# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001145549-25-046038
**Filing Date:** 2025-7
**Character Count:** 1101779
**Document Hash:** c1f6ceef33acdd75714c767d4227b69f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046038.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046038

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 251110074

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

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

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

- **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:** 11 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $68934491371.97

- **Amortized Cost of Portfolio Securities:** $68927084851.70

- **Cash:** $5373184699.75

- **Total Other Assets:** $311817039.33

- **Total Liabilities:** $1033633617.74

- **Net Assets of Series:** $73578452973.04

- **Number of Shares Outstanding (Series):** 73597090922.1200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $33428572657.97           | $54141444095.19            | 44.0900%                  | 71.4200%                   |
| 2025-06-03 | $35111894683.49           | $55325526337.78            | 45.6000%                  | 71.8400%                   |
| 2025-06-04 | $37527554783.35           | $55315611059.46            | 48.7400%                  | 71.8400%                   |
| 2025-06-05 | $32961309752.64           | $54354620152.66            | 43.3500%                  | 71.4800%                   |
| 2025-06-06 | $34664084896.34           | $56348877497.56            | 45.4400%                  | 73.8600%                   |
| 2025-06-09 | $32291290728.75           | $54795618564.49            | 43.2100%                  | 73.3200%                   |
| 2025-06-10 | $32313005502.08           | $54172804050.92            | 43.5900%                  | 73.0800%                   |
| 2025-06-11 | $35134341634.25           | $54404977584.57            | 47.2600%                  | 73.1800%                   |
| 2025-06-12 | $29266593166.64           | $51089032346.73            | 41.2800%                  | 72.0600%                   |
| 2025-06-13 | $29865997443.93           | $49698854239.49            | 42.2500%                  | 70.3000%                   |
| 2025-06-16 | $28602090737.29           | $49485957470.20            | 40.6600%                  | 70.3500%                   |
| 2025-06-17 | $29885634517.91           | $47599913257.97            | 43.6700%                  | 69.5500%                   |
| 2025-06-18 | $26162478726.22           | $47228266863.89            | 38.6400%                  | 69.7500%                   |
| 2025-06-20 | $30671600043.22           | $48854342942.80            | 44.3500%                  | 70.6400%                   |
| 2025-06-23 | $29818579477.23           | $49440457614.91            | 42.7600%                  | 70.8900%                   |
| 2025-06-24 | $31727727774.26           | $48315877942.89            | 46.2400%                  | 70.4200%                   |
| 2025-06-25 | $26985923687.79           | $48075422432.61            | 39.4300%                  | 70.2500%                   |
| 2025-06-26 | $28381141618.55           | $49553109410.99            | 40.6000%                  | 70.8900%                   |
| 2025-06-27 | $28694838090.03           | $49651146834.85            | 40.9900%                  | 70.9300%                   |
| 2025-06-30 | $33729583058.38           | $54254889898.44            | 45.2100%                  | 72.7200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4100%             |
| 2025-06-03 | 4.4100%             |
| 2025-06-04 | 4.4000%             |
| 2025-06-05 | 4.3900%             |
| 2025-06-06 | 4.3800%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3700%             |
| 2025-06-18 | 4.3700%             |
| 2025-06-20 | 4.3700%             |
| 2025-06-23 | 4.3700%             |
| 2025-06-24 | 4.3700%             |
| 2025-06-25 | 4.3700%             |
| 2025-06-26 | 4.3800%             |
| 2025-06-27 | 4.3900%             |
| 2025-06-30 | 4.4200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 0.9998                      |
|  |  |
| 2025-06-03 | 0.9998                      |
|  |  |
| 2025-06-04 | 0.9998                      |
|  |  |
| 2025-06-05 | 0.9998                      |
|  |  |
| 2025-06-06 | 0.9998                      |
|  |  |
| 2025-06-09 | 0.9998                      |
|  |  |
| 2025-06-10 | 0.9998                      |
|  |  |
| 2025-06-11 | 0.9998                      |
|  |  |
| 2025-06-12 | 0.9998                      |
|  |  |
| 2025-06-13 | 0.9998                      |
|  |  |
| 2025-06-16 | 0.9998                      |
|  |  |
| 2025-06-17 | 0.9998                      |
|  |  |
| 2025-06-18 | 0.9998                      |
|  |  |
| 2025-06-20 | 0.9998                      |
|  |  |
| 2025-06-23 | 0.9998                      |
|  |  |
| 2025-06-24 | 0.9998                      |
|  |  |
| 2025-06-25 | 0.9998                      |
|  |  |
| 2025-06-26 | 0.9998                      |
|  |  |
| 2025-06-27 | 0.9999                      |
|  |  |
| 2025-06-30 | 0.9998                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $900126869.77

- **Number of Shares Outstanding:** 900354878.3500

- **Expense Reimbursement/Waiver:** 732.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $3941679.89               | $38654.21               |
| 2025-06-03 | $3246775.00               | $23000.00               |
| 2025-06-04 | $0.00                     | $129107.02              |
| 2025-06-05 | $3416698.00               | $432501.24              |
| 2025-06-06 | $727000.00                | $4000.98                |
| 2025-06-09 | $0.00                     | $212000.00              |
| 2025-06-10 | $4.08                     | $82008.63               |
| 2025-06-11 | $0.00                     | $1016595.71             |
| 2025-06-12 | $0.00                     | $353000.00              |
| 2025-06-13 | $218000.00                | $0.00                   |
| 2025-06-16 | $333000.00                | $12858.68               |
| 2025-06-17 | $0.00                     | $1939000.00             |
| 2025-06-18 | $3600000.00               | $116000.00              |
| 2025-06-20 | $2251003.09               | $0.00                   |
| 2025-06-23 | $0.00                     | $501000.00              |
| 2025-06-24 | $0.00                     | $1500000.00             |
| 2025-06-25 | $15.00                    | $1130970.75             |
| 2025-06-26 | $25000.00                 | $25000.00               |
| 2025-06-27 | $8188277.02               | $0.00                   |
| 2025-06-30 | $0.00                     | $723536.42              |

**Total Gross Subscriptions (Month):** $25947452.08

**Total Gross Redemptions (Month):** $8239233.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1600%           |
| 2025-06-03 | 4.1600%           |
| 2025-06-04 | 4.1600%           |
| 2025-06-05 | 4.1500%           |
| 2025-06-06 | 4.1400%           |
| 2025-06-09 | 4.1200%           |
| 2025-06-10 | 4.1200%           |
| 2025-06-11 | 4.1100%           |
| 2025-06-12 | 4.1100%           |
| 2025-06-13 | 4.1100%           |
| 2025-06-16 | 4.1200%           |
| 2025-06-17 | 4.1200%           |
| 2025-06-18 | 4.1200%           |
| 2025-06-20 | 4.1300%           |
| 2025-06-23 | 4.1300%           |
| 2025-06-24 | 4.1200%           |
| 2025-06-25 | 4.1300%           |
| 2025-06-26 | 4.1300%           |
| 2025-06-27 | 4.1500%           |
| 2025-06-30 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.0100%         | 0.0000%              |
| Non-financial corporation                           |  | 13.6600%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $58064170243.27

- **Number of Shares Outstanding:** 58078878313.4130

- **Expense Reimbursement/Waiver:** 46671.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1175597921.08            | $4098572558.36          |
| 2025-06-03 | $1802914903.84            | $1332084682.61          |
| 2025-06-04 | $1215417551.32            | $1138607654.50          |
| 2025-06-05 | $875276023.41             | $1907585211.08          |
| 2025-06-06 | $954799919.75             | $1338704461.45          |
| 2025-06-09 | $1042209899.11            | $1714522067.20          |
| 2025-06-10 | $1173866275.96            | $1881353788.82          |
| 2025-06-11 | $1758299605.36            | $1837548005.42          |
| 2025-06-12 | $1542869037.21            | $1308238907.91          |
| 2025-06-13 | $1638468477.66            | $1375362924.85          |
| 2025-06-16 | $1431834197.51            | $2723699339.22          |
| 2025-06-17 | $426836364.37             | $2113106704.08          |
| 2025-06-18 | $805265332.66             | $2379433862.56          |
| 2025-06-20 | $3035913710.16            | $932070641.86           |
| 2025-06-23 | $2256356647.05            | $1948179860.30          |
| 2025-06-24 | $930862333.85             | $1632761282.04          |
| 2025-06-25 | $1350923078.59            | $1341415625.52          |
| 2025-06-26 | $1499369619.60            | $996865529.31           |
| 2025-06-27 | $1777659225.60            | $2680341184.55          |
| 2025-06-30 | $5127674864.12            | $1640354560.51          |

**Total Gross Subscriptions (Month):** $31822414988.21

**Total Gross Redemptions (Month):** $36320808852.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2400%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2200%           |
| 2025-06-09 | 4.2000%           |
| 2025-06-10 | 4.2000%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.2000%           |
| 2025-06-17 | 4.2000%           |
| 2025-06-18 | 4.2000%           |
| 2025-06-20 | 4.2100%           |
| 2025-06-23 | 4.2100%           |
| 2025-06-24 | 4.2000%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.0300%          | 0.0000%              |
| Non-financial corporation                           |  | 31.3400%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $120169832.82

- **Number of Shares Outstanding:** 120200272.7000

- **Expense Reimbursement/Waiver:** 92.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1118524.56               | $1065293.40             |
| 2025-06-03 | $3443954.34               | $277637.70              |
| 2025-06-04 | $3883619.72               | $647604.11              |
| 2025-06-05 | $4084374.41               | $4139876.74             |
| 2025-06-06 | $196412.91                | $1989221.45             |
| 2025-06-09 | $1454416.31               | $402916.32              |
| 2025-06-10 | $3416319.02               | $711903.80              |
| 2025-06-11 | $10474690.53              | $1416952.20             |
| 2025-06-12 | $1140684.74               | $2428099.59             |
| 2025-06-13 | $11218417.58              | $7948502.84             |
| 2025-06-16 | $1160256.38               | $1620587.76             |
| 2025-06-17 | $4056443.65               | $571624.96              |
| 2025-06-18 | $944950.44                | $2976761.93             |
| 2025-06-20 | $16188438.38              | $946331.92              |
| 2025-06-23 | $956061.84                | $3652537.63             |
| 2025-06-24 | $3163420.19               | $2098719.95             |
| 2025-06-25 | $1058262.41               | $1879344.50             |
| 2025-06-26 | $437521.72                | $6431565.62             |
| 2025-06-27 | $27788780.57              | $1191484.45             |
| 2025-06-30 | $1092177.17               | $26006822.30            |

**Total Gross Subscriptions (Month):** $97277726.87

**Total Gross Redemptions (Month):** $68403789.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.6900%           |
| 2025-06-03 | 3.6900%           |
| 2025-06-04 | 3.6900%           |
| 2025-06-05 | 3.6800%           |
| 2025-06-06 | 3.6700%           |
| 2025-06-09 | 3.6500%           |
| 2025-06-10 | 3.6500%           |
| 2025-06-11 | 3.6400%           |
| 2025-06-12 | 3.6400%           |
| 2025-06-13 | 3.6400%           |
| 2025-06-16 | 3.6500%           |
| 2025-06-17 | 3.6500%           |
| 2025-06-18 | 3.6500%           |
| 2025-06-20 | 3.6600%           |
| 2025-06-23 | 3.6600%           |
| 2025-06-24 | 3.6500%           |
| 2025-06-25 | 3.6600%           |
| 2025-06-26 | 3.6600%           |
| 2025-06-27 | 3.6800%           |
| 2025-06-30 | 3.7100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 47.4600%         | 0.0000%              |
| Retail investor           |  | 5.1100%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1200395411.30

- **Number of Shares Outstanding:** 1200699480.0540

- **Expense Reimbursement/Waiver:** 993.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $9459131.39               | $16070776.29            |
| 2025-06-03 | $10779642.04              | $9812649.77             |
| 2025-06-04 | $13393141.76              | $9521686.12             |
| 2025-06-05 | $9168583.87               | $4775416.49             |
| 2025-06-06 | $7847148.33               | $13723514.14            |
| 2025-06-09 | $5425586.31               | $8138620.49             |
| 2025-06-10 | $6819975.53               | $12025326.25            |
| 2025-06-11 | $12290633.63              | $1868883.50             |
| 2025-06-12 | $23078131.56              | $3047786.94             |
| 2025-06-13 | $3135390.75               | $27231069.19            |
| 2025-06-16 | $20223559.99              | $2962756.01             |
| 2025-06-17 | $6037612.20               | $10214455.00            |
| 2025-06-18 | $9032690.51               | $28390063.06            |
| 2025-06-20 | $6555528.30               | $13019523.57            |
| 2025-06-23 | $14485823.93              | $14905925.74            |
| 2025-06-24 | $10082184.05              | $10794778.02            |
| 2025-06-25 | $13450754.40              | $24087373.92            |
| 2025-06-26 | $36665325.97              | $9236227.06             |
| 2025-06-27 | $4607197.86               | $22912610.67            |
| 2025-06-30 | $21613970.47              | $20272077.32            |

**Total Gross Subscriptions (Month):** $244152012.85

**Total Gross Redemptions (Month):** $263011519.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9400%           |
| 2025-06-03 | 3.9400%           |
| 2025-06-04 | 3.9400%           |
| 2025-06-05 | 3.9300%           |
| 2025-06-06 | 3.9200%           |
| 2025-06-09 | 3.9000%           |
| 2025-06-10 | 3.9000%           |
| 2025-06-11 | 3.8900%           |
| 2025-06-12 | 3.8900%           |
| 2025-06-13 | 3.9000%           |
| 2025-06-16 | 3.9000%           |
| 2025-06-17 | 3.9000%           |
| 2025-06-18 | 3.9000%           |
| 2025-06-20 | 3.9100%           |
| 2025-06-23 | 3.9100%           |
| 2025-06-24 | 3.9000%           |
| 2025-06-25 | 3.9100%           |
| 2025-06-26 | 3.9100%           |
| 2025-06-27 | 3.9300%           |
| 2025-06-30 | 3.9600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 43.1200%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.5600%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $485094061.79

- **Number of Shares Outstanding:** 485216939.5900

- **Expense Reimbursement/Waiver:** 408.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1387408.64               | $10981209.49            |
| 2025-06-03 | $586635.18                | $6571494.97             |
| 2025-06-04 | $76592.29                 | $7286689.52             |
| 2025-06-05 | $15241925.61              | $645053.60              |
| 2025-06-06 | $3085084.55               | $0.00                   |
| 2025-06-09 | $34486.57                 | $6465673.61             |
| 2025-06-10 | $4872254.25               | $74185.42               |
| 2025-06-11 | $9511137.29               | $4102.22                |
| 2025-06-12 | $161979.25                | $11916505.63            |
| 2025-06-13 | $19622820.38              | $26441.30               |
| 2025-06-16 | $1489518.96               | $27447920.71            |
| 2025-06-17 | $11108808.90              | $17519.60               |
| 2025-06-18 | $21860178.96              | $322405.24              |
| 2025-06-20 | $656506.35                | $10854057.39            |
| 2025-06-23 | $2686.75                  | $4326928.05             |
| 2025-06-24 | $6239.54                  | $1705565.30             |
| 2025-06-25 | $5817092.24               | $651457.87              |
| 2025-06-26 | $602.50                   | $7111454.65             |
| 2025-06-27 | $40640.92                 | $13078306.28            |
| 2025-06-30 | $24714.08                 | $1035998.99             |

**Total Gross Subscriptions (Month):** $95587313.21

**Total Gross Redemptions (Month):** $110522969.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.3700%           |
| 2025-06-03 | 3.3700%           |
| 2025-06-04 | 3.3700%           |
| 2025-06-05 | 3.3600%           |
| 2025-06-06 | 3.3500%           |
| 2025-06-09 | 3.3300%           |
| 2025-06-10 | 3.3300%           |
| 2025-06-11 | 3.3200%           |
| 2025-06-12 | 3.3200%           |
| 2025-06-13 | 3.3300%           |
| 2025-06-16 | 3.3300%           |
| 2025-06-17 | 3.3300%           |
| 2025-06-18 | 3.3300%           |
| 2025-06-20 | 3.3400%           |
| 2025-06-23 | 3.3400%           |
| 2025-06-24 | 3.3300%           |
| 2025-06-25 | 3.3400%           |
| 2025-06-26 | 3.3400%           |
| 2025-06-27 | 3.3600%           |
| 2025-06-30 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.2200%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $148648601.90

- **Number of Shares Outstanding:** 148686255.6600

- **Expense Reimbursement/Waiver:** 137.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9997          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $5371633.07               | $3686913.49             |
| 2025-06-03 | $9045930.00               | $1430402.37             |
| 2025-06-04 | $3372569.73               | $4058746.33             |
| 2025-06-05 | $392934.72                | $3784026.53             |
| 2025-06-06 | $5235143.31               | $142413.55              |
| 2025-06-09 | $7065219.02               | $5274057.26             |
| 2025-06-10 | $6598708.19               | $1962061.85             |
| 2025-06-11 | $1368299.55               | $4088371.14             |
| 2025-06-12 | $4008826.97               | $9172961.41             |
| 2025-06-13 | $19669746.96              | $1787354.03             |
| 2025-06-16 | $4298861.75               | $14051653.11            |
| 2025-06-17 | $7135933.41               | $9482002.44             |
| 2025-06-18 | $1590907.31               | $3707423.23             |
| 2025-06-20 | $731023.68                | $2423089.82             |
| 2025-06-23 | $5865948.05               | $3953522.20             |
| 2025-06-24 | $10514630.92              | $2678826.08             |
| 2025-06-25 | $2062043.60               | $7835349.74             |
| 2025-06-26 | $707158.82                | $5605420.31             |
| 2025-06-27 | $4442220.00               | $4835145.15             |
| 2025-06-30 | $90892.54                 | $16432631.54            |

**Total Gross Subscriptions (Month):** $99568631.60

**Total Gross Redemptions (Month):** $106392371.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0800%           |
| 2025-06-03 | 4.0800%           |
| 2025-06-04 | 4.0800%           |
| 2025-06-05 | 4.0700%           |
| 2025-06-06 | 4.0600%           |
| 2025-06-09 | 4.0400%           |
| 2025-06-10 | 4.0400%           |
| 2025-06-11 | 4.0300%           |
| 2025-06-12 | 4.0300%           |
| 2025-06-13 | 4.0400%           |
| 2025-06-16 | 4.0400%           |
| 2025-06-17 | 4.0400%           |
| 2025-06-18 | 4.0400%           |
| 2025-06-20 | 4.0500%           |
| 2025-06-23 | 4.0500%           |
| 2025-06-24 | 4.0400%           |
| 2025-06-25 | 4.0500%           |
| 2025-06-26 | 4.0500%           |
| 2025-06-27 | 4.0700%           |
| 2025-06-30 | 4.1000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 27.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 53.3300%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $352990327.30

- **Number of Shares Outstanding:** 353079742.2800

- **Expense Reimbursement/Waiver:** 229.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9999          |
|  |  |
| 2025-06-13 | 0.9999          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9998          |
|  |  |
| 2025-06-23 | 0.9998          |
|  |  |
| 2025-06-24 | 0.9998          |
|  |  |
| 2025-06-25 | 0.9998          |
|  |  |
| 2025-06-26 | 0.9998          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $5835506.06               | $9736669.49             |
| 2025-06-03 | $33142697.40              | $20000000.00            |
| 2025-06-04 | $3503000.00               | $94140.06               |
| 2025-06-05 | $0.00                     | $7998812.45             |
| 2025-06-06 | $38602574.45              | $34405.58               |
| 2025-06-09 | $3200000.00               | $58200000.00            |
| 2025-06-10 | $4273000.00               | $0.00                   |
| 2025-06-11 | $2032000.00               | $0.00                   |
| 2025-06-12 | $74021600.00              | $16712000.00            |
| 2025-06-13 | $0.00                     | $12858921.20            |
| 2025-06-16 | $0.00                     | $117311124.53           |
| 2025-06-17 | $5160000.00               | $699145.32              |
| 2025-06-18 | $2383250.05               | $867801.61              |
| 2025-06-20 | $1095000.00               | $13705554.40            |
| 2025-06-23 | $6825000.00               | $0.00                   |
| 2025-06-24 | $725181.22                | $177830.10              |
| 2025-06-25 | $1124000.00               | $0.00                   |
| 2025-06-26 | $12904000.00              | $9733346.78             |
| 2025-06-27 | $2640751.00               | $2802574.45             |
| 2025-06-30 | $133979380.52             | $11397645.46            |

**Total Gross Subscriptions (Month):** $331446940.70

**Total Gross Redemptions (Month):** $282329971.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2100%           |
| 2025-06-03 | 4.2100%           |
| 2025-06-04 | 4.2100%           |
| 2025-06-05 | 4.2000%           |
| 2025-06-06 | 4.1900%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1600%           |
| 2025-06-12 | 4.1600%           |
| 2025-06-13 | 4.1600%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1800%           |
| 2025-06-23 | 4.1800%           |
| 2025-06-24 | 4.1700%           |
| 2025-06-25 | 4.1800%           |
| 2025-06-26 | 4.1800%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 83.6300%         | 0.0000%              |
| Non-financial corporation                           |  | 14.1600%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $10550311723.60

