.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $2011550.00        | $1835819.50        | U.S. Treasuries (including strips) |
| 0 1/4 NOTE Z 25                          | 2025-05-31      | 0.0000%  | 0.0000% | $4408950.00        | $4414431.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $6180650.00        | $5702605.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $500.00            | $603.00            | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $15341500.00       | $14254502.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $19040050.00       | $17493330.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-07-15      | 3.0000%  | 0.0000% | $50.00             | $50.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $115000.00         | $110216.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $30500.00          | $29758.50          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $2099050.00        | $2109496.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $106800.00         | $108126.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $50.00             | $51.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $6900.00           | $6969.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $5986350.00        | $6046654.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $29542750.00       | $29183236.00       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34                          | 2034-05-15      | 4.3750%  | 0.0000% | $6421800.00        | $6446654.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $161750.00         | $163718.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $51901500.00       | $53222632.50       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $50.00             | $50.50             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $21641800.00       | $21612599.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $2914750.00        | $2944369.00        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $50000000.00       | $49566267.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $1901300.00        | $1938188.50        | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $391900.00         | $402204.50         | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $29171000.00       | $28963882.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $19856050.00       | $19651539.50       | U.S. Treasuries (including strips) |

### Security 306: FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE) 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059980, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: TPR059980779156TBN
- **C.18 - Value (incl. sponsor support):** $5000000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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

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

- **Is Open?:** Yes

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION / BANK OF NEW YORK MELLON (THE)

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2214758100.00     | $2450141946.00     | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $2585000000.00     | $2649858128.00     | U.S. Treasuries (including strips) |

### Security 307: DEUTSCHE BANK SECURITIES INC.

- **C.1 - Title:** DEUTSCHE BANK SECURITIES INC. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059982, C.3 - LEI: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: TPR0599827791561DE
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $63338000.00       | $60483251.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100000000.00      | $62288546.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $63208200.00       | $60156836.00       | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $34431500.00       | $31271405.00       | U.S. Treasuries (including strips) |

### Security 308: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059984, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: TPR059984779156FED
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $218437400.00      | $200070857.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $1839726800.00     | $1600566665.00     | U.S. Treasuries (including strips) |

### Security 309: NOMURA SECURITIES INTERNATIONAL, INC.

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL, INC. 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059985, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: TPR0599857791561NO
- **C.18 - Value (incl. sponsor support):** $16900000.00
- **C.18.a - Value (excl. sponsor support):** $16900000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| The Federal Home Loan Banks                   | 2028-11-16      | 3.2500%  | 0.0000% | $210000.00         | $205824.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-06-01      | 3.5000%  | 0.0000% | $1477900.00        | $381663.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2034-09-01      | 3.0000%  | 0.0000% | $96500.00          | $17207.00          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2027-03-08      | 4.3750%  | 0.0000% | $4776000.00        | $4855880.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-02-17      | 4.9400%  | 0.0000% | $27000.00          | $26560.00          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2026-04-17      | 4.4700%  | 0.0000% | $1400000.00        | $1408413.00        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-09-01      | 3.5000%  | 0.0000% | $315000.00         | $84585.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2049-11-01      | 3.0000%  | 0.0000% | $193700.00         | $83273.00          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2025-08-28      | 4.0500%  | 0.0000% | $567000.00         | $572305.00         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-01-15      | 7.1250%  | 0.0000% | $1573000.00        | $1818482.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2025-11-07      | 0.5000%  | 0.0000% | $1881000.00        | $1850591.00        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2043-09-01      | 3.0000%  | 0.0000% | $459400.00         | $80397.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2053-04-01      | 5.5000%  | 0.0000% | $2545200.00        | $1605844.00        | Agency Mortgage-Backed Securities   |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2025-11-15      | 0.0000%  | 0.0000% | $4320000.00        | $4237596.00        | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2043-08-15      | 0.0000%  | 0.0000% | $47803.00          | $18671.00          | U.S. Treasuries (including strips)  |
| UNITED STATES DEPARTMENT OF THE TREASURY      | 2049-05-15      | 0.0000%  | 0.0000% | $43432.00          | $12583.00          | U.S. Treasuries (including strips)  |

### Security 310: J.P. MORGAN SECURITIES LLC

- **C.1 - Title:** J.P. MORGAN SECURITIES LLC 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: TPR059988, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: TPR0599887791561JP
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CORPORATION        | 2035-05-01      | 3.5000%  | 0.0000% | $899973.00         | $132662.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2048-06-01      | 4.0000%  | 0.0000% | $103000.00         | $8431.00           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-04-01      | 6.0000%  | 0.0000% | $18283136.00       | $15071185.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2052-12-01      | 4.5000%  | 0.0000% | $4136970.00        | $3351316.00        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-09-01      | 6.0000%  | 0.0000% | $16323000.00       | $14795504.00       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2053-06-01      | 6.0000%  | 0.0000% | $673060.00         | $520467.00         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-11-01      | 5.5000%  | 0.0000% | $16539680.00       | $15135232.00       | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2038-09-20      | 4.0800%  | 0.0000% | $4843000.00        | $4339494.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2040-06-18      | 2.0900%  | 0.0000% | $3000000.00        | $2036463.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2036-11-17      | 2.5800%  | 0.0000% | $7261000.00        | $5725122.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-01-05      | 2.6800%  | 0.0000% | $28545000.00       | $22916167.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION | 2037-04-20      | 4.4900%  | 0.0000% | $16648000.00       | $15632653.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2054-06-01      | 6.0000%  | 0.0000% | $2381856.00        | $2273445.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION         | 2030-05-15      | 0.0000%  | 0.0000% | $103210000.00      | $83877838.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION        | 2055-04-01      | 6.0000%  | 0.0000% | $69429632.00       | $70455891.00       | Agency Mortgage-Backed Securities   |

### Security 311: CITIGROUP GLOBAL MARKETS INC.

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: TPR059989, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: TPR0599897791561CG
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $93.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $76000.00          | $76864.00          | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $183155900.00      | $199999954.00      | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1500.00           | $1493.00           | U.S. Treasuries (including strips) |
| UNITED STATES DEPARTMENT OF THE TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $3908000.00        | $3921578.00        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Goldman Sachs Trust

**Date:** 2025-06-06

**By:** Peter W. Fortner

**Name of Signing Officer:** Peter W. Fortner

**Title of Signing Officer:** Assistant Treasurer