- **Number of Shares Outstanding:** 10552984193.1200

- **Expense Reimbursement/Waiver:** 7808.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9998          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9998          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9997          |
|  |  |
| 2025-06-13 | 0.9997          |
|  |  |
| 2025-06-16 | 0.9997          |
|  |  |
| 2025-06-17 | 0.9997          |
|  |  |
| 2025-06-18 | 0.9997          |
|  |  |
| 2025-06-20 | 0.9997          |
|  |  |
| 2025-06-23 | 0.9997          |
|  |  |
| 2025-06-24 | 0.9997          |
|  |  |
| 2025-06-25 | 0.9997          |
|  |  |
| 2025-06-26 | 0.9997          |
|  |  |
| 2025-06-27 | 0.9998          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $586746936.84             | $2223792600.08          |
| 2025-06-03 | $874618915.00             | $65706213.90            |
| 2025-06-04 | $195846933.00             | $499338405.56           |
| 2025-06-05 | $380944197.67             | $240996000.00           |
| 2025-06-06 | $528260584.03             | $410734779.00           |
| 2025-06-09 | $473692066.11             | $674255500.00           |
| 2025-06-10 | $408478838.89             | $580559000.90           |
| 2025-06-11 | $148952600.00             | $210688587.95           |
| 2025-06-12 | $461206000.00             | $3817743600.00          |
| 2025-06-13 | $213405000.00             | $621945862.22           |
| 2025-06-16 | $1035244000.00            | $404799500.00           |
| 2025-06-17 | $295235000.00             | $266701241.44           |
| 2025-06-18 | $425151000.00             | $373312500.00           |
| 2025-06-20 | $364595412.33             | $594985919.24           |
| 2025-06-23 | $430970621.00             | $483228000.00           |
| 2025-06-24 | $261122976.30             | $715013462.41           |
| 2025-06-25 | $118163850.00             | $168890060.00           |
| 2025-06-26 | $1380316312.71            | $497405800.00           |
| 2025-06-27 | $1913404165.93            | $814639500.00           |
| 2025-06-30 | $1501071945.56            | $404722900.00           |

**Total Gross Subscriptions (Month):** $11997427355.37

**Total Gross Redemptions (Month):** $14069459432.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2400%           |
| 2025-06-05 | 4.2300%           |
| 2025-06-06 | 4.2200%           |
| 2025-06-09 | 4.2000%           |
| 2025-06-10 | 4.2000%           |
| 2025-06-11 | 4.1900%           |
| 2025-06-12 | 4.1900%           |
| 2025-06-13 | 4.1900%           |
| 2025-06-16 | 4.2000%           |
| 2025-06-17 | 4.2000%           |
| 2025-06-18 | 4.2000%           |
| 2025-06-20 | 4.2100%           |
| 2025-06-23 | 4.2100%           |
| 2025-06-24 | 4.2000%           |
| 2025-06-25 | 4.2100%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2300%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 33.6000%         | 0.0000%              |
| Non-financial corporation                                                   |  | 14.6300%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.3100%          | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1756545901.29

- **Number of Shares Outstanding:** 1756990846.9500

- **Expense Reimbursement/Waiver:** 1265.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 0.9998          |
|  |  |
| 2025-06-03 | 0.9997          |
|  |  |
| 2025-06-04 | 0.9998          |
|  |  |
| 2025-06-05 | 0.9998          |
|  |  |
| 2025-06-06 | 0.9998          |
|  |  |
| 2025-06-09 | 0.9997          |
|  |  |
| 2025-06-10 | 0.9998          |
|  |  |
| 2025-06-11 | 0.9998          |
|  |  |
| 2025-06-12 | 0.9998          |
|  |  |
| 2025-06-13 | 0.9998          |
|  |  |
| 2025-06-16 | 0.9998          |
|  |  |
| 2025-06-17 | 0.9998          |
|  |  |
| 2025-06-18 | 0.9998          |
|  |  |
| 2025-06-20 | 0.9999          |
|  |  |
| 2025-06-23 | 0.9999          |
|  |  |
| 2025-06-24 | 0.9999          |
|  |  |
| 2025-06-25 | 0.9999          |
|  |  |
| 2025-06-26 | 0.9999          |
|  |  |
| 2025-06-27 | 0.9999          |
|  |  |
| 2025-06-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $733670044.11             | $820000000.00           |
| 2025-06-03 | $558000000.00             | $680000000.00           |
| 2025-06-04 | $755000000.00             | $567000000.00           |
| 2025-06-05 | $682000000.00             | $759000000.00           |
| 2025-06-06 | $1157000000.00            | $682000000.00           |
| 2025-06-09 | $607000000.00             | $1269000000.00          |
| 2025-06-10 | $897000000.00             | $636000000.00           |
| 2025-06-11 | $1006000000.00            | $876000000.00           |
| 2025-06-12 | $802000000.00             | $1002000000.00          |
| 2025-06-13 | $855000000.00             | $919000000.00           |
| 2025-06-16 | $978000000.00             | $555000000.00           |
| 2025-06-17 | $683000000.00             | $939000000.00           |
| 2025-06-18 | $695000000.00             | $638000000.00           |
| 2025-06-20 | $949000000.00             | $655000000.00           |
| 2025-06-23 | $1159000000.00            | $881000000.00           |
| 2025-06-24 | $1123000000.00            | $1094000000.00          |
| 2025-06-25 | $927000000.00             | $1119000000.00          |
| 2025-06-26 | $923000000.00             | $874000000.00           |
| 2025-06-27 | $890000000.00             | $987000000.00           |
| 2025-06-30 | $866000000.00             | $900000000.00           |

**Total Gross Subscriptions (Month):** $17245670044.11

**Total Gross Redemptions (Month):** $16852000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2900%           |
| 2025-06-03 | 4.2900%           |
| 2025-06-04 | 4.2800%           |
| 2025-06-05 | 4.2700%           |
| 2025-06-06 | 4.2600%           |
| 2025-06-09 | 4.2500%           |
| 2025-06-10 | 4.2400%           |
| 2025-06-11 | 4.2400%           |
| 2025-06-12 | 4.2400%           |
| 2025-06-13 | 4.2400%           |
| 2025-06-16 | 4.2400%           |
| 2025-06-17 | 4.2500%           |
| 2025-06-18 | 4.2500%           |
| 2025-06-20 | 4.2500%           |
| 2025-06-23 | 4.2500%           |
| 2025-06-24 | 4.2500%           |
| 2025-06-25 | 4.2500%           |
| 2025-06-26 | 4.2600%           |
| 2025-06-27 | 4.2700%           |
| 2025-06-30 | 4.3000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 66.7600%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 32.6400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.640000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35063453.95
- **C.18.a - Value (excl. sponsor support):** $35063453.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11802481.89
- **C.18.a - Value (excl. sponsor support):** $11802481.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10002232.90
- **C.18.a - Value (excl. sponsor support):** $10002232.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10005948.10
- **C.18.a - Value (excl. sponsor support):** $10005948.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115068121.40
- **C.18.a - Value (excl. sponsor support):** $115068121.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180034783.20
- **C.18.a - Value (excl. sponsor support):** $180034783.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXW95, C.4 - ISIN: US3130AXW953, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217016956.40
- **C.18.a - Value (excl. sponsor support):** $217016956.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258177080.90
- **C.18.a - Value (excl. sponsor support):** $258177080.90
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37024911.36
- **C.18.a - Value (excl. sponsor support):** $37024911.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8006053.04
- **C.18.a - Value (excl. sponsor support):** $8006053.04
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7003500.21
- **C.18.a - Value (excl. sponsor support):** $7003500.21
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150113854.50
- **C.18.a - Value (excl. sponsor support):** $150113854.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50029043.50
- **C.18.a - Value (excl. sponsor support):** $50029043.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B02D0, C.4 - ISIN: US3130B02D09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22006551.16
- **C.18.a - Value (excl. sponsor support):** $22006551.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384072510.70
- **C.18.a - Value (excl. sponsor support):** $384072510.70
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193199994.30
- **C.18.a - Value (excl. sponsor support):** $193199994.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KL1, C.4 - ISIN: US3130B5KL11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725047436.80
- **C.18.a - Value (excl. sponsor support):** $725047436.80
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KM9, C.4 - ISIN: US3130B5KM93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999397.50
- **C.18.a - Value (excl. sponsor support):** $249999397.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1199993640.00
- **C.18.a - Value (excl. sponsor support):** $1199993640.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LL0, C.4 - ISIN: US3130B5LL02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999018.00
- **C.18.a - Value (excl. sponsor support):** $199999018.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $649995385.00
- **C.18.a - Value (excl. sponsor support):** $649995385.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449997133.50
- **C.18.a - Value (excl. sponsor support):** $449997133.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699997914.00
- **C.18.a - Value (excl. sponsor support):** $699997914.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60085267.80
- **C.18.a - Value (excl. sponsor support):** $60085267.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20033445.60
- **C.18.a - Value (excl. sponsor support):** $20033445.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENE63, C.4 - ISIN: US3133ENE636, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $177540541.00
- **C.18.a - Value (excl. sponsor support):** $177540541.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $286063228.90
- **C.18.a - Value (excl. sponsor support):** $286063228.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28022457.40
- **C.18.a - Value (excl. sponsor support):** $28022457.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35008712.20
- **C.18.a - Value (excl. sponsor support):** $35008712.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175033909.80
- **C.18.a - Value (excl. sponsor support):** $175033909.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242155785.10
- **C.18.a - Value (excl. sponsor support):** $242155785.10
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77050917.02
- **C.18.a - Value (excl. sponsor support):** $77050917.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **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):** $100014548.00
- **C.18.a - Value (excl. sponsor support):** $100014548.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24016891.44
- **C.18.a - Value (excl. sponsor support):** $24016891.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550409860.00
- **C.18.a - Value (excl. sponsor support):** $550409860.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003464.40
- **C.18.a - Value (excl. sponsor support):** $10003464.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112990387.20
- **C.18.a - Value (excl. sponsor support):** $112990387.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58004663.20
- **C.18.a - Value (excl. sponsor support):** $58004663.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170130947.60
- **C.18.a - Value (excl. sponsor support):** $170130947.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $350033484.50
- **C.18.a - Value (excl. sponsor support):** $350033484.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95036358.40
- **C.18.a - Value (excl. sponsor support):** $95036358.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **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):** $30012595.80
- **C.18.a - Value (excl. sponsor support):** $30012595.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **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):** $180088018.20
- **C.18.a - Value (excl. sponsor support):** $180088018.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55009711.90
- **C.18.a - Value (excl. sponsor support):** $55009711.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999726.10
- **C.18.a - Value (excl. sponsor support):** $29999726.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125025258.80
- **C.18.a - Value (excl. sponsor support):** $125025258.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004254.80
- **C.18.a - Value (excl. sponsor support):** $20004254.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600563760.00
- **C.18.a - Value (excl. sponsor support):** $600563760.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.4 - ISIN: US3133ERG210, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20004770.80
- **C.18.a - Value (excl. sponsor support):** $20004770.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186192712.70
- **C.18.a - Value (excl. sponsor support):** $186192712.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204200085.20
- **C.18.a - Value (excl. sponsor support):** $204200085.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151067654.00
- **C.18.a - Value (excl. sponsor support):** $151067654.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197187000.30
- **C.18.a - Value (excl. sponsor support):** $197187000.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75023730.75
- **C.18.a - Value (excl. sponsor support):** $75023730.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18999490.61
- **C.18.a - Value (excl. sponsor support):** $18999490.61
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169142887.80
- **C.18.a - Value (excl. sponsor support):** $169142887.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $107107928.80
- **C.18.a - Value (excl. sponsor support):** $107107928.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47035148.95
- **C.18.a - Value (excl. sponsor support):** $47035148.95
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175170964.50
- **C.18.a - Value (excl. sponsor support):** $175170964.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $192190037.80
- **C.18.a - Value (excl. sponsor support):** $192190037.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456471221.30
- **C.18.a - Value (excl. sponsor support):** $456471221.30
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465489872.90
- **C.18.a - Value (excl. sponsor support):** $465489872.90
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $413365401.80
- **C.18.a - Value (excl. sponsor support):** $413365401.80
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100052837.00
- **C.18.a - Value (excl. sponsor support):** $100052837.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $686995115.40
- **C.18.a - Value (excl. sponsor support):** $686995115.40
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139014071.00
- **C.18.a - Value (excl. sponsor support):** $139014071.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997452.65
- **C.18.a - Value (excl. sponsor support):** $64997452.65
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65002169.05
- **C.18.a - Value (excl. sponsor support):** $65002169.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95034115.45
- **C.18.a - Value (excl. sponsor support):** $95034115.45
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75036850.50
- **C.18.a - Value (excl. sponsor support):** $75036850.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55026609.00
- **C.18.a - Value (excl. sponsor support):** $55026609.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296289174.20
- **C.18.a - Value (excl. sponsor support):** $296289174.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $263895932.70
- **C.18.a - Value (excl. sponsor support):** $263895932.70
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7006650.77
- **C.18.a - Value (excl. sponsor support):** $7006650.77
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82079616.26
- **C.18.a - Value (excl. sponsor support):** $82079616.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1086876261.00
- **C.18.a - Value (excl. sponsor support):** $1086876261.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170102848.30
- **C.18.a - Value (excl. sponsor support):** $170102848.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $403377832.70
- **C.18.a - Value (excl. sponsor support):** $403377832.70
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143131568.60
- **C.18.a - Value (excl. sponsor support):** $143131568.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $103096600.60
- **C.18.a - Value (excl. sponsor support):** $103096600.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105105231.00
- **C.18.a - Value (excl. sponsor support):** $105105231.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $832215513.50
- **C.18.a - Value (excl. sponsor support):** $832215513.50
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 4.240000%
- **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):** $21375000.00
- **C.18.a - Value (excl. sponsor support):** $21375000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **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):** $263157.98
- **C.18.a - Value (excl. sponsor support):** $263157.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **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):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.240000%
- **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):** $4888888.92
- **C.18.a - Value (excl. sponsor support):** $4888888.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **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):** $2083333.42
- **C.18.a - Value (excl. sponsor support):** $2083333.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.570000%
- **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):** $31818182.18
- **C.18.a - Value (excl. sponsor support):** $31818182.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 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):** $6375000.00
- **C.18.a - Value (excl. sponsor support):** $6375000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **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 90: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **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):** $1305558.51
- **C.18.a - Value (excl. sponsor support):** $1305558.51
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4862000.00
- **C.18.a - Value (excl. sponsor support):** $4862000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $324659426.00
- **C.18.a - Value (excl. sponsor support):** $324659426.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $694617413.00
- **C.18.a - Value (excl. sponsor support):** $694617413.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $936656241.00
- **C.18.a - Value (excl. sponsor support):** $936656241.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $98593963.00
- **C.18.a - Value (excl. sponsor support):** $98593963.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $786246664.00
- **C.18.a - Value (excl. sponsor support):** $786246664.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $359538250.00
- **C.18.a - Value (excl. sponsor support):** $359538250.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1140230750.00
- **C.18.a - Value (excl. sponsor support):** $1140230750.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $297222822.00
- **C.18.a - Value (excl. sponsor support):** $297222822.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247095312.50
- **C.18.a - Value (excl. sponsor support):** $247095312.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **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):** $454268602.40
- **C.18.a - Value (excl. sponsor support):** $454268602.40
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55019973.80
- **C.18.a - Value (excl. sponsor support):** $55019973.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.445000%
- **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):** $200240800.00
- **C.18.a - Value (excl. sponsor support):** $200240800.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.400000%
- **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):** $400008212.00
- **C.18.a - Value (excl. sponsor support):** $400008212.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $560.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $414.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $299.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $174.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 8.5000%  | 0.0000% | $524698.00         | $1719.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $4.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-01      | 6.5990%  | 0.0000% | $1000000.00        | $1253.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $670.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $750.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $521.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $50000.00          | $3655.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $439.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $19000.00          | $1895.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 3.5000%  | 0.0000% | $8000.00           | $724.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3271.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-04-01      | 3.0000%  | 0.0000% | $37000.00          | $4507.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $8000.00           | $781.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $1000.00           | $87.22             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1015.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $677.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-03-01      | 7.6760%  | 0.0000% | $175000.00         | $409.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $951.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3945.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $11.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2836.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.9530%  | 0.0000% | $1094000.00        | $2156.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 6.7490%  | 0.0000% | $125000.00         | $613.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2104.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $214.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-11-01      | 7.0930%  | 0.0000% | $1350000.00        | $954.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $4060.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1393.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-09-01      | 7.1050%  | 0.0000% | $124000.00         | $4530.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1457.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $189.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $15000.00          | $2088.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 6.5000%  | 0.0000% | $72000.00          | $764.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1567.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $556.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $329.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.5000%  | 0.0000% | $150063.00         | $1114.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1829.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $759.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 6.5000%  | 0.0000% | $119112.00         | $260.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3984.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $90067.00          | $541.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2268.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $2027.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 6.5000%  | 0.0000% | $93345.00          | $597.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $110.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $365.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $267.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $19.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $389.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $194.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $390.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3328.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $208.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4907.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $387.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $200000.00         | $1173.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1159.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $225000.00         | $227.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-08-01      | 6.5000%  | 0.0000% | $95000.00          | $905.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $490.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2388.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $816.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $188.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $62.23             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $1836.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $3122.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $2396.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $533.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2871.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2260.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $486.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $136.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-07-01      | 3.5000%  | 0.0000% | $18000.00          | $2142.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $492.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $4127.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $240.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3184.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $6000.00           | $429.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $18000.00          | $3065.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $1391.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $233.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2643.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2503.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $764.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-01      | 7.2250%  | 0.0000% | $14000.00          | $724.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.5000%  | 0.0000% | $1120174.00        | $841.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-11-01      | 6.5000%  | 0.0000% | $6241.00           | $5.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-01-01      | 6.5000%  | 0.0000% | $115000.00         | $149.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $4989.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $2.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $352.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $386.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $20.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $18.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-04-01      | 6.5000%  | 0.0000% | $1142.00           | $0.75              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-05-01      | 6.5000%  | 0.0000% | $991616.00         | $823.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $1108.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-01-01      | 7.0000%  | 0.0000% | $6624.00           | $3.99              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2706.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1177.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.5000%  | 0.0000% | $3699.00           | $2.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3406.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 6.5000%  | 0.0000% | $300000.00         | $167.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $211.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $617.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2505.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 4.0000%  | 0.0000% | $25000.00          | $1140.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $49.26             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $169.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $110.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $3295.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $3254.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $3961.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $1020.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3271.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $99.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3105.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $3.73              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $2558.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $251.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $604.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3582.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $2043.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-09-01      | 7.5000%  | 0.0000% | $1355325.00        | $369.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3390.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 7.0000%  | 0.0000% | $1817308.00        | $1626.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $547.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 7.0000%  | 0.0000% | $1942.00           | $1.71              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $973.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1082.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-10-01      | 6.5000%  | 0.0000% | $50155.00          | $495.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $78.21             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $426.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3272.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $2007.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $151.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1752.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4620.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $692.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3824.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $769.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $143.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 6.5000%  | 0.0000% | $84719.00          | $4115.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $136.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1954.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $574.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2457.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $442.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $506.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1572.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $996.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $67.94             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.5000%  | 0.0000% | $7000.00           | $729.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2291.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-08-01      | 4.0000%  | 0.0000% | $20000.00          | $1777.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1229.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2126.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $92.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $323.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $83.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $98.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $306.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $212.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $431.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $97.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1259.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.5000%  | 0.0000% | $5000.00           | $526.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4261.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3504.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $227.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.0000%  | 0.0000% | $60000.00          | $4500.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1707.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2216.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $3320.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-07-25      | 4.5000%  | 0.0000% | $20000.00          | $2.35              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2008.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-12-01      | 4.5000%  | 0.0000% | $95000.00          | $4.85              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $2531.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $3469.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $766.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $3854.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $1.43              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $3349.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $7.01              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $2951.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $7.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $392.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $104.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $275.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $75.18             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $393.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1163.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $2219.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $644.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2198.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1536.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $2040.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1171.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $290.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $2808.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1778.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-03-01      | 3.5000%  | 0.0000% | $32000.00          | $2847.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $4154.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $80.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1816.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $131.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $939.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $38000.00          | $4984.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1829.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1556.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 4.0000%  | 0.0000% | $27000.00          | $2669.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $946.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4361.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3311.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $645.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-04-01      | 3.5000%  | 0.0000% | $3000.00           | $1705.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1752.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4793.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3103.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3037.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1559.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $620.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $12000.00          | $1247.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.5000%  | 0.0000% | $26000.00          | $3426.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $25000.00          | $4080.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.5000%  | 0.0000% | $14000.00          | $2837.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $696.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1514.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $252.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2730.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1896.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1317.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2059.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $741.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3077.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3540.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4523.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $885.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.5000%  | 0.0000% | $5000.00           | $4003.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2838.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $4508.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4582.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2118.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $192.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3710.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2765.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $552.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 3.5000%  | 0.0000% | $3789.00           | $3292.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $1135.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1259.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3575.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2862.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1198.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2351.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1641.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 7.3020%  | 0.0000% | $440000.00         | $2091.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2242.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-06-01      | 4.6230%  | 0.0000% | $10000000.00       | $3485.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-05-01      | 6.1400%  | 0.0000% | $19278209.00       | $497.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 7.3750%  | 0.0000% | $675000.00         | $4855.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-05-01      | 6.4660%  | 0.0000% | $100000.00         | $578.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-01      | 6.9320%  | 0.0000% | $140000.00         | $1628.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.4020%  | 0.0000% | $220000.00         | $2289.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1884.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-04-01      | 6.5000%  | 0.0000% | $74260405.00       | $61.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.1910%  | 0.0000% | $225000.00         | $20.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.3120%  | 0.0000% | $19000000.00       | $3448.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 4.1910%  | 0.0000% | $900000.00         | $69.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $251.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 4.1910%  | 0.0000% | $255000.00         | $7.67              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $79.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.6690%  | 0.0000% | $4000000.00        | $1817.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $84.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $2230.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $43150.00          | $1123.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | 2.5463%  | 0.0000% | $48430700.00       | $33252418.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $98509000.00       | $100748864.70      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $45797302.52       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $3051.38           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4517.47           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $55.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $154.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $1106.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $473.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3576.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1172.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1908.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1908.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $875.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2607.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $429.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $535.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1917.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $631.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3279.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $1095.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $921.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $2623.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1794.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $228.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $382.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $198.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $168.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $378.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $2230.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $3225.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $808.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $4167.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $2631.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1102.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $862.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1795.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1440.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1502.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4665.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $21000.00          | $2159.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $4952.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 6.5750%  | 0.0000% | $15000000.00       | $495.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $1033.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 6.5000%  | 0.0000% | $4925000.00        | $140.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 6.5000%  | 0.0000% | $571981.00         | $437.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 7.0000%  | 0.0000% | $3785716.00        | $2908.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $416.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $1744970.00        | $958133.56         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 1.5000%  | 0.0000% | $96497280.00       | $51215631.08       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-02-25      | 3.0000%  | 0.0000% | $17000000.00       | $10888687.47       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2865.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2668.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 5.8970%  | 0.0000% | $750000.00         | $582.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $823.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3379.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $302.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2503.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1472.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1812.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4558.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.6270%  | 0.0000% | $51225970.00       | $1461.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 4.8870%  | 0.0000% | $2100000.00        | $1347.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $357.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3679.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $1275.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 6.5000%  | 0.0000% | $382956.00         | $65.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $462.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $422.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 6.2240%  | 0.0000% | $130000.00         | $313.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1727.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4449.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-09-01      | 7.2750%  | 0.0000% | $24619562.00       | $1084.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 6.0250%  | 0.0000% | $9050012.00        | $3367.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2352.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4890.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $274.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3160.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $481.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2218.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $3410.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $518.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-12-01      | 3.5000%  | 0.0000% | $7000.00           | $12.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 6.7110%  | 0.0000% | $125000.00         | $1852.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-01-01      | 3.5000%  | 0.0000% | $8000.00           | $22.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $56.36             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $48000.00          | $126.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $3767.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $1086.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $2700.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $2018.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.62             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $4651.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $3718.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $2093.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 3.5000%  | 0.0000% | $13000.00          | $293.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $63.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $4000.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4914.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-02-01      | 6.9480%  | 0.0000% | $200000.00         | $3223.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $4624.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 7.1870%  | 0.0000% | $19000.00          | $451.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $107.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $407.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $1188.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $542.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $3000.00           | $254.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $24.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $340000.00         | $110.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $1107.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $8.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $80.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $11.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $2246.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $63000.00          | $1055.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $104.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $1.66              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $118.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $3021.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $4.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $46.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $107.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $4678.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $18000.00          | $310.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2843.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $104.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $217.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-07-25      | 2.5000%  | 0.0000% | $575000.00         | $0.03              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $578.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $943.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2321.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $28.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $988.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $10000.00          | $769.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-03-01      | 3.5000%  | 0.0000% | $4000.00           | $483.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $134.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1143.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $580.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 3.5000%  | 0.0000% | $8000.00           | $321.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2963.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $1000.00           | $41.07             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $24000.00          | $1014.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3266.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2346.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1512.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $3398.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $6000.00           | $403.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $13000.00          | $1581.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $95.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $3000.00           | $611.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2770.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $640.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $94.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1102.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.5000%  | 0.0000% | $13000.00          | $1178.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $97.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2072.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $28509.00          | $2865.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1884.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3938.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $6000.00           | $625.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $24000.00          | $1761.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $546.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $480.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $1136.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 2.5250%  | 0.0000% | $176908.00         | $795.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $908.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $33000.00          | $2248.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $49000.00          | $2287.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1105.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $18000.00          | $623.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $240.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $458.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $180.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $923.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $88.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $1443.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $43.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 6.4970%  | 0.0000% | $126000.00         | $2600.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $22000.00          | $1974.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4206.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $25000.00          | $3299.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $245.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1276.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1087.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $1003.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2286.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1071.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 6.8820%  | 0.0000% | $325000.00         | $471.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-09-25      | 4.7697%  | 0.0000% | $100000.00         | $1663.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-01      | 6.5400%  | 0.0000% | $1000000.00        | $76.19             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $472.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1300.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 7.2330%  | 0.0000% | $90000.00          | $426.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1173.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $3999.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2107.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 7.4330%  | 0.0000% | $75000.00          | $720.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.5000%  | 0.0000% | $37247.00          | $185.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $2577.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 7.3750%  | 0.0000% | $2000000.00        | $1901.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $4086.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4552.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.2570%  | 0.0000% | $300000.00         | $3175.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1097.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 6.8480%  | 0.0000% | $260000.00         | $1983.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $155.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2832.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 6.3450%  | 0.0000% | $350000.00         | $3758.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.3320%  | 0.0000% | $130000.00         | $1625.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.4830%  | 0.0000% | $100000.00         | $2115.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $954.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $660.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3778.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1269.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.2110%  | 0.0000% | $10000.00          | $198.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1321.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 6.0000%  | 0.0000% | $470000.00         | $226.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.3350%  | 0.0000% | $200000.00         | $1622.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-11-01      | 6.5830%  | 0.0000% | $368000.00         | $2974.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.2660%  | 0.0000% | $175000.00         | $1085.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $151.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.8010%  | 0.0000% | $180000.00         | $263.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-04-01      | 3.5000%  | 0.0000% | $9000.00           | $49.06             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $2000.00           | $116.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 6.3710%  | 0.0000% | $20000.00          | $1745.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1373.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $29388.00          | $3906.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $10000.00          | $1433.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $317.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $50000.00          | $2470.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $34416.00          | $4231.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $29180.00          | $3801.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $29404.00          | $3484.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $189.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 7.2210%  | 0.0000% | $10000.00          | $705.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 7.3500%  | 0.0000% | $30000.00          | $2612.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $601.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $35552.00          | $4808.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $26777.00          | $3454.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $29578.00          | $4623.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2351.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4464.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4714.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $26358.00          | $2721.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1409.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2713.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $59935.00          | $2020.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $10000.00          | $536.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2513.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $38000.00          | $2735.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $2000.00           | $264.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2930.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1150.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1258.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $332.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2630.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.5000%  | 0.0000% | $21000.00          | $3767.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $3000.00           | $263.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1861.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.6040%  | 0.0000% | $1000.00           | $177.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 6.9310%  | 0.0000% | $1000.00           | $422.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2878.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4675.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $246.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2654.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $274.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $451.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $127.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $234.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1832.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $825.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4974.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2555.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.5000%  | 0.0000% | $16000.00          | $2368.06           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 3.5000%  | 0.0000% | $10000.00          | $1155.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.5000%  | 0.0000% | $31339.00          | $3613.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $26423.00          | $2983.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3651.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $358.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $25503.00          | $2459.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $14019.00          | $987.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2799.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $560.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1258.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $434.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2500.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2411.00           | $1130.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3265.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3113.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1377.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $744.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3265.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2586.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $4000.00           | $3042.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $4615.00           | $3995.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1593.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $932.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $682.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $130.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $696.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $30000.00          | $3425.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $58.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $88.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $229.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $738.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $887.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $48.81             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3990.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $5000.00           | $778.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1195.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1856.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $10000.00          | $3318.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3106.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $408.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2441.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $402.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $231.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $10759.00          | $4152.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $3000.00           | $1403.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3675.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1085.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $386.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1351.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $510.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1238.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3167.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $729.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1792.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3892.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $768.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $807.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4372.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $976.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.3150%  | 0.0000% | $570000.00         | $3348.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 6.9300%  | 0.0000% | $20000.00          | $196.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 6.0780%  | 0.0000% | $66000.00          | $848.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 6.4290%  | 0.0000% | $251000.00         | $3006.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $315000.00         | $4697.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $758.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2199.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1690.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $59.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $811.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-07-01      | 3.5000%  | 0.0000% | $13000.00          | $161.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $56.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $2051.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $44116.00          | $242.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.5840%  | 0.0000% | $200000.00         | $795.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $681.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 6.1660%  | 0.0000% | $1055000.00        | $4536.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $951.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $182.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1897.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $454.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1215.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $432.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3141.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $791.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $337.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1082.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $846.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 6.0000%  | 0.0000% | $125000.00         | $3003.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $195.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3901.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2503.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $176.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2160.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $272.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $260.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $13175180.00       | $407.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0000%  | 0.0000% | $93000.00          | $4432.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $137.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $3841.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-08-01      | 4.5000%  | 0.0000% | $380958.00         | $4623.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2640.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $81.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $33.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1857.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $17000.00          | $2067.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1178.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $246.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4515.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $86.98             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $62000.00          | $4697.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 3.5000%  | 0.0000% | $2000.00           | $177.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 3.5000%  | 0.0000% | $21000.00          | $1720.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $68.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1888.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $914.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1149.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $27305.00          | $2621.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $5000.00           | $543.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $195.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $46000.00          | $4706.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $32000.00          | $3465.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $615.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $2000.00           | $317.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1353.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $132.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $15000.00          | $2366.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $130.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $5000.00           | $652.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $147.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-04-01      | 3.5000%  | 0.0000% | $5000.00           | $575.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1121.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $9000.00           | $842.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.5000%  | 0.0000% | $33000.00          | $3489.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-06-01      | 3.5000%  | 0.0000% | $9000.00           | $868.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $12000.00          | $963.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $25000.00          | $2399.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $964.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $97.30             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3794.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $11000.00          | $4659.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2453.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 3.5000%  | 0.0000% | $18000.00          | $1454.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $2000.00           | $150.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $68.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1130.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $3000.00           | $226.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1112.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $36000.00          | $2778.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3341.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $9000.00           | $830.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.0000%  | 0.0000% | $3000.00           | $299.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $1671.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $17000.00          | $1597.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2434.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $24000.00          | $2670.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1539.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $45000.00          | $4868.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $98.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $12000.00          | $1396.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2970.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $26000.00          | $3174.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $6000.00           | $939.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-12-01      | 3.5000%  | 0.0000% | $35000.00          | $4773.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $349.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $22000.00          | $3077.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $683.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3290.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $905.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $985.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $333.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1602.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.5000%  | 0.0000% | $9000.00           | $2160.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1963.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2645.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $2000.00           | $683.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4875.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4853.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2294.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 2.5000%  | 0.0000% | $4000.00           | $1918.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1812.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $8000.00           | $4089.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3165.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1328.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $7000.00           | $4715.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2311.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $575.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 3.5000%  | 0.0000% | $6000.00           | $3813.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $6000.00           | $4138.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $5000.00           | $4096.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2725.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $2000.00           | $1765.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $20.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-08-01      | 6.5000%  | 0.0000% | $286000.00         | $3170.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $208.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $21000.00          | $20.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 4.0000%  | 0.0000% | $1125000.00        | $199.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 4.5000%  | 0.0000% | $1415000.00        | $67.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 4.0000%  | 0.0000% | $2100000.00        | $343.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $177.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-10-01      | 7.5070%  | 0.0000% | $129000.00         | $762.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-09-01      | 5.0000%  | 0.0000% | $4300000.00        | $1.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 6.9800%  | 0.0000% | $257000.00         | $3339.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2025-11-01      | 3.5000%  | 0.0000% | $2000.00           | $3.36              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $1201.00           | $1258.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $2403.00           | $2260.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3236.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2446.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $2562.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4260.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.87             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $2307.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1931.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3258.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2568.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1043.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $3190.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-04-20      | 4.0000%  | 0.0000% | $43681.00          | $2380.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-20      | 4.0000%  | 0.0000% | $25000.00          | $1618.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1128.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 7.3750%  | 0.0000% | $182000.00         | $2069.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2948.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2629.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $112.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3890.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-10-20      | 4.5000%  | 0.0000% | $50000.00          | $3333.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $168.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $30082.00          | $2439.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2618.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3871.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $25000.00          | $2035.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1421.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1791.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2795.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.5000%  | 0.0000% | $25000.00          | $2449.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $4975.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4831.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1149.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4809.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $3395.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $2229.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2291.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $2039.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $4001.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4242.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $4352.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $3821.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4746.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1974.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $2856.00           | $2324.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-15      | 4.5000%  | 0.0000% | $25053.00          | $3325.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4511.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4821.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-15      | 4.5000%  | 0.0000% | $31032.00          | $2820.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1864.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2393.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2232.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1712.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $2151.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4127.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1793.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2744.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1562.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3976.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-05-15      | 4.5000%  | 0.0000% | $68500.00          | $4303.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $866.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-06-20      | 6.5000%  | 0.0000% | $2876.00           | $2942.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2063-11-20      | 6.5000%  | 0.0000% | $16584.00          | $4445.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $2450.00           | $2413.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $45000.00          | $3355.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-15      | 4.5000%  | 0.0000% | $43308.00          | $1421.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-08-15      | 4.5000%  | 0.0000% | $48450.00          | $4948.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1925.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1298.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1788.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2686.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $2030.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $2000.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $786.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $559.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $4073.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $790.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $324.76            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2835.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3140.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3957.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1921.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3899.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2240.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3668.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $309.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $2327.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $523.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $2005.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $45.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4573.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $1062.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $60.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $165.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $1462.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1691.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $10.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 4.0000%  | 0.0000% | $28000.00          | $550.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $85000.00          | $2369.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $1064.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $2174.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $946.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $57.55             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $105.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2558.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $1033.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2817.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $104.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $195.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $830.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $501.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $129.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $2019.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $204.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $435.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $284.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1129.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $525.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $388.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-12-20      | 4.5000%  | 0.0000% | $40000.00          | $1029.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-03-20      | 4.5000%  | 0.0000% | $52504.00          | $903.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-05-20      | 4.0000%  | 0.0000% | $50000.00          | $1783.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3641.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $315.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 4.5000%  | 0.0000% | $66000.00          | $646.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $4199.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2217.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2054.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $605.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $462.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $96000.00          | $2223.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $816.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-03-20      | 4.5000%  | 0.0000% | $50000.00          | $918.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1321.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $754.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $489.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1106.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $326.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2333.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1971.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $2021.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1373.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4238.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $52.05             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4580.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $507.81            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $25000.00          | $903.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3885.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-08-20      | 4.0000%  | 0.0000% | $2000000.00        | $457.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $3694.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2194.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-12-20      | 4.0000%  | 0.0000% | $1750000.00        | $3363.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $50000.00          | $2607.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $3918.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2397.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-03-20      | 4.0000%  | 0.0000% | $240000.00         | $537.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-20      | 4.0000%  | 0.0000% | $25000.00          | $1393.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $2247.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3557.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2210.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3885.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2279.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-20      | 4.8750%  | 0.0000% | $37691793.00       | $4866.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-06-20      | 4.8750%  | 0.0000% | $41087422.00       | $4585.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $767.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1645.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $4297.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $145.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-04-20      | 4.8750%  | 0.0000% | $20991201.00       | $1809.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1198.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $392.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4481.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $7.97              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $208.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $217.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $45.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1990.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $940.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2534.06           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1268.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $788.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1516.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2321.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $340000.00         | $539.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $312.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $528.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1980.34           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1876.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1919.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1331.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $2384.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $2519.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1173.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3960.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-10-15      | 3.5000%  | 0.0000% | $500000.00         | $509.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3158.31           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1748.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1371.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2269.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1541.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $658.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $989.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $149.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1261.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $50.96             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4832.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $905.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4961.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $142.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2398.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $167.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $478.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3805.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1095.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $341.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $43.03             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $115.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $564.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1433.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $84.70             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $595.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $128.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2025-09-15      | 8.0000%  | 0.0000% | $180000.00         | $0.71              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $386.58            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $395.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1161.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $676.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-20      | 4.8750%  | 0.0000% | $5020000.00        | $1390.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $3904.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2030-04-20      | 4.8750%  | 0.0000% | $1916904.00        | $2569.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $1176.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2596.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4953.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3763.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4588.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3568.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $135000.00         | $951.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3337.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $268.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.75              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1888.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $323.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $779.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4745.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4188.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1586.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1932.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $3079.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2756.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1195.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $817.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4396.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3741.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3730.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3573.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $326.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $299.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4063.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1328.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $798.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-04-16      | 1.5000%  | 0.0000% | $40000000.00       | $28162171.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 2.3500%  | 0.0000% | $100000000.00      | $89280248.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3518%  | 0.0000% | $100000000.00      | $54357999.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.6018%  | 0.0000% | $100000000.00      | $41410152.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4018%  | 0.0000% | $50000000.00       | $40356105.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4818%  | 0.0000% | $100000000.00      | $62989327.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5019%  | 0.0000% | $99999799.00       | $91182477.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4018%  | 0.0000% | $100970112.00      | $99933188.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.0000%  | 0.0000% | $14350000.00       | $14274624.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3518%  | 0.0000% | $137062999.00      | $136167633.80      | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1934.89           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1626.16           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 0.0000%  | 0.0000% | $18050.00          | $4686.16           | U.S. Treasuries (including strips)        |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV815L78, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815L78
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $4000.00           | $4245.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $100000.00         | $156073.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $90.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $214400.00         | $219254.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $1179000.00        | $1526375.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $1100000.00        | $1405318.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $1200000.00        | $1115048.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $1300.00           | $1219.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $5316600.00        | $4974716.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $38386000.00       | $40172583.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $7001100.00        | $7061650.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $3460400.00        | $3568623.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $80118100.00       | $80633497.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $64000.00          | $68404.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $536100.00         | $551707.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $47906000.00       | $49161485.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $9080100.00        | $9439644.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $64144800.00       | $66685638.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4220%  | 0.0000% | $1900.00           | $1915.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $688100.00         | $707843.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $519479900.00      | $537032957.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $102408700.00      | $106439807.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $51500000.00       | $52971841.57       | U.S. Treasuries (including strips) |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 3.0080%  | 0.0000% | $3145968.00        | $616454.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 3.5150%  | 0.0000% | $1536.00           | $318.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 6.9180%  | 0.0000% | $71884.00          | $54670.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.7380%  | 0.0000% | $51039.00          | $46913.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.0550%  | 0.0000% | $10017176.00       | $9557099.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.9760%  | 0.0000% | $1000.00           | $942.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 6.8490%  | 0.0000% | $4262856.00        | $4293362.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.8580%  | 0.0000% | $2212460.00        | $2223399.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-12-01      | 4.1940%  | 0.0000% | $3309.00           | $12.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.7500%  | 0.0000% | $9700042.00        | $5721.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.9510%  | 0.0000% | $35407866.00       | $240138.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.9010%  | 0.0000% | $11699.00          | $119.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.4950%  | 0.0000% | $1929.00           | $26.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 4.5000%  | 0.0000% | $33000.00          | $751.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $4000.00           | $325.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2025-07-15      | 4.5000%  | 0.0000% | $29866.00          | $3.52              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-09-01      | 4.5000%  | 0.0000% | $1167000.00        | $352.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $155.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1005.00           | $73.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1565.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $632.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $4000.00           | $351.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $2232.00           | $222.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $13111.00          | $1368.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15735.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.5000%  | 0.0000% | $16024.00          | $2284.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-01-01      | 3.0000%  | 0.0000% | $1035.00           | $55.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 6.6700%  | 0.0000% | $1181.00           | $10.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 6.3010%  | 0.0000% | $3175.00           | $45.04             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 7.4350%  | 0.0000% | $3257993.00        | $6671.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 7.0750%  | 0.0000% | $3257642.00        | $40477.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.4740%  | 0.0000% | $1452.00           | $23.14             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 7.2110%  | 0.0000% | $1309.00           | $22.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 6.8550%  | 0.0000% | $8123.00           | $37.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.9500%  | 0.0000% | $79236448.00       | $1203918.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1271.00           | $41.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-02-01      | 6.5490%  | 0.0000% | $3288.00           | $163.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2360%  | 0.0000% | $42998.00          | $1010.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-06-01      | 4.5000%  | 0.0000% | $2417.00           | $150.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.4370%  | 0.0000% | $5196.00           | $11.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 7.0000%  | 0.0000% | $27850.00          | $136.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.5000%  | 0.0000% | $1147.00           | $62.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 5.0000%  | 0.0000% | $20000.00          | $442.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $500000.00         | $264.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-05-01      | 6.0000%  | 0.0000% | $71911.00          | $3431.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 6.0000%  | 0.0000% | $176508.00         | $4081.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-02-01      | 6.5000%  | 0.0000% | $110000.00         | $1529.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-02-01      | 6.5000%  | 0.0000% | $19038.00          | $391.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $150000.00         | $807.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.5000%  | 0.0000% | $60000.00          | $279.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $40000.00          | $1551.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-03-01      | 5.5000%  | 0.0000% | $293271.00         | $4037.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $772000.00         | $3398.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.5000%  | 0.0000% | $101972.00         | $3667.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $15049.00          | $143.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $370690.00         | $811.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $1583909.00        | $3891.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-10-01      | 6.5000%  | 0.0000% | $750624.00         | $3266.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $185723.00         | $425.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $2224.00           | $17.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $130095.00         | $782.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $190880.00         | $3696.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $37.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 6.5000%  | 0.0000% | $99031.00          | $634.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $1719.00           | $56.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-05-01      | 4.0000%  | 0.0000% | $64000.00          | $625.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-12-01      | 4.5000%  | 0.0000% | $7997.00           | $330.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-01-01      | 4.5000%  | 0.0000% | $12000.00          | $705.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $100000.00         | $438.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 7.0000%  | 0.0000% | $245000.00         | $225.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 6.5000%  | 0.0000% | $222500.00         | $184.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 7.0000%  | 0.0000% | $25000.00          | $3.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 7.5000%  | 0.0000% | $1991.00           | $3.11              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-01-01      | 7.0000%  | 0.0000% | $91575.00          | $191.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $28000.00          | $28.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $60038.00          | $399.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $74000.00          | $6.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-12-01      | 6.5000%  | 0.0000% | $161000.00         | $261.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-01-01      | 7.0000%  | 0.0000% | $35987.00          | $576.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $35000.00          | $173.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 6.5000%  | 0.0000% | $125000.00         | $200.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $2069632.00        | $8695.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 6.5000%  | 0.0000% | $613000.00         | $325.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 7.0000%  | 0.0000% | $132027.00         | $802.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $128369.00         | $140.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-03-01      | 2.5000%  | 0.0000% | $1000.00           | $22.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.5000%  | 0.0000% | $1032.00           | $35.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-04-01      | 4.5000%  | 0.0000% | $4010.00           | $369.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-09-01      | 4.0000%  | 0.0000% | $1011.00           | $89.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $1110.00           | $79.37             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-09-01      | 3.5000%  | 0.0000% | $3001.00           | $341.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 3.5000%  | 0.0000% | $13960.00          | $818.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 4.0000%  | 0.0000% | $1008.00           | $179.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $18828.00          | $2279.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-01      | 3.0000%  | 0.0000% | $4893.00           | $815.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $22746.00          | $2539.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $153.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $161.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $75970.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $15000.00          | $1603.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $1017869.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-11-01      | 4.0000%  | 0.0000% | $45000.00          | $3292.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.5000%  | 0.0000% | $400820.00         | $59306.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $507.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 3.5000%  | 0.0000% | $10002.00          | $2159.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $28457.00          | $4886.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-08-01      | 3.0000%  | 0.0000% | $4129.00           | $907.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $311.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $290.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $3002.00           | $865.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1323.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $158220.00         | $53327.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 4.0000%  | 0.0000% | $27000.00          | $3284.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $11190.00          | $3769.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 5.0000%  | 0.0000% | $2798415.00        | $1053163.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $180.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $28000.00          | $3562.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $320.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $2826383.00        | $482750.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $242.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $434.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-02-01      | 3.5000%  | 0.0000% | $19000.00          | $1740.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $104.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $208.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $283.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 3.0000%  | 0.0000% | $1340000.00        | $197227.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $278.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 6.5000%  | 0.0000% | $370000.00         | $585.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $230000.00         | $636.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-01-01      | 6.5000%  | 0.0000% | $871906.00         | $228.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-02-01      | 7.0000%  | 0.0000% | $315000.00         | $87.75             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-09-01      | 6.5000%  | 0.0000% | $390585.00         | $181.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-11-01      | 6.5000%  | 0.0000% | $379290.00         | $227.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $84000.00          | $37.60             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-02-01      | 6.5000%  | 0.0000% | $3250000.00        | $2708.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 6.5000%  | 0.0000% | $1012818.00        | $850.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 7.0000%  | 0.0000% | $1065000.00        | $529.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $73407.00          | $42.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $114000.00         | $69.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-05-01      | 7.0000%  | 0.0000% | $67000.00          | $30.91             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-12-01      | 5.5000%  | 0.0000% | $200000.00         | $1595.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $360000.00         | $4218.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $3571.00           | $510.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $319.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-04-01      | 6.5000%  | 0.0000% | $279500.00         | $16.42             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-11-01      | 6.0000%  | 0.0000% | $425000.00         | $1398.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-03-01      | 3.0000%  | 0.0000% | $12000.00          | $981.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 3.0000%  | 0.0000% | $35000.00          | $3085.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.0000%  | 0.0000% | $34000.00          | $4310.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $23000.00          | $2100.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $6190138.00        | $554990.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-12-01      | 4.0000%  | 0.0000% | $19000.00          | $2188.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.0000%  | 0.0000% | $1001.00           | $213.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-03-01      | 4.0000%  | 0.0000% | $6530.00           | $1205.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $35016332.00       | $6766614.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1002.00           | $223.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $101.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1029.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1392.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2451.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-05-01      | 7.5000%  | 0.0000% | $51369.00          | $6.09              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $120.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 7.0000%  | 0.0000% | $17643.00          | $7.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $510.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $11.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3913.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $102.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $43.93             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $31.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $256.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $64.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $29.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2025-12-01      | 7.0000%  | 0.0000% | $297317.00         | $5.16              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2398.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $478.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $5.83              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $652.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 5.0000%  | 0.0000% | $2500.00           | $44.08             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1791.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $183.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1519.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1482.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1618.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $12210.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3353.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $200.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $228.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $635.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $45.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $735.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $2021.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $65.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3941.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2702.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1417.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $235.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4329.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $732.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $2012.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $4117.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-11-01      | 3.5000%  | 0.0000% | $56558.00          | $6871.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $4372.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $187.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 6.5000%  | 0.0000% | $1015.00           | $62.28             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1932.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1454.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $290.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $41000.00          | $3330.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2121.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $598426.00         | $81146.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $709.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $644170.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 3.5000%  | 0.0000% | $6000.00           | $781.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $235.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2238.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1700.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $116.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1106.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $589.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $8000.00           | $796.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $309000.00         | $27145.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3307.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2138.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $494.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $440.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $166.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $434.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 3.5000%  | 0.0000% | $1004.00           | $109.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $510.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $507.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $254.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10435.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $156.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $15002.00          | $2392.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1265.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1044.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $5113050.00        | $922839.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $570.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $802.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $22771.00          | $2923.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2803.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $356996.00         | $43071.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $118.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-10-01      | 3.5000%  | 0.0000% | $2007.00           | $253.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $3012.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $120.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.5000%  | 0.0000% | $1141.00           | $97.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2209.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $596.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $556.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1765.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $365.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $936.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $97.64             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11766.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2021.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2867.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2428.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2402.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $470.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $847.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $1263.00           | $132.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2753.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $121.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $283.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4753.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 4.5000%  | 0.0000% | $2037.00           | $283.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2068.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $180.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $4272.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $1476846.00        | $292816.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1378.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $440.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $720.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $255.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $295.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $749.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $84.57             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $444.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2782.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $579.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $1019.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $32000.00          | $4120.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $283.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 4.0000%  | 0.0000% | $1003.00           | $253.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $7004.00           | $508.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.5000%  | 0.0000% | $12032.00          | $753.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $655.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5086.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $261.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $778.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $494.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1262.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3668.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1269.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $461.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2645.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2304.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1970.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3837.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 2.0000%  | 0.0000% | $6000.00           | $3645.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4364.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1290.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3125.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1230.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $945.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $148058.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $587.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $699493.00         | $481099.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $2010.00           | $1271.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-03-01      | 4.0000%  | 0.0000% | $3002.00           | $615.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $965.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1364.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9248.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $810.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3740.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $542.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $626.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $821.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $768.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2759.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $2009.00           | $1439.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $775000.00         | $564524.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $239275.00         | $190751.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $842.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $2054.00           | $1536.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1414.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1005.00           | $727.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1596.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1381.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3181.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1505.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3100.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1622.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2320.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2014.00           | $1623.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1651.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $27214.00          | $20894.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $785.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $222244.00         | $184121.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $812.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2293.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $14148.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 1.5000%  | 0.0000% | $217489.00         | $143822.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $5056.00           | $4127.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1791.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $784.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1705.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 2.5000%  | 0.0000% | $5001.00           | $3834.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $257694.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1780466.00        | $1729927.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $131764.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $889501.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1841.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $933.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $276.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $111.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $206.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.0000%  | 0.0000% | $1012.00           | $105.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $659.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $227213.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1142.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $530.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $146.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $504.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $714.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $3046.00           | $845.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1549.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1119.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $30560.00          | $25082.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2864.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 3.0000%  | 0.0000% | $1014.00           | $366.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2702.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $21000.00          | $12684.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $4015.00           | $2273.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 2.0000%  | 0.0000% | $3014488.00        | $1745967.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2335.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1909.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $7000.00           | $4598.01           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2470.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3419.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1054.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $642.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3079.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12409.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.0000%  | 0.0000% | $8001.00           | $5636.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3661.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $796.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2237.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2883.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $78044.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2998.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $806.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $61000.00          | $46932.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $1148.00           | $936.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $4715.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3804.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $802.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1606.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4083.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $775.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $879.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1729.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $866.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-12-01      | 6.0000%  | 0.0000% | $16316269.00       | $12765511.93       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1744.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6805.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $815.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $2173905.00        | $1994884.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3742.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $950.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1115986.00        | $1071882.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4616.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $716.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3816.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $845.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $864.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.5000%  | 0.0000% | $4000.00           | $3328.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1588.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-12-01      | 4.5000%  | 0.0000% | $5087.00           | $5119.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1750.00           | $1374.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5437402.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 4.9000%  | 0.0000% | $1180926.00        | $1204058.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 4.2500%  | 0.0000% | $1000.00           | $974.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $564.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $168.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $328.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1643.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $383.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $270.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $574.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1657.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1246.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $459.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1146.00           | $644.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $637.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $103895.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4736.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $802.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 2.5000%  | 0.0000% | $34315.00          | $25260.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1477.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1595.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $306034.00         | $226176.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $13518.00          | $10870.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $135663.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $330279.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4295.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $667529.00         | $429067.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $2223.00           | $1915.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $10628.00          | $8599.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4743.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $779.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2494.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $776.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2719114.00        | $1845317.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2280.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $868.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $984.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2053.00           | $1764.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1706.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1620.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4963.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1008.00           | $840.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6199.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $808.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $968.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $672.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $805.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1308237.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $777.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $906.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $990.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $856.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18169.22          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3741.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2843.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7129.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3002.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1646075.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.5000%  | 0.0000% | $3000.00           | $3114.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $6001.00           | $6114.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1956.97           | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                               | 2038-08-26      | 2.7100%  | 0.0000% | $1000.00           | $799.31            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2036-07-14      | 2.3100%  | 0.0000% | $46000.00          | $36481.02          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2036-11-17      | 2.5800%  | 0.0000% | $2000.00           | $1603.50           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2036-11-17      | 2.4800%  | 0.0000% | $254000.00         | $201425.10         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2042-01-24      | 2.8200%  | 0.0000% | $2000.00           | $1487.11           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2042-02-03      | 2.9300%  | 0.0000% | $5245000.00        | $3962409.55        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1788.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2011.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $4999.00           | $1317.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $3002.00           | $1609.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3289.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2082.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $528.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $621.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $705.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.0000%  | 0.0000% | $592406.00         | $330796.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3605.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1471135.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $731.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1260.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3659.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2166.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $432189.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4359.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2062.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $6059.00           | $4313.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $204003.00         | $130723.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3811.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1845753.00        | $1274049.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1376.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1438.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11793.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $83361.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2505.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $874.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $459.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $1008.00           | $640.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $6192478.00        | $3606596.90        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $451294.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $860.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $969.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3270.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1805.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1138700.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1886.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2056.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1354569.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1034285.00        | $1031216.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1816.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 7.2190%  | 0.0000% | $1379.00           | $11.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6230%  | 0.0000% | $5654.00           | $1.97              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-06-01      | 4.2530%  | 0.0000% | $5331.00           | $2.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $1483.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 4.1940%  | 0.0000% | $252366656.00      | $164814.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.5770%  | 0.0000% | $1519.00           | $203.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.6250%  | 0.0000% | $7608.00           | $1.00              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $4202.00           | $25.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-01-25      | 2.5000%  | 0.0000% | $1417000.00        | $1110773.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $22941872.00       | $1491145.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8197%  | 0.0000% | $6434191.00        | $1095907.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $424968.00         | $136529.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $133087.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $824.96            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-07-25      | 6.8889%  | 0.0000% | $1100000.00        | $107160.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.8025%  | 0.0000% | $4863857.00        | $4272327.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $850.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2029-10-25      | 2.4440%  | 0.0000% | $909972.00         | $854625.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $85002.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-07-25      | 1.5000%  | 0.0000% | $25000000.00       | $11577617.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-03-25      | 2.0000%  | 0.0000% | $2515204.00        | $1520906.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.5552%  | 0.0000% | $3148.00           | $2833.85           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.0000%  | 0.0000% | $3588362.00        | $3349021.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-05-01      | 6.5000%  | 0.0000% | $31043.00          | $3.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 7.5000%  | 0.0000% | $7315.00           | $2.54              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-09-01      | 7.5000%  | 0.0000% | $1712.00           | $1.21              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 6.0000%  | 0.0000% | $1011.00           | $9.79              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $5331.00           | $230.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 5.0000%  | 0.0000% | $1209.00           | $20.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-11-01      | 7.5000%  | 0.0000% | $5363.00           | $0.78              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-04-01      | 6.6250%  | 0.0000% | $9921936.00        | $11294.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $490000.00         | $484958.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.5000%  | 0.0000% | $1321000.00        | $1071884.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.0000%  | 0.0000% | $1999728.00        | $167154.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2058.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $13518.00          | $3058.15           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $2422.00           | $130.58            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-04-25      | 3.7500%  | 0.0000% | $1000000.00        | $952644.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-10-25      | 2.8590%  | 0.0000% | $150000.00         | $129915.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $282.18            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2050-09-25      | 1.0000%  | 0.0000% | $12219392.00       | $4045996.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 1.8140%  | 0.0000% | $446516.00         | $390575.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2053909.20        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.2552%  | 0.0000% | $4826081.00        | $2962182.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $170153.00         | $175570.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $3497331.00        | $2146917.46        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-09-25      | 5.3052%  | 0.0000% | $908521.00         | $872471.66         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $14284406.84       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-12-25      | 5.0000%  | 0.0000% | $9421440.00        | $9170360.64        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2036-04-25      | 5.5000%  | 0.0000% | $1682150.00        | $1721375.16        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.76              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1447434.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1233185.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-02-01      | 6.0000%  | 0.0000% | $3334.00           | $0.28              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 8.0000%  | 0.0000% | $2538.00           | $1.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $398667.00         | $494.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 4.6310%  | 0.0000% | $50771445.00       | $45692.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8870%  | 0.0000% | $2246.00           | $1.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $59992.00          | $92.76             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $6000.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 6.0000%  | 0.0000% | $13969.00          | $37.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.8170%  | 0.0000% | $5804.00           | $45.57             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-02-01      | 6.0000%  | 0.0000% | $6396.00           | $15.16             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1910%  | 0.0000% | $13337.00          | $1.64              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4969.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $109863.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $10260.00          | $837.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $258.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 6.3460%  | 0.0000% | $16058254.00       | $502873.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 6.3850%  | 0.0000% | $2861.00           | $88.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-05-01      | 6.5000%  | 0.0000% | $1578387.00        | $106766.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $158.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.5900%  | 0.0000% | $17210.00          | $855.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $38529.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2595066.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 6.0000%  | 0.0000% | $1000.00           | $120.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $397.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2717.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2025-10-01      | 2.7500%  | 0.0000% | $1023766.00        | $277384.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $110.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $10119.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-03-01      | 6.9710%  | 0.0000% | $7694000.00        | $412696.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 3.0900%  | 0.0000% | $56697.00          | $5935.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.0000%  | 0.0000% | $9841.00           | $640.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $76121.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1214.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $453.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $471.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $163.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3323.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-01-01      | 3.5000%  | 0.0000% | $91019.00          | $10037.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $22147.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $3069.00           | $303.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $917.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $241814.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $645.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $222256.00         | $69233.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.5000%  | 0.0000% | $1000.00           | $317.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $167.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 3.5000%  | 0.0000% | $27921.00          | $4068.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 7.4650%  | 0.0000% | $1000.00           | $20.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-09-01      | 5.0000%  | 0.0000% | $171295.00         | $14075.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $529.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $686.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-01      | 1.6804%  | 0.0000% | $100702.00         | $1019.31           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2033-08-01      | 6.1010%  | 0.0000% | $27665.00          | $396.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 6.5000%  | 0.0000% | $7162.00           | $36.69             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 5.5000%  | 0.0000% | $2234.00           | $37.39             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 7.0550%  | 0.0000% | $20034530.00       | $470963.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-06-01      | 5.0000%  | 0.0000% | $378002.00         | $3821.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.4610%  | 0.0000% | $9999000.00        | $78024.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.5000%  | 0.0000% | $12019.00          | $135.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $291.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $88784.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.6190%  | 0.0000% | $8765.00           | $78.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 6.1970%  | 0.0000% | $1573.00           | $4.44              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-01-01      | 6.6250%  | 0.0000% | $1993997.00        | $13751.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $397.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.5000%  | 0.0000% | $1963.00           | $15.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 7.5750%  | 0.0000% | $5598.00           | $13.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $3907.00           | $0.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-07-01      | 6.2520%  | 0.0000% | $3327.00           | $45.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.5140%  | 0.0000% | $9999000.00        | $140848.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.1380%  | 0.0000% | $100001008.00      | $488579.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-08-01      | 7.4700%  | 0.0000% | $5212743.00        | $33592.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.3910%  | 0.0000% | $850000.00         | $14157.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-11-01      | 7.0370%  | 0.0000% | $62453621.00       | $591285.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.3000%  | 0.0000% | $533092.00         | $4334.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 7.1320%  | 0.0000% | $14924941.00       | $279152.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 7.0320%  | 0.0000% | $3454000.00        | $51653.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.2200%  | 0.0000% | $19626.00          | $182.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $5000.00           | $4431.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $986.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1894.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1995.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 5.5000%  | 0.0000% | $26300.00          | $26439.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3209.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $4046.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $8925.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2773.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $876.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 7.0000%  | 0.0000% | $2246068.00        | $1172677.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $157508.00         | $162790.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1074.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $393537.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $68467.00          | $66904.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6485374.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1582.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $6017.00           | $5994.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $1444870.00        | $1244833.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3578.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3044.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $3000.00           | $3065.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3809.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1232813.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1989.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $4092.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1289.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $81292.00          | $79437.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2996.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $37460.00          | $37683.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2081.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3816.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $4351506.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $1188329.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $924.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4109.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $5000.00           | $5103.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $3506148.00        | $3661998.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $982.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $18236758.00       | $18733806.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $494571.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $229.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $502820.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $497.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.0000%  | 0.0000% | $2000.00           | $381.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 4.0000%  | 0.0000% | $12526.00          | $2199.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $183346.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $230.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1861.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $212.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1051.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 4.0000%  | 0.0000% | $1000.00           | $237.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $137.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $899841.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-09-01      | 2.8900%  | 0.0000% | $12502.00          | $10964.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 2.8000%  | 0.0000% | $1275.00           | $1006.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32353.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 2.1700%  | 0.0000% | $28201.00          | $25734.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 2.4500%  | 0.0000% | $1420000.00        | $1171515.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $235.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 4.5000%  | 0.0000% | $159000.00         | $30677.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $221.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $32109.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3683.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.5000%  | 0.0000% | $13813.00          | $3873.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $801906.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17552.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $189.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $5116.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1301.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 6.6920%  | 0.0000% | $5833788.00        | $1657655.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 1.7546%  | 0.0000% | $21646.00          | $18428.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 4.1840%  | 0.0000% | $10023.00          | $9254.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 6.8950%  | 0.0000% | $50440.00          | $50255.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 6.6160%  | 0.0000% | $6799.00           | $6797.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75068.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $195.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-05-01      | 3.5000%  | 0.0000% | $3001.00           | $1087.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $615.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $11125.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1714.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $861.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $6001.00           | $3709.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $998954.00         | $487188.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.7500%  | 0.0000% | $598494.00         | $514620.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.9800%  | 0.0000% | $10536.00          | $9136.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-07-01      | 4.2400%  | 0.0000% | $255052.00         | $236239.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 3.8700%  | 0.0000% | $505312.00         | $463382.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-10-01      | 3.9700%  | 0.0000% | $596447.00         | $552320.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $98557.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.5200%  | 0.0000% | $1731100.00        | $1732434.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $283720.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.5900%  | 0.0000% | $34000.00          | $34152.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $6809288.00        | $4541817.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $201622.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1738.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $39984.00          | $35764.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $757634.00         | $509423.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.5000%  | 0.0000% | $5098.00           | $4414.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $816.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $850.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $5935603.00        | $5565774.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $2370.00           | $2405.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $5093.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1945.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2073.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $2001.00           | $1243.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $1206.00           | $880.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2014.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $9475.00           | $5728.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $45553.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1186.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $5906496.00        | $5000672.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1471.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $125110.00         | $87100.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1191566.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $72917.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1546.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4921.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $4743970.00        | $3976965.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1600.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $20106.00          | $14970.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $975.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2420.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1636.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $1285435.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $2088333.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12800.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $758.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $584115.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-01-01      | 4.8900%  | 0.0000% | $89686.00          | $89255.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 4.3400%  | 0.0000% | $10739.00          | $10776.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 4.4000%  | 0.0000% | $2863332.00        | $2868011.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.9300%  | 0.0000% | $121563.00         | $123958.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-06-01      | 4.3900%  | 0.0000% | $799112.00         | $804722.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $289.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $2334.00           | $625.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $212664.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41995.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $629.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $164.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2900890.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $363.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $74.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $299.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $326.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7404.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1046.00           | $171.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $29571224.00       | $5238903.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1614.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $228.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $10000.00          | $4985.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $1001.00           | $482.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $447.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $3158134.00        | $1608419.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $369.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1626.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $957529.00         | $615015.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $2001.00           | $1206.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $444260.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3447.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2731.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $123122.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 3.0000%  | 0.0000% | $4001.00           | $2578.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $514091.00         | $337496.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3985.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $691.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $35744124.00       | $26842382.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1067172.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1479.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1475.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1446.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $10000.00          | $7440.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $18868.00          | $13990.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $795.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $76826.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $17671.00          | $13474.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4091.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $6326.00           | $4651.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $147127.00         | $119032.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7884.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $5071.00           | $3727.60           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $4000.00           | $3319.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $823.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $258084.00         | $190232.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $88721.00          | $75088.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $23080.00          | $19481.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $40234.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $8003.00           | $6753.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $2177.00           | $1917.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1643.92           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $964.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1489.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $5000.00           | $4282.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $3885470.00        | $3960192.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3879.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $821.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1856.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2491.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $977.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $266.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-10-01      | 3.5000%  | 0.0000% | $1626064.00        | $402062.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 3.5000%  | 0.0000% | $20123.00          | $4845.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $653.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.0000%  | 0.0000% | $1669000.00        | $786134.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $693.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2311.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $49137.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $247.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1026.00           | $603.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $515.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $537.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $916.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $474.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2356.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $13000.00          | $4483.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 3.5000%  | 0.0000% | $6001.00           | $2049.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $603.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $276487.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $11000.00          | $6070.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $3356000.00        | $2025514.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $637.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $549.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $1002.00           | $561.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $551.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $655.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $98999.00          | $62980.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $11389.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $124502.00         | $80051.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $99000.00          | $59123.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $60535.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $41968.00          | $25443.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $79240.00          | $53977.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1256.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $425230.00         | $284899.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1092273.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 4.0000%  | 0.0000% | $11826095.00       | $7828591.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $662.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2979.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4522.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2333.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5108.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $40759.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $688.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6642.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $834.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1321.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1557.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $365845.00         | $248677.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $49786.00          | $37364.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1672.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $14806.00          | $13337.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1111.00           | $864.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2970.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $736196.00         | $553970.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $875.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $844.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 2.0000%  | 0.0000% | $700000.00         | $510754.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3226925.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $13069.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2077.00           | $1714.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1512.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $134778.00         | $112060.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $139722.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1082289.00        | $987045.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $4006688.00        | $3317283.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $853.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $776.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30969.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $784.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4547.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $56218.00          | $47281.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1577.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $4859984.00        | $4250743.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2344.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $362245.00         | $277550.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 4.0000%  | 0.0000% | $1065.00           | $912.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $272021.00         | $238540.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3393042.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $870.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $1006.00           | $817.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $774.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $934.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.5000%  | 0.0000% | $1577000.00        | $1416454.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $2024.00           | $1773.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $3557286.00        | $3611526.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $2526089.00        | $2529180.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $62245.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29940.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-12-01      | 7.0000%  | 0.0000% | $21176.00          | $200.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1035.00           | $78.50             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1028.00           | $18.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.0000%  | 0.0000% | $12639.00          | $43.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.0000%  | 0.0000% | $1009.00           | $42.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0000%  | 0.0000% | $2014.00           | $32.20             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $101.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 7.0000%  | 0.0000% | $8956.00           | $96.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 5.0000%  | 0.0000% | $4003.00           | $69.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 5.5000%  | 0.0000% | $5020.00           | $87.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 7.2400%  | 0.0000% | $10500000.00       | $252936.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $26.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $208.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1140.00           | $38.89             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 4.0000%  | 0.0000% | $1001.00           | $99.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1033.00           | $131.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-08-01      | 3.0000%  | 0.0000% | $10050.00          | $655.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-07-01      | 3.0000%  | 0.0000% | $273232.00         | $39455.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $21684.00          | $2160.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $177.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $189.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 3.5000%  | 0.0000% | $105000.00         | $13934.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $42138.00          | $5916.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $1173.00           | $94.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 1.5000%  | 0.0000% | $1024.00           | $622.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $43172.00          | $26444.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $228002.00         | $134312.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9248.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $5400.00           | $3227.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1834.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.0000%  | 0.0000% | $115000.00         | $73468.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 2.0000%  | 0.0000% | $2938434.00        | $1844753.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1932.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $199817.00         | $17579.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.5000%  | 0.0000% | $485000.00         | $67700.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $255771.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 2.5000%  | 0.0000% | $13000.00          | $2942.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $72115.00          | $35019.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $130511.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $991.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $547.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1052.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 1.5000%  | 0.0000% | $748337.00         | $429750.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1700.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1114.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1414.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $559.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.0000%  | 0.0000% | $14001.00          | $8459.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $175999.00         | $89975.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $908.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2059729.00        | $1671014.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $52257.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $908.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2134957.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $56000.00          | $36668.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $652.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $673.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $1010.00           | $708.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $11000.00          | $7693.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $550000.00         | $376509.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $222001.00         | $157369.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $289606.00         | $210348.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 2.5000%  | 0.0000% | $1455.00           | $952.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2694.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $306016.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $7000.00           | $5212.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $60952.00          | $47343.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $782.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3061.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 4.5000%  | 0.0000% | $614345.00         | $496249.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8973353.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3350.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4119.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.0000%  | 0.0000% | $266000.00         | $189195.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $805.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1703.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $76481.00          | $62517.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $829.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $9212936.00        | $7743261.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $1001.00           | $851.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $793.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1175000.00        | $1002382.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $158488.00         | $125236.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2545.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 5.5000%  | 0.0000% | $1545903.00        | $1357060.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 5.5000%  | 0.0000% | $2781377.00        | $2432206.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $80472.00          | $63068.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3568972.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $684.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $8973760.00        | $6254542.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 7.5000%  | 0.0000% | $27890.00          | $24241.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 7.5000%  | 0.0000% | $5725.00           | $5990.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $26265.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.0000%  | 0.0000% | $100001.00         | $11904.27          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5236582.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $104119.00         | $101555.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $319457.00         | $333363.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1091515.00        | $1136482.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1844.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $986.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $61829.00          | $59692.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2035.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $894.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1003.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $4918840.00        | $4877409.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5717.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2007.00           | $1914.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $87360.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3038.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2944.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $25788.00          | $26219.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1202242.00        | $885278.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $24652.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2050.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $17236.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $3109397.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $9002.00           | $8677.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $957.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $140419.00         | $145514.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19243.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4087.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $164368.00         | $167828.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2010.00           | $2034.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $72198.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $3273.00           | $3354.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1724811.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $2008.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $969.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $33680.00          | $33859.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4993.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $5001.00           | $5114.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $2692291.00        | $2756940.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2044.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $50993.00          | $51203.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $12580.00          | $12814.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $5001.00           | $5153.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5214.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 4.5000%  | 0.0000% | $65471.00          | $62732.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $306324.00         | $319183.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5199.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $51853.00          | $52145.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $225808.00         | $231715.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $409019.00         | $419228.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $6128.00           | $6272.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $3085.00           | $3029.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 5.0000%  | 0.0000% | $434967.00         | $419796.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $363465.00         | $363399.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9790.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $57152.00          | $57447.79          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $272578.00         | $270660.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1310470.00        | $1311513.47        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 7.0000%  | 0.0000% | $1007893.00        | $1073353.52        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.2670%  | 0.0000% | $75000.00          | $56887.90          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $98383.04          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1061204.00        | $901542.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.5000%  | 0.0000% | $2167440.00        | $2058131.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $517159.00         | $479376.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1270046.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $749708.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1900.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $11183226.00       | $11516456.31       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1218.00           | $1237.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2827.00           | $2905.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $12936.00          | $12422.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $745267.00         | $763900.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $950542.00         | $972364.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $975.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $98278.00          | $99900.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $8192.00           | $8375.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.0000%  | 0.0000% | $527466.00         | $526148.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $556181.00         | $567667.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 7.5000%  | 0.0000% | $5014.00           | $5001.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-04-20      | 4.5000%  | 0.0000% | $32000.00          | $1403.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-03-20      | 5.5000%  | 0.0000% | $1000.00           | $138.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-10-15      | 3.5000%  | 0.0000% | $269000.00         | $5104.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $54064.00          | $4538.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-15      | 4.5000%  | 0.0000% | $1000.00           | $45.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $1249.00           | $50.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-01-15      | 3.5000%  | 0.0000% | $3530.00           | $318.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-03-20      | 6.3750%  | 0.0000% | $9581.00           | $77.44             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.0000%  | 0.0000% | $4185.00           | $157.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-08-20      | 3.0000%  | 0.0000% | $443000.00         | $44895.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-09-20      | 5.5000%  | 0.0000% | $1009.00           | $29.02             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-01-20      | 3.0000%  | 0.0000% | $43626.00          | $4782.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-06-20      | 5.1250%  | 0.0000% | $3637.00           | $49.86             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-09-20      | 4.0000%  | 0.0000% | $5496.00           | $318.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-07-20      | 6.0000%  | 0.0000% | $382000.00         | $22799.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-02-20      | 4.5000%  | 0.0000% | $100000.00         | $6427.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $1000.00           | $70.95             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-05-20      | 6.5000%  | 0.0000% | $1000.00           | $111.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $2615.00           | $224.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $4779.00           | $328.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.6250%  | 0.0000% | $4522.00           | $60.52             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-01-20      | 4.5000%  | 0.0000% | $6001.00           | $367.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 3.0000%  | 0.0000% | $6521347.00        | $707836.16         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $101.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.5000%  | 0.0000% | $2116.00           | $139.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 3.0000%  | 0.0000% | $1000.00           | $115.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 5.5000%  | 0.0000% | $1000.00           | $102.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.5000%  | 0.0000% | $171982.00         | $13039.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 6.2500%  | 0.0000% | $1725.00           | $351.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $587752.00         | $74624.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-20      | 4.5000%  | 0.0000% | $22653.00          | $1831.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-09-20      | 6.0000%  | 0.0000% | $50886.00          | $6904.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $95002.00          | $7719.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $100.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-20      | 4.6250%  | 0.0000% | $1085.00           | $44.69             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-20      | 4.0000%  | 0.0000% | $967572.00         | $91105.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-02-20      | 4.5000%  | 0.0000% | $7691004.00        | $753601.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 5.0000%  | 0.0000% | $1030322.00        | $73840.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 4.0000%  | 0.0000% | $3000952.00        | $297830.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-06-20      | 5.5000%  | 0.0000% | $490000.00         | $44782.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $1936098.00        | $184512.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-02-20      | 6.0000%  | 0.0000% | $1000.00           | $167.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 4.0000%  | 0.0000% | $44194.00          | $4073.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 5.5000%  | 0.0000% | $372280.00         | $45287.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-04-20      | 6.5000%  | 0.0000% | $45563.00          | $6738.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 3.5000%  | 0.0000% | $35488.00          | $4326.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-06-20      | 6.0000%  | 0.0000% | $42000.00          | $5124.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $315336.00         | $41455.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-04-20      | 6.0000%  | 0.0000% | $79999.00          | $12474.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 5.5000%  | 0.0000% | $3618.00           | $308.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-11-20      | 6.5000%  | 0.0000% | $1000.00           | $177.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-12-20      | 5.0000%  | 0.0000% | $563081.00         | $35740.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-01-20      | 5.5000%  | 0.0000% | $1656358.00        | $132668.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-01-20      | 4.0000%  | 0.0000% | $21469880.00       | $1752044.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 5.5000%  | 0.0000% | $1000.00           | $81.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-05-20      | 6.0000%  | 0.0000% | $1000.00           | $125.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 3.5000%  | 0.0000% | $4000.00           | $133.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-05-20      | 5.5000%  | 0.0000% | $223895.00         | $21678.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 6.0000%  | 0.0000% | $1257000.00        | $159057.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.5000%  | 0.0000% | $154000.00         | $20271.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 5.5000%  | 0.0000% | $1791.00           | $271.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-09-20      | 6.0000%  | 0.0000% | $4000.00           | $537.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $118012.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 2.5000%  | 0.0000% | $92542.00          | $41624.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 5.0000%  | 0.0000% | $124001.00         | $46722.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 3.0000%  | 0.0000% | $1640.00           | $276.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.0000%  | 0.0000% | $324602.00         | $49060.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 3.0000%  | 0.0000% | $11966096.00       | $1942329.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $69228.00          | $15415.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 3.0000%  | 0.0000% | $1764843.00        | $437307.42         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 5.0000%  | 0.0000% | $44000.00          | $8054.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 6.0000%  | 0.0000% | $14000.00          | $2894.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $65981260.00       | $17010198.98       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-07-20      | 3.0000%  | 0.0000% | $14195.00          | $3932.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 5.5000%  | 0.0000% | $8000.00           | $2264.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 6.0000%  | 0.0000% | $76006.00          | $13988.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-09-20      | 5.0000%  | 0.0000% | $69000.00          | $17016.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-09-20      | 2.0000%  | 0.0000% | $535780.00         | $247216.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 5.0000%  | 0.0000% | $67000.00          | $18199.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 2.0000%  | 0.0000% | $4038569.00        | $1911284.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 5.0000%  | 0.0000% | $35000.00          | $9685.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 5.0000%  | 0.0000% | $74686.00          | $20348.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 3.0000%  | 0.0000% | $43462.00          | $29724.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 3.5000%  | 0.0000% | $1000.00           | $713.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $487963.00         | $360361.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 3.5000%  | 0.0000% | $274680.00         | $196900.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1038.00           | $768.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 2.5000%  | 0.0000% | $1000.00           | $492.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 3.0000%  | 0.0000% | $199203.00         | $80661.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $450.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 2.0000%  | 0.0000% | $2964000.00        | $1581992.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-06-20      | 6.0000%  | 0.0000% | $1000.00           | $419.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $1821.00           | $643.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 3.0000%  | 0.0000% | $525491.00         | $287026.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 4.0000%  | 0.0000% | $1000.00           | $483.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $120208.00         | $106727.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $460.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 3.5000%  | 0.0000% | $1000.00           | $663.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $282897.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $849.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1016.00           | $819.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $682930.00         | $553881.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $3504842.00        | $2384342.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $435231.00         | $331634.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.0000%  | 0.0000% | $175000.00         | $129254.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $40345.00          | $26178.85          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $71466.00          | $54787.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 5.0000%  | 0.0000% | $1100086.00        | $832851.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.5000%  | 0.0000% | $4004.00           | $3090.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 5.0000%  | 0.0000% | $4483750.00        | $3452890.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $425502.00         | $327338.31         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $779.28            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.0000%  | 0.0000% | $2360003.00        | $1827012.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $17668.00          | $10795.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-10-20      | 5.0000%  | 0.0000% | $1100000.00        | $858147.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $380733.00         | $303152.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 5.0000%  | 0.0000% | $2506154.00        | $1993843.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.0000%  | 0.0000% | $268717.00         | $215814.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.5000%  | 0.0000% | $82017.00          | $60915.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $3665441.00        | $2784769.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $594157.00         | $365427.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 4.5000%  | 0.0000% | $13589440.00       | $11785208.28       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 5.0000%  | 0.0000% | $1000.00           | $869.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 5.0000%  | 0.0000% | $697998.00         | $609069.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $48000.00          | $39439.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-08-20      | 6.0000%  | 0.0000% | $232207.00         | $159690.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 6.5000%  | 0.0000% | $3444627.00        | $1931881.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 5.0000%  | 0.0000% | $2394.00           | $2165.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 5.5000%  | 0.0000% | $645000.00         | $544433.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $520290.00         | $448340.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $135749.00         | $115186.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 5.0000%  | 0.0000% | $1000.00           | $893.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 6.5000%  | 0.0000% | $116243.00         | $68023.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 6.0000%  | 0.0000% | $1000.00           | $729.24            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 4.0000%  | 0.0000% | $4867.00           | $4375.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $1000.00           | $636.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 5.0000%  | 0.0000% | $1916531.00        | $1794658.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-15      | 4.5000%  | 0.0000% | $135878.00         | $21805.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-04-15      | 5.0000%  | 0.0000% | $349501.00         | $22229.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-11-15      | 5.0000%  | 0.0000% | $2000.00           | $22.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 4.0000%  | 0.0000% | $1000.00           | $237.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $5000.00           | $3147.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-15      | 2.5000%  | 0.0000% | $958375.00         | $582193.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1658849.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $2026664.00        | $954996.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $117025.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $745125.00         | $275657.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.5000%  | 0.0000% | $1496771.00        | $312078.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $1126758.00        | $516935.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 5.5000%  | 0.0000% | $149216.00         | $57142.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $288964.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-12-20      | 5.5000%  | 0.0000% | $981705.00         | $519669.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.0000%  | 0.0000% | $4012.00           | $1702.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $4042.00           | $1556.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1002.00           | $217.44            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 2.0000%  | 0.0000% | $739560.00         | $421155.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 4.0000%  | 0.0000% | $16035.00          | $13560.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-15      | 4.0000%  | 0.0000% | $851710.00         | $772930.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 4.0000%  | 0.0000% | $25361.00          | $15578.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $3001.00           | $2389.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 7.0000%  | 0.0000% | $51959.00          | $36565.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-06-15      | 3.5000%  | 0.0000% | $360000.00         | $65538.98          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.0000%  | 0.0000% | $2000.00           | $309.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-08-20      | 4.0000%  | 0.0000% | $3263000.00        | $381752.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-01-15      | 3.5000%  | 0.0000% | $107352.00         | $30921.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-15      | 5.0000%  | 0.0000% | $560102.00         | $24389.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-01-15      | 4.0000%  | 0.0000% | $2000.00           | $205.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-07-15      | 5.3500%  | 0.0000% | $2000.00           | $2026.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $481080.00         | $482641.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-10-15      | 5.6700%  | 0.0000% | $2000.00           | $2065.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $595732.00         | $602375.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-15      | 7.0000%  | 0.0000% | $1008.00           | $1045.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 7.0000%  | 0.0000% | $1008.00           | $1046.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 6.5000%  | 0.0000% | $1000.00           | $1014.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-15      | 7.0000%  | 0.0000% | $683247.00         | $710831.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-15      | 7.0000%  | 0.0000% | $195029.00         | $193557.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-08-15      | 5.4200%  | 0.0000% | $2000.00           | $2038.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $944839.00         | $951623.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2061-11-15      | 5.7200%  | 0.0000% | $72999.00          | $76013.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-15      | 7.5000%  | 0.0000% | $3750.00           | $3957.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $11003.00          | $11353.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-10-15      | 5.2200%  | 0.0000% | $2000.00           | $2012.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $316579.00         | $326763.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.0000%  | 0.0000% | $2687942.00        | $2651095.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-15      | 5.7500%  | 0.0000% | $2000.00           | $2097.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-04-15      | 5.7000%  | 0.0000% | $64493.00          | $67554.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2066-07-15      | 5.3500%  | 0.0000% | $9163.00           | $9277.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-05-15      | 5.3900%  | 0.0000% | $2000.00           | $2056.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $6000.00           | $5914.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $736072.00         | $739287.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2064-10-20      | 6.0000%  | 0.0000% | $1000.00           | $277.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $5096.00           | $5287.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.5000%  | 0.0000% | $6000.00           | $5937.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $315049.00         | $328837.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $2000.00           | $2028.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $6001.00           | $6021.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $87800.00          | $91398.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $97446.00          | $101575.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $6458.00           | $6665.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $2005936.00        | $2092440.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-03-15      | 4.9600%  | 0.0000% | $1262421.00        | $1257377.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2001.00           | $2085.78           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 7.5000%  | 0.0000% | $1000.00           | $1083.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $117545.00         | $120571.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2054.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $230895.00         | $236449.98         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2052.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2055.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1164.00           | $1220.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 7.5000%  | 0.0000% | $1009.00           | $1081.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2055.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $8000.00           | $8221.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $8213.00           | $8440.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $78924.00          | $81065.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $102304.00         | $101677.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $975.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $268039.00         | $279554.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $974612.00         | $1005947.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $119467.00         | $122775.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $670155.00         | $689303.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $8001.00           | $8228.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $381929.00         | $392400.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $3024.00           | $3050.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $3128111.00        | $3153215.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $10000.00          | $10084.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $5153232.00        | $5197415.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $142747.00         | $146838.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $587161.00         | $603359.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-06-15      | 5.6000%  | 0.0000% | $1013189.00        | $1055748.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $75299.00          | $75976.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2053.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2000.00           | $2060.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $379487.00         | $383428.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $186984.00         | $196465.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $53020.00          | $53908.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.30           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $607783.00         | $628155.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $38638.00          | $39703.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $667329.00         | $685746.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1014.00           | $1046.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $6714.00           | $6899.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $45438.00          | $47543.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $12001.00          | $12540.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $1672.00           | $1688.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1093585.00        | $1138063.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $2512.00           | $2589.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $1008.00           | $1010.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $269438.00         | $277146.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $7028.00           | $7229.07           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $3669224.00        | $3807756.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 4.5000%  | 0.0000% | $1464417.00        | $1380743.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $1200029.00        | $1180821.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.5000%  | 0.0000% | $4001.00           | $4010.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 3.5000%  | 0.0000% | $5000.00           | $4486.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.0000%  | 0.0000% | $2345096.00        | $2282646.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $77041.00          | $76446.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.5000%  | 0.0000% | $2000.00           | $2021.83           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $2966835.00        | $2944116.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.5000%  | 0.0000% | $4196139.00        | $4283700.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-04-20      | 5.5000%  | 0.0000% | $3999.00           | $4021.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.0000%  | 0.0000% | $4115002.00        | $4033336.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $7000.00           | $7074.42           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1034.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1034.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1034.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $878447.00         | $906174.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1013.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $3508200.00        | $3546259.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $2000.00           | $2031.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $66574.00          | $68355.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $341945.00         | $351071.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $171832.00         | $175962.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1054.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 6.5000%  | 0.0000% | $104810.00         | $107506.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $93567.00          | $95985.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1008.00           | $1050.94           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-05-20      | 3.0000%  | 0.0000% | $1000.00           | $267.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 3.0000%  | 0.0000% | $1735.00           | $589.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-08-20      | 3.0000%  | 0.0000% | $1000.00           | $285.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-20      | 3.0000%  | 0.0000% | $1000.00           | $250.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-05-15      | 4.0000%  | 0.0000% | $649161.00         | $82926.93          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 4.5000%  | 0.0000% | $2899000.00        | $30128.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-20      | 4.5000%  | 0.0000% | $185770.00         | $1359.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $9196370.00        | $61104.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-11-20      | 4.5000%  | 0.0000% | $2112.00           | $25.04             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 3.5000%  | 0.0000% | $5997200.00        | $440933.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $9853982.00        | $469554.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-08-15      | 5.0000%  | 0.0000% | $12135081.00       | $137738.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-15      | 5.0000%  | 0.0000% | $11775.00          | $199.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-15      | 5.0000%  | 0.0000% | $9659955.00        | $499515.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $2704.00           | $109.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-15      | 4.5000%  | 0.0000% | $1000.00           | $68.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-07-15      | 5.0000%  | 0.0000% | $567001.00         | $21763.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2029-04-15      | 6.5000%  | 0.0000% | $4384457.00        | $66296.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-03-15      | 6.5000%  | 0.0000% | $14028640.00       | $95807.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-11-15      | 6.5000%  | 0.0000% | $36648.00          | $129.00            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-10-20      | 4.7500%  | 0.0000% | $25445.00          | $88.85             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-11-20      | 5.8750%  | 0.0000% | $1710.00           | $66.05             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-11-20      | 5.8750%  | 0.0000% | $4456.00           | $148.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 6.5000%  | 0.0000% | $650000.00         | $17229.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-09-15      | 3.0000%  | 0.0000% | $1000.00           | $122.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 7.0000%  | 0.0000% | $1000.00           | $145.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-12-20      | 4.2500%  | 0.0000% | $997000.00         | $312305.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-04-20      | 3.5000%  | 0.0000% | $1000.00           | $117.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-15      | 6.0000%  | 0.0000% | $1002.00           | $191.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2029-08-15      | 7.0000%  | 0.0000% | $6284800.00        | $458877.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-02-20      | 3.5000%  | 0.0000% | $1001.00           | $101.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-15      | 6.0000%  | 0.0000% | $5400.00           | $1422.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-12-20      | 4.0000%  | 0.0000% | $1000.00           | $207.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 2.5000%  | 0.0000% | $1032.00           | $644.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 3.0000%  | 0.0000% | $9736210.00        | $5679175.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $1001.00           | $396.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $1023.00           | $467.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $599.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $553.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 3.5000%  | 0.0000% | $1998.00           | $78.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 4.5000%  | 0.0000% | $2694865.00        | $772186.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.5000%  | 0.0000% | $21911.00          | $3005.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-10-20      | 4.0000%  | 0.0000% | $1024.00           | $351.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 3.0000%  | 0.0000% | $1024.00           | $481.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 3.5000%  | 0.0000% | $1008.00           | $378.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 3.5000%  | 0.0000% | $1160.00           | $400.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 3.0000%  | 0.0000% | $1024.00           | $544.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $566.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $522.52            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.5000%  | 0.0000% | $1024.00           | $527.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.0000%  | 0.0000% | $2017.00           | $929.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 3.0000%  | 0.0000% | $2539720.00        | $1705199.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 4.0000%  | 0.0000% | $1008.00           | $719.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 3.0000%  | 0.0000% | $380282.00         | $272388.44         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 2.5000%  | 0.0000% | $1120.00           | $622.27            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 2.0000%  | 0.0000% | $3024.00           | $1609.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.5000%  | 0.0000% | $38384.00          | $25317.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.5000%  | 0.0000% | $16604.00          | $10179.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 3.0000%  | 0.0000% | $1032.00           | $655.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $699.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 3.5000%  | 0.0000% | $4024.00           | $2666.90           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.5000%  | 0.0000% | $1024.00           | $794.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.0000%  | 0.0000% | $583000.00         | $376867.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-01-20      | 2.5000%  | 0.0000% | $1016.00           | $606.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 3.0000%  | 0.0000% | $101000.00         | $56823.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $1010.00           | $753.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-07-20      | 2.0000%  | 0.0000% | $1000.00           | $659.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $99000.00          | $78823.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.5000%  | 0.0000% | $23015.00          | $18683.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-15      | 6.0000%  | 0.0000% | $8911.00           | $8858.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $32678.00          | $27171.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 6.0000%  | 0.0000% | $79000.00          | $69916.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-08-20      | 5.0000%  | 0.0000% | $1000.00           | $758.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.0000%  | 0.0000% | $119000.00         | $91904.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1006.00           | $996.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-05-20      | 3.5000%  | 0.0000% | $234779.00         | $41766.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-02-15      | 5.0000%  | 0.0000% | $1154.00           | $19.10             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-06-15      | 5.5000%  | 0.0000% | $20191140.00       | $662637.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-01-20      | 6.4500%  | 0.0000% | $797877.00         | $75349.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-12-15      | 6.5000%  | 0.0000% | $12230.00          | $369.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-09-15      | 3.0000%  | 0.0000% | $95000.00          | $34142.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-05-20      | 6.0000%  | 0.0000% | $10000000.00       | $296624.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2039-10-16      | 5.2262%  | 0.0000% | $8860000.00        | $142853.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 5.3018%  | 0.0000% | $1965671.00        | $1354233.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $22268297.00       | $4438400.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $223769.00         | $111264.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $8775583.00        | $5549637.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-12-20      | 2.5000%  | 0.0000% | $35261416.00       | $21479660.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4318%  | 0.0000% | $55953272.00       | $43034488.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2019%  | 0.0000% | $1137.00           | $787.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1098.00           | $790.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5380458.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2119%  | 0.0000% | $7855997.00        | $6136370.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-03-20      | 5.3018%  | 0.0000% | $368123.00         | $176862.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3018%  | 0.0000% | $6508415.00        | $5141405.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3018%  | 0.0000% | $41933700.00       | $21109821.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.4519%  | 0.0000% | $16412351.00       | $12786579.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3618%  | 0.0000% | $8538999.00        | $4308281.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $4016280.00        | $4121535.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3219%  | 0.0000% | $7346757.00        | $6318159.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3018%  | 0.0000% | $1479986.00        | $997018.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.4119%  | 0.0000% | $21972284.00       | $11953372.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5019%  | 0.0000% | $995676.00         | $543079.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.4018%  | 0.0000% | $60740608.00       | $32083657.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6018%  | 0.0000% | $743399.00         | $318648.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5518%  | 0.0000% | $24614477.00       | $13691085.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $2495312.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55069055.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33363828.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $79451163.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50458127.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $68576289.00       | $69716571.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $32599489.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51141847.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51017347.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5019%  | 0.0000% | $55026.00          | $33059.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 0.1250%  | 0.0000% | $25000000.00       | $18289476.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3518%  | 0.0000% | $1000.00           | $830.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.9018%  | 0.0000% | $12806.00          | $12220.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9519%  | 0.0000% | $12523457.00       | $10799233.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.6018%  | 0.0000% | $26674.00          | $26354.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.5000%  | 0.0000% | $21620415.00       | $20801431.60       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2025-09-23      | 0.0000%  | 0.0000% | $200.00            | $198.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2043-02-15      | 0.0000%  | 0.0000% | $100.00            | $42.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2045-11-15      | 0.0000%  | 0.0000% | $500.00            | $181.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2040-08-15      | 0.0000%  | 0.0000% | $100.00            | $48.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2053-05-15      | 0.0000%  | 0.0000% | $300.00            | $76.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2029-01-31      | 1.7500%  | 0.0000% | $273400.00         | $257056.53         | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2033-08-15      | 0.0000%  | 0.0000% | $26.77             | $18.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2036-02-15      | 0.0000%  | 0.0000% | $153875.74         | $95078.43          | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2036-08-15      | 0.0000%  | 0.0000% | $352.63            | $211.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2037-02-15      | 0.0000%  | 0.0000% | $4.69              | $2.74              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2039-02-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2041-08-15      | 0.0000%  | 0.0000% | $54.83             | $24.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2043-02-15      | 0.0000%  | 0.0000% | $0.98              | $0.40              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2044-02-15      | 0.0000%  | 0.0000% | $230.17            | $88.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2045-08-15      | 0.0000%  | 0.0000% | $242.98            | $86.90             | U.S. Treasuries (including strips)        |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $6072000.00        | $8911119.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $2944000.00        | $3010655.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $33359700.00       | $34395308.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $14916700.00       | $12223948.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $37193300.00       | $38005534.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $4315000.00        | $3970421.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $194768000.00      | $122482950.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $226802000.00      | $162684251.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $74999900.00       | $41423026.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $18854400.00       | $13679580.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $88089100.00       | $75143794.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $12800.00          | $10394.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $144085500.00      | $142235658.30      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4220%  | 0.0000% | $300.00            | $302.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $158253800.00      | $162794632.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $44940000.00       | $45673247.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $1278177400.00     | $1275355184.00     | U.S. Treasuries (including strips) |

### Security 109: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $142600.00         | $141483.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-22      | 0.0000%  | 0.0000% | $1879700.00        | $1874963.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-29      | 0.0000%  | 0.0000% | $1887000.00        | $1880808.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $10643800.00       | $10452956.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $293400.00         | $310025.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $600.00            | $1285.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $10200.00          | $20590.31          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $163.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $25800.00          | $37863.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $622200.00         | $682582.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $11504800.00       | $8644047.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $17220400.00       | $16396210.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $68.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $8572900.00        | $6219963.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $1400000.00        | $1194260.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $30620300.00       | $29926482.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $2381300.00        | $2359338.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $12079900.00       | $15639069.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $985.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $3100.00           | $3887.42           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $100000.00         | $97162.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 2.2500%  | 0.0000% | $5622200.00        | $5593951.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $7086500.00        | $9287642.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $17488900.00       | $21539878.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $28653300.00       | $27821401.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $39568800.00       | $43490456.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $74642000.00       | $64029520.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $85499900.00       | $79472969.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $127700000.00      | $133643486.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $12383600.00       | $11665797.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $23646500.00       | $26281097.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $112500.00         | $113937.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $1200.00           | $1204.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $1000.00           | $999.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $200.00            | $203.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $600.00            | $617.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $135236300.00      | $137918345.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $2899400.00        | $2956246.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $1700.00           | $1723.54           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $523900.00         | $533385.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $289200.00         | $296309.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $221500.00         | $222538.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $615400.00         | $618815.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $527600.00         | $530442.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $1097000.00        | $1094577.82        | U.S. Treasuries (including strips) |

### Security 110: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $52760778.79       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-12-01      | 2.0000%  | 0.0000% | $76661000.00       | $45722258.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $31596927.00       | $29534973.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $55646792.00       | $55723330.36       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $71025120.00       | $59694986.10       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $80375399.00       | $74811793.14       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 5.4519%  | 0.0000% | $1086.00           | $1049.98           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-12-31      | 1.2500%  | 0.0000% | $42295100.00       | $40701209.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $32935000.00       | $33588373.98       | U.S. Treasuries (including strips)        |

### Security 111: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $1133000000.00
- **C.18.a - Value (excl. sponsor support):** $1133000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.5000%  | 0.0000% | $117210661.00      | $105837928.60      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $44987660.00       | $40276494.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $116736813.00      | $100658026.80      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $215030.86         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $135948.96         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $60641.39          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $516039.97         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-10-01      | 4.0000%  | 0.0000% | $25000000.00       | $87692.77          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $778152.70         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $443084.21         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $438750.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2044-04-01      | 3.5000%  | 0.0000% | $106646610.00      | $2768261.40        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3239848.49        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1699681.49        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $204174.31         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $336055.93         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $355508.85         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $100000000.00      | $1426859.50        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $89000000.00       | $1078180.15        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1332661.28        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-05-01      | 3.5000%  | 0.0000% | $31048777.00       | $104332.58         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $71621606.00       | $1198031.89        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $404069.35         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $525124.23         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $9240645.93        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $5975802.77        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $12568036.74       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $61068482.00       | $7645536.56        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $11173161.85       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1105454.43        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $4025307.91        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $15056636.50       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $6311451.84        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4670552.73        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $6472820.00        | $480819.88         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $687493.61         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $706707.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $1068221.18        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $707162.24         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $143717.77         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $1005355.01        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $20000000.00       | $4039792.02        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3643%  | 0.0000% | $744037.00         | $53692.32          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1844%  | 0.0000% | $2664945.00        | $377027.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5108%  | 0.0000% | $4016787.00        | $766125.68         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8859%  | 0.0000% | $1240574.00        | $213066.06         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-09-01      | 5.0000%  | 0.0000% | $10821484.00       | $666106.81         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $40000000.00       | $8528206.58        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6961970.83        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $78306470.00       | $10645191.29       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $15505570.00       | $3178421.13        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $5112863.47        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.4519%  | 0.0000% | $1048.00           | $1013.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4519%  | 0.0000% | $33405954.00       | $33404956.63       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-10-23      | 0.0000%  | 0.0000% | $379200.00         | $374177.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $661400.00         | $651131.76         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $73.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $495517400.00      | $510835824.90      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $6851100.00        | $6908082.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $63451100.00       | $63813151.98       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $10470700.00       | $10692734.04       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $156538000.00      | $156574786.40      | U.S. Treasuries (including strips)        |

### Security 112: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DAQP9, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DAQP9
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $5026284.00        | $4840513.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 5.1018%  | 0.0000% | $50000000.00       | $48023010.13       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $29600.00          | $28596.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $122704400.00      | $122733235.50      | U.S. Treasuries (including strips)        |

### Security 113: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $1362000000.00
- **C.18.a - Value (excl. sponsor support):** $1362000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-10-25      | 2.0000%  | 0.0000% | $9000000.00        | $1315417.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 1.5000%  | 0.0000% | $80826752.00       | $43373486.50       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.3552%  | 0.0000% | $39990000.00       | $37432842.15       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 5.5000%  | 0.0000% | $17092000.00       | $14678611.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $38974000.00       | $27672906.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.2500%  | 0.0000% | $53924608.00       | $53418318.84       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-12-15      | 1.7500%  | 0.0000% | $4600000.00        | $380543.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2552%  | 0.0000% | $99792512.00       | $93395743.83       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2044-01-25      | 5.2526%  | 0.0000% | $56500000.00       | $56156601.19       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.4552%  | 0.0000% | $132875520.00      | $122327943.30      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.3500%  | 0.0000% | $25000000.00       | $25379626.39       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2067-10-20      | 5.6828%  | 0.0000% | $65356640.00       | $18206213.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9460%  | 0.0000% | $599997.00         | $178663.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-06-20      | 4.9960%  | 0.0000% | $12024000.00       | $6423258.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $3018738.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-04-16      | 0.0000%  | 0.0000% | $86643840.00       | $84247617.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $281830000.00      | $180815770.30      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3518%  | 0.0000% | $25000000.00       | $15032111.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $17294478.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2019%  | 0.0000% | $200000000.00      | $108951029.30      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3018%  | 0.0000% | $167318000.00      | $78667403.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $23069952.00       | $22205895.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6018%  | 0.0000% | $100000000.00      | $54531879.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50347427.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50142977.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $48082000.00       | $49156581.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.7500%  | 0.0000% | $14021400.00       | $14296835.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $49993300.00       | $48263070.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5518%  | 0.0000% | $40000000.00       | $39665711.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4519%  | 0.0000% | $40000000.00       | $39704262.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $32819520.00       | $32558031.90       | Agency Collateralized Mortgage Obligation |

### Security 114: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $681000000.00
- **C.18.a - Value (excl. sponsor support):** $681000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2038-10-25      | 3.4300%  | 0.0000% | $6600000.00        | $3852201.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2039-11-25      | 2.2500%  | 0.0000% | $3500000.00        | $2444675.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 1.7500%  | 0.0000% | $58932000.00       | $39546691.17       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.5000%  | 0.0000% | $4000000.00        | $869933.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-07-25      | 1.0000%  | 0.0000% | $5000000.00        | $2258001.09        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-01-25      | 1.2500%  | 0.0000% | $110794400.00      | $68870099.70       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-12-25      | 1.7500%  | 0.0000% | $42548544.00       | $26465531.89       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-05-25      | 2.5000%  | 0.0000% | $228000.00         | $138453.42         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2040-03-25      | 2.5000%  | 0.0000% | $9988288.00        | $5802559.60        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2552%  | 0.0000% | $50000000.00       | $46799989.09       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2552%  | 0.0000% | $42442200.00       | $39721626.04       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2052%  | 0.0000% | $97572096.00       | $91282902.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1173744.23        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2057-08-27      | 3.5000%  | 0.0000% | $86793000.00       | $21181582.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2059-08-25      | 2.5000%  | 0.0000% | $98500000.00       | $41307396.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-20      | 5.0000%  | 0.0000% | $12993.00          | $581.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $7000.00           | $676.20            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-20      | 4.7960%  | 0.0000% | $699998.00         | $10203.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.2160%  | 0.0000% | $200000.00         | $41307.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 5.1960%  | 0.0000% | $1800000.00        | $472014.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $479193.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 5.9671%  | 0.0000% | $1480980.00        | $483065.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $1322962.00        | $514841.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.7960%  | 0.0000% | $2300000.00        | $1212718.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 4.5000%  | 0.0000% | $4558050.00        | $4458988.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 4.5000%  | 0.0000% | $2473580.00        | $2367036.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 5.2019%  | 0.0000% | $5558192.00        | $5484378.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 4.7519%  | 0.0000% | $2900000.00        | $723173.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 4.9018%  | 0.0000% | $25000000.00       | $17726233.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 5.1018%  | 0.0000% | $5514720.00        | $5436752.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6865416.00        | $3939601.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4519%  | 0.0000% | $100000000.00      | $66294972.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $7000000.00        | $6594032.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51092197.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.5000%  | 0.0000% | $67029600.00       | $26444473.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4119%  | 0.0000% | $100000000.00      | $95154985.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $8398660.00        | $8253157.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5688680.00        | $5720027.79        | Agency Collateralized Mortgage Obligation |

### Security 115: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8H9GW4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8H9GW4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $100098600.00      | $100659329.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $111041000.00      | $94930477.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $125815800.00      | $131671591.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $26260800.00       | $28628491.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $21125400.00       | $21962197.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $337257000.00      | $350532427.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $291558400.00      | $291615545.50      | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JFGQ1, C.3 - LEI: N/A, C.5 - Other ID: BIV8JFGQ1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 5.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1690000.00        | $1621978.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $2900.00           | $2354.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $596900.00         | $378370.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $266000.00         | $182796.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $175.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $11800.00          | $10676.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $67000.00          | $65648.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $800.00            | $778.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $100.00            | $98.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $12000.00          | $10246.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $400.00            | $353.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $343.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $200.00            | $193.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $19596600.00       | $17319620.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $15000.00          | $14778.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $400.00            | $411.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $80443400.00       | $82372560.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $17800.00          | $18054.41          | U.S. Treasuries (including strips) |

### Security 117: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks               | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $68366.69          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-09-08      | 3.2500%  | 0.0000% | $50000.00          | $49626.86          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-12-08      | 3.5000%  | 0.0000% | $500000.00         | $495899.44         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38375.62          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-04      | 0.3750%  | 0.0000% | $2500000.00        | $2484995.83        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2031-12-12      | 1.6250%  | 0.0000% | $50000.00          | $42851.63          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 4.5000%  | 0.0000% | $675000.00         | $696638.47         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-09-10      | 4.8750%  | 0.0000% | $37070000.00       | $39173679.25       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-12      | 4.5000%  | 0.0000% | $3250000.00        | $3259048.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-12-10      | 4.2500%  | 0.0000% | $130000.00         | $131605.90         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2032-12-10      | 4.7500%  | 0.0000% | $1935000.00        | $2004785.56        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2037-12-11      | 4.7500%  | 0.0000% | $660000.00         | $659061.44         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-12      | 4.5000%  | 0.0000% | $65000.00          | $66563.25          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-03-09      | 4.5000%  | 0.0000% | $50000.00          | $51822.10          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-06-11      | 4.1250%  | 0.0000% | $14540000.00       | $14662820.59       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2030-06-14      | 4.1250%  | 0.0000% | $1695000.00        | $1717203.37        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-09-11      | 4.6250%  | 0.0000% | $500000.00         | $511092.74         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10197.07          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10175.84          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.8750%  | 0.0000% | $55000.00          | $56058.56          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $507428.39         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-03      | 4.0000%  | 0.0000% | $39900000.00       | $40262296.43       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-06-24      | 4.0000%  | 0.0000% | $16500000.00       | $16507931.00       | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2027-01-06      | 5.1616%  | 0.0000% | $2700000.00        | $2757200.76        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 3.0000%  | 0.0000% | $16050000.00       | $15886364.90       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $24392000.00       | $24491365.55       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $2290000.00        | $2341204.40        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-03-11      | 4.4800%  | 0.0000% | $127328000.00      | $127646779.80      | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-03-24      | 4.4400%  | 0.0000% | $172000.00         | $172125.56         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-04-09      | 4.4800%  | 0.0000% | $350000000.00      | $353516625.30      | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2036-07-15      | 5.5000%  | 0.0000% | $585000.00         | $648391.96         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2031-03-15      | 0.0000%  | 0.0000% | $4698000.00        | $3728976.43        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2032-07-15      | 0.0000%  | 0.0000% | $72782000.00       | $53629343.92       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-06-18      | 4.5000%  | 0.0000% | $1040000.00        | $1042164.64        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-09-11      | 4.5400%  | 0.0000% | $120000.00         | $120391.83         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-12-11      | 4.5400%  | 0.0000% | $3500000.00        | $3512303.47        | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2025-07-01      | 0.6000%  | 0.0000% | $50000000.00       | $50143966.67       | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2029-12-24      | 4.6700%  | 0.0000% | $1890000.00        | $1894740.75        | Agency Debentures and Agency Strips |

### Security 118: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 5.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $200.00            | $207.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $91.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $10900.00          | $8399.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $19347200.00       | $13928098.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $200.00            | $158.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $30317000.00       | $21776754.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $34792600.00       | $22370345.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $111200.00         | $65808.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $35053600.00       | $17367297.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $40757000.00       | $23067174.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $300.00            | $190.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $714300.00         | $476669.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $4688000.00        | $3221621.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $96819900.00       | $70657598.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $11809400.00       | $10794417.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $3800.00           | $3139.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $163.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $32292800.00       | $29217081.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $5886200.00        | $5686743.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $10400.00          | $9614.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $37383000.00       | $36757180.54       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $15415900.00       | $14315764.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $200.00            | $191.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $38348500.00       | $37641018.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $985.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $4395300.00        | $4272202.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $300.00            | $288.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $341.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $373.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $8998400.00        | $7714002.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $600.00            | $557.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1232500.00        | $1146437.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $9466300.00        | $9220329.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $2999600.00        | $2778369.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $6747100.00        | $6517535.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $400.00            | $386.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $87171600.00       | $77042905.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1831600.00        | $1712681.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $1000.00           | $981.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $1100.00           | $1110.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $10139200.00       | $10114318.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1745000.00        | $1719242.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $900.00            | $907.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $9398600.00        | $9588469.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1021.94           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $2148200.00        | $2149725.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $800.00            | $805.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $8422100.00        | $8624075.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $126727000.00      | $126389902.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $500.00            | $528.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $204.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $2029000.00        | $2093976.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1392800.00        | $1412707.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $86270900.00       | $90130870.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $2000.00           | $2038.42           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2081.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $202.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $200.00            | $200.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $804100.00         | $811746.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $2681000.00        | $2723372.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $500.00            | $507.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $73204200.00       | $76157363.79       | U.S. Treasuries (including strips) |

### Security 119: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LQJ16, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8LQJ16
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $156.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $478750.00         | $442585.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $66600.00          | $61639.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $50.00             | $64.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $3040850.00        | $3886061.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $50.00             | $67.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $117.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1350.00           | $1322.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $500800.00         | $486318.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $377800.00         | $367787.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $9781650.00        | $10748223.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $12283550.00       | $12667284.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $39226500.00       | $40167213.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $7241950.00        | $7403145.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $4638150.00        | $4703384.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $850.00            | $852.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $3554550.00        | $3593864.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4450%  | 0.0000% | $65350.00          | $65908.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $150.00            | $156.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $17314500.00       | $17403742.92       | U.S. Treasuries (including strips) |

### Security 120: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8MHDB9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8MHDB9
- **C.18 - Value (incl. sponsor support):** $1190000000.00
- **C.18.a - Value (excl. sponsor support):** $1190000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $61717731.60       | $59391898.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $61879714.40       | $61890914.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $294069230.00      | $294875605.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $291169771.20      | $300494097.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $88404862.00       | $91774452.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $157841790.40      | $158238317.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $95268496.40       | $96395060.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $68039011.60       | $68604915.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $80725220.80       | $82134775.83       | U.S. Treasuries (including strips) |

### Security 121: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2025-07-15      | 0.0000%  | 0.0000% | $15000000.00       | $14968950.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-01      | 0.0000%  | 0.0000% | $137000.00         | $136936.98         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-15      | 0.0000%  | 0.0000% | $2000000.00        | $1995860.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-18      | 0.0000%  | 0.0000% | $131000.00         | $130682.98         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-07-23      | 0.0000%  | 0.0000% | $1500000.00        | $1495500.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-26      | 0.0000%  | 0.0000% | $59000000.00       | $58378730.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-12      | 0.0000%  | 0.0000% | $5885000.00        | $5792723.20        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-14      | 0.0000%  | 0.0000% | $50000000.00       | $49204500.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-19      | 0.0000%  | 0.0000% | $8574000.00        | $8403120.18        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-26      | 0.0000%  | 0.0000% | $355000.00         | $347640.85         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2025-07-09      | 0.0000%  | 0.0000% | $9098000.00        | $9085444.76        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2025-07-28      | 0.0000%  | 0.0000% | $2827000.00        | $2816907.61        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-09-26      | 4.4800%  | 0.0000% | $15000.00          | $15012.12          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-02-10      | 4.5150%  | 0.0000% | $160000000.00      | $161078822.10      | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-03-11      | 4.4800%  | 0.0000% | $52672000.00       | $52803870.20       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-14      | 4.4900%  | 0.0000% | $10000.00          | $10059.72          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-21      | 4.4900%  | 0.0000% | $2500000.00        | $2513545.83        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-04-02      | 4.4750%  | 0.0000% | $10000000.00       | $10105712.50       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2025-07-16      | 0.0000%  | 0.0000% | $5100000.00        | $5088831.00        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2031-10-01      | 6.5000%  | 0.0000% | $3350000.00        | $3079.15           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $700000.00         | $2343.52           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2027-02-01      | 5.0000%  | 0.0000% | $467832.00         | $569.56            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-01-01      | 5.0000%  | 0.0000% | $25587386.00       | $6853.66           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-03-01      | 5.5000%  | 0.0000% | $6798343.00        | $4427.25           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $1298426.00        | $1276.18           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $3831.89           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-06-01      | 7.0000%  | 0.0000% | $174000.00         | $5650.79           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $107169.00         | $5642.94           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $162225.00         | $14337.19          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $225000.00         | $9255.81           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $6779.00           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $450000.00         | $3396.60           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $11467.21          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $176000.00         | $608.19            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-09-01      | 4.0000%  | 0.0000% | $385000.00         | $1619.32           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-09-01      | 6.0000%  | 0.0000% | $1500000.00        | $92864.79          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-11-01      | 4.0000%  | 0.0000% | $6875000.00        | $1013807.35        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $34000.00          | $5963.52           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $145349.96         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $29000.00          | $5713.08           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $229000.00         | $54233.00          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $594250.00         | $549098.80         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $4000.00           | $854.73            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $9000.00           | $1152.62           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-12-01      | 4.0000%  | 0.0000% | $130000.00         | $16755.46          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $2106.83           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $26840.00          | $7198.88           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-02-01      | 5.0000%  | 0.0000% | $1275000.00        | $12891.34          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-04-01      | 5.5000%  | 0.0000% | $177000.00         | $1451.87           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $388461.00         | $7895.32           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2256.16           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $1237430.50        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1020398.00        | $701393.33         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3631222.00        | $3076318.04        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $79640.00          | $75695.69          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $1079606.00        | $997812.64         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1082936.00        | $807588.64         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $951941.00         | $942250.31         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1514502.00        | $1367452.65        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $13229761.79       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $4104080.00        | $3772977.03        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $2469289.00        | $2495680.68        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1895980.00        | $1901484.95        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1210670.00        | $1184319.20        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $1074052.74        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $1010933.00        | $989412.50         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $5548914.00        | $4724847.84        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $4948050.00        | $4977948.59        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $344766.00         | $344905.68         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $1177435.00        | $1143302.26        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1468476.00        | $1530227.50        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1467548.00        | $1474054.80        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1951439.00        | $1952213.86        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $2214525.00        | $2232647.18        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1424750.00        | $1486882.62        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $96292.77          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1560400.00        | $1567298.57        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1616834.00        | $1598280.03        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1141661.00        | $1202835.37        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2564555.00        | $2576763.71        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $5308384.00        | $5394939.87        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1116930.00        | $1135325.34        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $2095070.00        | $2104728.25        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2150111.00        | $2156940.95        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3629080.00        | $3740457.67        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1661161.00        | $1671957.81        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1127341.00        | $1185817.43        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2323834.00        | $2349534.57        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2360038.00        | $2382108.03        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5786520.00        | $5946467.13        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $21775648.00       | $22260098.09       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $26387104.00       | $26507628.58       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1306549.00        | $1356701.32        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1671910.00        | $1749919.83        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2861678.00        | $2997213.11        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1146151.00        | $1154893.33        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-06-01      | 5.0000%  | 0.0000% | $1489256.00        | $1505603.23        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1788955.00        | $1881750.08        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $1380000.00        | $395607.50         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $657811.00         | $142712.80         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $160000.00         | $41722.61          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2059-01-01      | 5.0000%  | 0.0000% | $1200000.00        | $467613.21         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $200000.00         | $42143.77          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $428584.00         | $156435.62         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $58103.19          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $19000.00          | $6587.89           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $3000000.00        | $839230.80         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1558.11           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $2286350.00        | $1463436.86        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1558864.00        | $1060708.85        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $1253551.00        | $1190998.77        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2647643.00        | $2668025.98        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $9000.00           | $5722.75           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-03-01      | 1.5000%  | 0.0000% | $496208.00         | $319912.16         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $150000.00         | $142122.78         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $140000.00         | $111307.05         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $113416.00         | $99454.54          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $112183.00         | $106580.86         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $928249.93         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $100844.00         | $66084.30          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $201658.91         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1946348.00        | $1928387.22        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $8000.00           | $1411.15           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $6200000.00        | $1140398.33        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-09-01      | 5.0000%  | 0.0000% | $9053123.00        | $598728.91         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $450000.00         | $152061.19         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $73750.00          | $33801.90          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $54514.28          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $4473303.00        | $3870683.31        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $127194.00         | $86825.44          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $482109.00         | $243923.98         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $239910.00         | $158406.21         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $712.05            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $73390311.00       | $54063920.63       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $187182.00         | $114923.79         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1291605.00        | $1088722.96        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $93200.00          | $74951.41          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $365741.00         | $337273.04         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $4639757.00        | $4105361.50        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1791696.37        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $6000.00           | $5168.30           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $16616000.00       | $15064489.83       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $13000000.00       | $11682521.26       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $2488277.00        | $2457607.49        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $42002327.00       | $41255393.83       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-02-01      | 2.5000%  | 0.0000% | $5238558.00        | $4407958.84        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $400000.00         | $313166.63         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $706937.00         | $659334.66         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $21422272.00       | $18065491.18       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $76733022.00       | $76636989.59       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $10059656.00       | $9293174.34        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $43000.00          | $7879.84           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $6563.47           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $12000.00          | $1071.10           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-03-01      | 3.5000%  | 0.0000% | $90000000.00       | $6069642.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $220000.00         | $98470.73          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $4000.00           | $761.20            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-12-01      | 2.0000%  | 0.0000% | $50000.00          | $13644.85          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $41655.00          | $13173.98          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $860.86            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $545000.00         | $220512.06         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $5000000.00        | $2803000.16        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $157000.00         | $72244.20          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $16000.00          | $7849.77           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $4859516.00        | $3159911.60        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $280000.00         | $177675.62         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2102.67           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $5750000.00        | $3494879.26        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $50287.00          | $30299.58          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $2379849.00        | $1592924.12        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $2421000.00        | $1397563.85        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $9000.00           | $4885.09           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1125000.00        | $729832.66         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $582875.00         | $352070.34         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $811842.00         | $598106.13         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $100000.00         | $8867.83           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $325560.54         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $140000.00         | $117102.77         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $500000.00         | $342099.81         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $10200000.00       | $8031560.91        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3880.45           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $16929867.00       | $13058277.28       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $18570.03          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-06-01      | 2.5000%  | 0.0000% | $630908.00         | $494229.29         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-03-01      | 3.5000%  | 0.0000% | $805542.00         | $687951.34         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $37644144.00       | $29201222.95       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $387000.00         | $302953.38         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $28847939.00       | $23834561.71       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $102000.00         | $88373.03          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $61411705.00       | $62271835.82       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $680895.00         | $662965.14         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $30131596.00       | $31110006.29       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $3833014.00        | $3915174.65        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $87000.00          | $559.57            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $270000.00         | $1328.65           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $446000.00         | $2150.47           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-11-01      | 5.5000%  | 0.0000% | $1894103.00        | $114663.77         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $76000.00          | $1554.26           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $21574.68          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $22000.00          | $1654.49           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $23000.00          | $3839.60           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $154000.00         | $15590.86          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $2969000.00        | $441969.97         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-11-01      | 1.5000%  | 0.0000% | $1986490.00        | $1212945.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-11-01      | 2.5000%  | 0.0000% | $59000.00          | $12051.50          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $185799.84         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-11-01      | 2.0000%  | 0.0000% | $1500000.00        | $469060.39         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1052.76           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-02-01      | 1.5000%  | 0.0000% | $980000.00         | $368547.73         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1171000.00        | $612753.86         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $865000.00         | $662049.98         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $178632517.00      | $150136537.90      | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-05-01      | 3.0000%  | 0.0000% | $2487672.00        | $2108337.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $10328000.00       | $8810730.32        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $6898573.00        | $5547686.22        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $9264083.00        | $8472660.45        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3000.00           | $2841.81           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $22981195.00       | $22093165.86       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $46000.00          | $44477.78          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-04-01      | 3.0000%  | 0.0000% | $1173250.00        | $1108259.98        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $2868944.00        | $2928684.53        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $204000.00         | $3904.65           | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority            | 2025-07-09      | 0.0000%  | 0.0000% | $28500000.00       | $28460670.00       | Agency Debentures and Agency Strips |

### Security 122: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8NDVT8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8NDVT8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **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:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $97592650.00       | $95748308.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $6078650.00        | $6251694.22        | U.S. Treasuries (including strips) |

### Security 123: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8P0E48, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8P0E48
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $42493.15          | $41628.59          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-24      | 0.0000%  | 0.0000% | $8917.81           | $8894.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $4596246.58        | $4480012.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $575.34            | $408.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $19315.07          | $11430.67          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $1561.64           | $773.72            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $82.19             | $50.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $8547.95           | $7747.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $41.10             | $36.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $848219.18         | $841997.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $42986.30          | $43039.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $12780.82          | $12523.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $22908863.01       | $29665688.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $575.34            | $557.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $82.19             | $81.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $6964684.93        | $6829240.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $85232.88          | $106927.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $82.19             | $79.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $55136671.23       | $74190919.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $41.10             | $41.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $82.19             | $70.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $41.10             | $35.66             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $82.19             | $79.82             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $41.10             | $40.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $41.10             | $41.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $41.10             | $40.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $524753.42         | $538755.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $14183835.62       | $14731208.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $328.77            | $338.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $821.92            | $836.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4450%  | 0.0000% | $2205616.44        | $2224475.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $7561643.84        | $7724162.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $5860684.93        | $6107331.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $5341684.93        | $5424694.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $5794.52           | $5821.44           | U.S. Treasuries (including strips) |

### Security 124: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8P0E63, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8P0E63
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2052-08-01      | 4.0000%  | 0.0000% | $35995519.28       | $26762617.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $26738770.24       | $21986086.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $13488973.12       | $12571242.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $26260080.00       | $26592640.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $28000000.00       | $27504767.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $34180222.72       | $27382645.27       | Agency Mortgage-Backed Securities |

### Security 125: Natixis

- **C.1 - Title:** Natixis 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8P4KG6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8P4KG6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2053-09-01      | 5.5000%  | 0.0000% | $45981568.00       | $40037098.55       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2052-12-01      | 5.5000%  | 0.0000% | $101187200.00      | $83857170.30       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2053-06-01      | 5.0000%  | 0.0000% | $84992531.00       | $70821634.38       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2053-08-01      | 5.5000%  | 0.0000% | $45327700.00       | $40414780.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.69           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.88           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.38           | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT            | 2032-03-01      | 5.0600%  | 0.0000% | $1000.00           | $1032.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2051-02-01      | 3.0000%  | 0.0000% | $7161800.00        | $4267365.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-10-01      | 2.5000%  | 0.0000% | $1040.00           | $602.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS    | 2053-09-01      | 5.3930%  | 0.0000% | $126921.00         | $116013.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-06-01      | 6.0000%  | 0.0000% | $125360768.00      | $118552654.70      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 5.0000%  | 0.0000% | $6697888.00        | $6591791.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2037-01-01      | 2.0000%  | 0.0000% | $10833890.00       | $6646168.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2052-06-01      | 4.5000%  | 0.0000% | $86408832.00       | $63341058.03       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.16           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1030.15           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $1006.00           | $1026.05           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.54           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.65           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $31928.00          | $32738.71          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $134857.00         | $137408.77         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.90           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.83           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.79           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-07-01      | 6.0000%  | 0.0000% | $5001888.00        | $5105823.90        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2053-01-01      | 3.8500%  | 0.0000% | $851557.00         | $678382.32         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2054-08-01      | 5.5000%  | 0.0000% | $7514656.00        | $7235142.85        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-03-01      | 5.0000%  | 0.0000% | $4497240.00        | $4371286.38        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                      | 2026-01-22      | 0.0000%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                      | 2025-07-24      | 0.0000%  | 0.0000% | $200.00            | $199.45            | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                      | 2025-09-23      | 0.0000%  | 0.0000% | $200.00            | $198.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2030-05-15      | 6.2500%  | 0.0000% | $21556200.00       | $24006568.70       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2038-02-15      | 4.3750%  | 0.0000% | $2641500.00        | $2664522.28        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2046-08-15      | 2.2500%  | 0.0000% | $30000400.00       | $19714519.38       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2047-05-15      | 3.0000%  | 0.0000% | $66300.00          | $49433.08          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.77             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $61.77             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.55             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.97             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-11-15      | 4.6250%  | 0.0000% | $700.00            | $684.14            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.90             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-11-15      | 4.1250%  | 0.0000% | $1457800.00        | $1470881.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-03-31      | 4.1250%  | 0.0000% | $200.00            | $204.15            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-09-30      | 3.5000%  | 0.0000% | $200.00            | $200.68            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-11-30      | 4.1250%  | 0.0000% | $800.00            | $808.70            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-02-29      | 4.1250%  | 0.0000% | $4699500.00        | $4794078.72        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-03-15      | 3.8750%  | 0.0000% | $5000000.00        | $5076634.92        | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP         | 2048-05-15      | 0.0000%  | 0.0000% | $163.84            | $51.01             | U.S. Treasuries (including strips) |

### Security 126: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.310000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8P4PS5, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8P4PS5
- **C.18 - Value (incl. sponsor support):** $1225000000.00
- **C.18.a - Value (excl. sponsor support):** $1225000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **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:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $35503372.41       | $35287298.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $280764.37         | $277944.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $11619420.69       | $11561242.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $4456352.87        | $9451599.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $9195779.31        | $15015823.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $3641263.22        | $5684521.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $709429.89         | $688431.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $29400.00          | $23476.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $7683706.90        | $6239016.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $1382532.18        | $1065817.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $675.86            | $556.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $2155042.53        | $1716965.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $1168790.80        | $900692.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $35532885.06       | $25236563.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $4860067.82        | $4834124.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $19568741.38       | $14776135.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $9017914.94        | $6308177.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $56.32             | $38.88             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $61320177.01       | $46540471.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $956344.83         | $688475.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $1900749.43        | $1443638.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $2971427.59        | $2353138.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $3284858.62        | $2446388.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $56.32             | $35.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $1109540.23        | $713393.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $915567.82         | $541833.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $112812.64         | $54078.83          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $43767137.93       | $21684418.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $152913.79         | $94779.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $89985683.91       | $50929053.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $829282.76         | $573354.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $45984078.16       | $33381842.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $79505822.99       | $46197618.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1534713.79        | $1024151.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $800783.91         | $550303.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $265726.44         | $163732.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $11030012.64       | $8083775.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $542266.67         | $449058.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $728466.67         | $531623.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $22530481.61       | $19733863.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $617850.57         | $530642.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $9841340.23        | $8037247.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $936350.57         | $837911.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $21810406.90       | $19733080.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $3097588.51        | $3074866.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $60757916.09       | $60832921.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2528174.71        | $2337200.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $13107500.00       | $12843144.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $23972602.30       | $23336926.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $112.64            | $104.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $901543.68         | $837206.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $56.32             | $53.80             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $272541.38         | $269970.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $110233047.10      | $111255578.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $1781459.77        | $2306890.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $467696.55         | $597693.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $56.32             | $55.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $1103063.22        | $1383835.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $105209.20         | $102262.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $6592809.20        | $8871166.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $506.90            | $664.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $3932165.52        | $3844768.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $1292586.21        | $1635675.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $27597644.83       | $26782809.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $112136.78         | $105783.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 0.2500%  | 0.0000% | $608951.72         | $607464.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $6483770.11        | $7984340.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $56.32             | $55.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1035871.26        | $1014528.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $639534.48         | $594877.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $5158517.24        | $4476537.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $18536756.32       | $18113705.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $506.90            | $492.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $56.32             | $48.20             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $2816035.63        | $2709913.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $1514043.68        | $1493480.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $16895988.51       | $15798995.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1533193.10        | $1427564.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $12002521.84       | $13188550.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $10644.83          | $10684.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $25739.08          | $25103.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $8186379.31        | $8183715.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $5463.22           | $5221.61           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $10250.57          | $10246.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $563.22            | $576.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $344745.98         | $353944.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $47704.60          | $49545.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $14543200.00       | $15857545.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $1523449.43        | $1546686.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $56.32             | $56.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $56.32             | $55.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $46427781.61       | $46436185.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $112.64            | $112.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.4850%  | 0.0000% | $225.29            | $227.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $393295.40         | $402049.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $112.64            | $112.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $1035195.40        | $1067217.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $9483302.30        | $9687393.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $72429.89          | $74608.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1295.40           | $1318.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $56.32             | $57.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $17459826.44       | $18011087.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $830465.52         | $842145.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $7562671.26        | $7610003.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $901.15            | $892.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $292817.24         | $292144.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $1755664.37        | $1761806.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $7489509.20        | $7572346.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $56.32             | $56.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4450%  | 0.0000% | $4298933.33        | $4335691.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $68692536.78       | $69150132.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $198478.16         | $200161.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $275019.54         | $276588.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $27090.80          | $27673.05          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $4705351.72        | $4841164.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $5782788.51        | $5890558.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $3380831.03        | $3433369.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $219655.17         | $221698.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $11972051.72       | $12039364.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $42584998.85       | $42804491.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $252555180.50      | $252259690.90      | U.S. Treasuries (including strips) |

### Security 127: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: BIV8P9CZ2, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8P9CZ2
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.5552%  | 0.0000% | $66447897.75       | $64528665.04       | Agency Debentures and Agency Strips |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.5000%  | 0.0000% | $175579417.00      | $121239971.00      | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $20267141.05       | $20891129.75       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 4.5000%  | 0.0000% | $77350000.00       | $74174395.75       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $144950000.00      | $147781356.60      | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $36955.75          | $36302.51          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-02-20      | 5.0000%  | 0.0000% | $877431.10         | $827938.53         | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $32500000.00       | $32170314.18       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $135655.00         | $123283.52         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $4140760.00        | $3850628.27        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.8750%  | 0.0000% | $29220100.00       | $29593490.89       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $4246840.00        | $4337683.60        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $31827380.00       | $32576105.94       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $28861690.00       | $28742230.51       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $10687625.00       | $11043021.41       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $3726125.00        | $3802188.40        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $38525435.00       | $39977051.82       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $2076945.00        | $2112645.09        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $35147645.00       | $35342714.43       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $5025215.00        | $5038544.38        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $2186600.00        | $2211021.46        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $2583750.00        | $2599350.98        | U.S. Treasuries (including strips)  |

### Security 128: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.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: BIV8PE9S1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8PE9S1
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 3.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-05-01      | 5.0000%  | 0.0000% | $1277555.42        | $134108.52         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $250898.67         | $227266.97         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 6.0000%  | 0.0000% | $583.92            | $553.40            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $17385517.92       | $18282572.41       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.5000%  | 0.0000% | $11887044.75       | $12371044.53       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $7291666.67        | $8972905.37        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $58333.33          | $68249.81          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-07-01      | 3.5000%  | 0.0000% | $11876.67          | $1469.95           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.0000%  | 0.0000% | $27370019.25       | $14807755.45       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $9250679.08        | $12640756.16       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $11931446.92       | $13654525.94       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 6.0000%  | 0.0000% | $7495833.33        | $9766964.88        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $3575833.33        | $4433241.78        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-09-01      | 4.5000%  | 0.0000% | $10500.00          | $2298.13           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2031-09-01      | 4.2500%  | 0.0000% | $887920.25         | $1181122.42        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-09-01      | 3.0000%  | 0.0000% | $4083.92           | $880.79            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $702770.83         | $963760.04         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $1360374.75        | $1863310.65        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $896750.17         | $1084432.48        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 7.0000%  | 0.0000% | $757388.92         | $1072999.51        | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-02-26      | 3.1250%  | 0.0000% | $3500000.00        | $4132728.28        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-04-28      | 3.3300%  | 0.0000% | $4375000.00        | $5146588.12        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2038-01-26      | 3.3100%  | 0.0000% | $4257750.00        | $4990903.39        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-04-24      | 3.1200%  | 0.0000% | $11666666.67       | $14248567.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-09-27      | 2.4000%  | 0.0000% | $420583.33         | $482677.96         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-10-06      | 2.0800%  | 0.0000% | $7731500.00        | $7995547.66        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-12-22      | 1.9800%  | 0.0000% | $12447166.67       | $12567164.47       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-03-30      | 3.0800%  | 0.0000% | $5833333.33        | $6724603.33        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.0000%  | 0.0000% | $9768985.33        | $11122481.20       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.0000%  | 0.0000% | $8482743.50        | $8545359.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $583863.00         | $799863.39         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $10208247.00       | $13755915.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.5000%  | 0.0000% | $17846526.83       | $18582988.25       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 7.0000%  | 0.0000% | $15387166.67       | $18199922.31       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $8072.17           | $10426.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 3.5000%  | 0.0000% | $9364335.17        | $11227601.54       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $13623076.83       | $9416966.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 3.0000%  | 0.0000% | $10150630.00       | $8163573.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 4.5000%  | 0.0000% | $12401050.67       | $12512455.39       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $1923.25           | $216.58            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $24120682.25       | $20835676.90       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $36062.83          | $43031.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-10-01      | 6.0000%  | 0.0000% | $13463333.33       | $16371481.69       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.5000%  | 0.0000% | $1276502.50        | $1660482.26        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $6951903.58        | $9529415.72        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $14126333.08       | $19035634.26       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $980967.17         | $1327743.04        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 5.5000%  | 0.0000% | $12914797.00       | $15385927.70       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $1350435.92        | $1838450.90        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-11-20      | 6.5000%  | 0.0000% | $1166666.67        | $183187.63         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-06-20      | 3.0000%  | 0.0000% | $93626166.67       | $14820746.82       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $23333333.33       | $2245570.98        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 5.0000%  | 0.0000% | $19250000.00       | $2019495.23        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-07-20      | 3.0000%  | 0.0000% | $7091410.67        | $2638413.91        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $1284070.08        | $1228269.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $14583333.33       | $10483130.28       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $14583333.33       | $11359024.25       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $14583333.33       | $11753491.88       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $9333333.33        | $8099633.46        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.5000%  | 0.0000% | $12496644.42       | $11270953.70       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.5000%  | 0.0000% | $310445.33         | $336444.01         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $2389.33           | $2444.81           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 4.5000%  | 0.0000% | $1251969.25        | $1288856.71        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 7.0000%  | 0.0000% | $106750.00         | $59681.39          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $957568.50         | $941676.16         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $17545449.25       | $14449350.11       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.5000%  | 0.0000% | $13117825.58       | $13083208.50       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $14583333.33       | $17085828.97       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $3407081.42        | $3360459.03        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $209686.75         | $156787.82         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 4.5000%  | 0.0000% | $1464049.42        | $1795370.70        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-11-20      | 6.0000%  | 0.0000% | $14583333.33       | $13276359.38       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $14583333.33       | $14280920.35       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $6664583.33        | $7712056.96        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $3348017.17        | $1422344.96        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $32569034.17       | $7367303.67        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-11-20      | 3.0000%  | 0.0000% | $3853995.83        | $1176871.97        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $2098325.25        | $1571196.03        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $594991.83         | $705122.30         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $928114.25         | $1002523.82        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $1861704.25        | $1675782.11        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $1045116.92        | $909771.75         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $629059.08         | $551790.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-06-20      | 5.0000%  | 0.0000% | $621315.33         | $421754.03         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $960711.50         | $880861.35         | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-03-15      | 3.0000%  | 0.0000% | $1044225.00        | $1104497.89        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-01-20      | 5.0000%  | 0.0000% | $609369.25         | $513117.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 2.5000%  | 0.0000% | $2769216.33        | $1592066.51        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2035-10-20      | 5.5000%  | 0.0000% | $1816731.58        | $261532.30         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-07-20      | 3.5000%  | 0.0000% | $706782.42         | $217312.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $13473147.33       | $16662291.20       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-12-20      | 7.5000%  | 0.0000% | $6523802.83        | $8274790.67        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $14779106.42       | $18498330.88       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $1817326.58        | $2251753.44        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 7.5000%  | 0.0000% | $1850046.33        | $1526964.39        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $627884.83         | $865503.03         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $3240245.75        | $4401638.63        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $2814579.25        | $2873370.86        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $1942665.67        | $1958347.23        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $629111.00         | $864525.99         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 7.5000%  | 0.0000% | $3201207.33        | $4615123.34        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 7.5000%  | 0.0000% | $6396966.92        | $8248509.22        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $4443091.33        | $5713917.44        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $593779.08         | $639469.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $608711.83         | $667252.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $1318807.58        | $1785062.07        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $1346164.75        | $1851956.08        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $2216254.83        | $2765840.18        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $625871.75         | $860706.66         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $4549497.75        | $5997948.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 6.0000%  | 0.0000% | $813745.33         | $1112054.95        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $612449.25         | $528904.19         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.5000%  | 0.0000% | $761970.42         | $1072756.45        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $3178178.50        | $4404865.80        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $2426447.92        | $3326805.57        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $935370.92         | $1284450.42        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 7.0000%  | 0.0000% | $2185927.33        | $3091510.42        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $1317332.92        | $1533079.60        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $3566414.83        | $4891021.03        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $2591968.17        | $3541780.30        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $680398.25         | $747391.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $1465811.67        | $1973587.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $1386326.67        | $1913316.51        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $2034971.17        | $2803572.11        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $975929.50         | $1347684.33        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $1077514.08        | $1452350.12        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $998484.67         | $1369993.58        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $892635.92         | $1268220.56        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $1331213.92        | $1878814.21        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $439842.08         | $614988.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $2051579.25        | $2759821.92        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.5000%  | 0.0000% | $948623.67         | $1338739.10        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $815454.50         | $1119638.84        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 6.0000%  | 0.0000% | $5915227.50        | $8132993.95        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $642509.58         | $910350.59         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $783406.17         | $1107403.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $4659501.00        | $6614695.28        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $457609.83         | $637327.54         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $706200.83         | $987668.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $970249.58         | $1379395.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $1187596.08        | $1514354.09        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $854684.25         | $1239844.75        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $9781824.50        | $13429779.54       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $1183657.42        | $1599812.70        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $781632.25         | $1078328.64        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $868420.58         | $1198388.55        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $13874176.17       | $18731130.03       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $1167346.83        | $1632458.37        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $1380382.50        | $1926952.67        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $1059493.75        | $1514465.91        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $943938.33         | $1347148.71        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $896644.00         | $1281522.97        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1858101.58        | $2561135.06        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2518928.42        | $3469688.01        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $314973.17         | $434685.93         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.0000%  | 0.0000% | $1215901.75        | $1697584.31        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $683641.00         | $923837.66         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $1167401.67        | $1576097.70        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $1051084.42        | $1510886.50        | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-01-20      | 6.5000%  | 0.0000% | $2255262.33        | $3104282.72        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $994361.67         | $1394940.62        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1701726.83        | $2345936.44        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2216239.08        | $3103681.22        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $828248.17         | $1151004.94        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1006737.08        | $1396264.86        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1200816.17        | $1653983.28        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $813871.33         | $1125470.37        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $780749.67         | $1095895.90        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $394434.83         | $547727.82         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.0000%  | 0.0000% | $951020.00         | $1256826.43        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $847428.75         | $1146495.44        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $830713.92         | $1123767.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1353121.00        | $1864438.15        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-05-20      | 6.0000%  | 0.0000% | $613247.25         | $846644.83         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $597435.42         | $823162.98         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $927927.00         | $1279328.41        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1198751.17        | $1679294.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $875667.92         | $1208437.14        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $954081.92         | $1316575.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1840140.17        | $2539393.20        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1414162.17        | $1951407.23        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $3399357.50        | $4686386.78        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $754093.67         | $1040591.83        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1164811.67        | $1607444.62        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1169439.83        | $1642036.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1467163.83        | $2057008.07        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1375519.83        | $1928580.30        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1159079.25        | $1624937.80        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $811879.25         | $1135152.94        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1310093.75        | $1838036.23        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1991199.00        | $2789138.67        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $4260807.83        | $5968128.74        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $687726.08         | $971974.32         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $2058005.83        | $2919286.89        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $778520.75         | $1096649.34        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1236412.33        | $1737529.84        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1541149.17        | $2147706.57        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1077606.25        | $1485317.55        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1031002.00        | $1423770.27        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $314658.17         | $434205.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1699514.25        | $2345661.56        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1391071.50        | $1921234.45        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $5791030.58        | $8111607.20        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $4662901.83        | $6418571.10        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1858878.00        | $2565284.83        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $451391.50         | $626003.61         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1989785.00        | $2785684.90        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1758483.42        | $2424001.73        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $514749.67         | $708115.46         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $598722.25         | $854522.04         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $967652.00         | $1381098.38        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $510074.83         | $708446.05         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1238039.83        | $1707728.07        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $446283.25         | $616447.83         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $589212.75         | $814957.43         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $388127.25         | $537509.14         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $2537976.58        | $3505644.60        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $482362.42         | $688300.57         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $1339443.58        | $1911310.86        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $8107430.92        | $11688404.88       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 7.0000%  | 0.0000% | $890032.50         | $1270024.86        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $640917.67         | $914551.11         | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-05-20      | 6.0000%  | 0.0000% | $1006.83           | $1369.47           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $885501.17         | $1225599.06        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $285587.17         | $395909.59         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $2047684.92        | $2829018.98        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $820208.08         | $1133707.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $285098.92         | $394070.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $376831.58         | $520034.97         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $2108224.42        | $2912038.50        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $583.33            | $777.33            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $5891777.50        | $8123204.02        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 7.0000%  | 0.0000% | $886863.25         | $1279908.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $1280680.33        | $1763980.45        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $356406.17         | $494692.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $517133.75         | $718779.07         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $275588.25         | $383048.04         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $1813299.83        | $2575556.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $1760049.67        | $2499895.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $1524188.75        | $2171990.73        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $1469613.25        | $2097975.96        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $708226.17         | $1005647.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $811696.08         | $1143445.23        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $404300.17         | $559479.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $983605.58         | $1360655.81        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1145219.25        | $1580137.68        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $844443.83         | $1165176.55        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $2133934.83        | $2944718.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1281395.50        | $1768169.21        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $8017770.25        | $11061408.96       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $639350.25         | $881472.74         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $6524746.08        | $8994147.75        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $652803.67         | $901029.40         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $451710.00         | $623729.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $541848.42         | $748631.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $888692.00         | $1205560.69        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $5753686.17        | $7930986.89        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2307297.42        | $3181052.05        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $3604084.75        | $4838979.62        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2861140.92        | $3935632.50        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2943174.50        | $4055775.38        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $1660076.25        | $2246171.87        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $632997.17         | $873558.00         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $3963710.92        | $5355375.68        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $432542.25         | $599671.00         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $1791463.92        | $2421572.58        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $3666962.83        | $5055445.09        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $5390130.67        | $7554342.27        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $507695.42         | $699788.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $2029319.25        | $2800390.02        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-11-20      | 4.5000%  | 0.0000% | $1960949.67        | $526034.63         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-05-20      | 5.5000%  | 0.0000% | $804874.00         | $1100786.60        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2042-08-16      | 2.5000%  | 0.0000% | $1555701.58        | $1885438.66        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2053-02-16      | 1.9000%  | 0.0000% | $8227916.67        | $1587095.42        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2041-01-20      | 1.7500%  | 0.0000% | $12533500.00       | $1302656.02        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-08-20      | 2.5000%  | 0.0000% | $9709962.50        | $789194.62         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-10-20      | 3.0000%  | 0.0000% | $481510.75         | $563730.37         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-02-20      | 2.5000%  | 0.0000% | $2164291.50        | $419318.81         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-04-16      | 2.3000%  | 0.0000% | $2082500.00        | $302528.37         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $933333.33         | $232360.24         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-06-20      | 3.0000%  | 0.0000% | $5603895.50        | $1654897.43        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-08-20      | 1.0000%  | 0.0000% | $2330976.08        | $1501100.04        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-11-20      | 2.5000%  | 0.0000% | $15122687.42       | $12261198.48       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-10-20      | 2.5000%  | 0.0000% | $10733333.33       | $9815066.11        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2045-07-20      | 4.0000%  | 0.0000% | $10299226.58       | $7739163.93        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $5170159.17        | $4634191.65        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-07-20      | 3.0000%  | 0.0000% | $19571591.67       | $14966707.68       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2035-05-20      | 3.0000%  | 0.0000% | $2100000.00        | $444325.14         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-07-20      | 3.0000%  | 0.0000% | $26847312.92       | $21541799.84       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2047-11-20      | 3.5000%  | 0.0000% | $1866083.33        | $1778960.25        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-05-20      | 5.3518%  | 0.0000% | $58333333.33       | $36899516.86       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.8018%  | 0.0000% | $4670722.58        | $4685379.90        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.7519%  | 0.0000% | $8859666.67        | $8475316.31        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.3518%  | 0.0000% | $43750000.00       | $39454624.26       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.6518%  | 0.0000% | $29166666.67       | $21906777.47       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.9018%  | 0.0000% | $29166666.67       | $26381831.27       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-10-20      | 5.8018%  | 0.0000% | $29166666.67       | $25024286.35       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.8018%  | 0.0000% | $19402016.67       | $11547739.21       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-12-20      | 5.6018%  | 0.0000% | $29165908.33       | $28015198.45       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $29166666.67       | $39461300.07       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $29166666.67       | $39254225.90       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $42667920.75       | $57433950.89       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-02-20      | 5.5000%  | 0.0000% | $37517491.67       | $51235870.85       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-12-20      | 4.5000%  | 0.0000% | $12244166.67       | $14964366.68       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $58333333.33       | $50150684.40       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $58333333.33       | $50829553.82       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $29166666.67       | $39647341.78       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $35000000.00       | $47364276.09       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $29166666.67       | $39523614.28       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-05-20      | 5.5000%  | 0.0000% | $10981250.00       | $7510383.18        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $11666666.67       | $15828684.36       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-06-20      | 5.5000%  | 0.0000% | $26250000.00       | $27126823.94       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.7500%  | 0.0000% | $26250000.00       | $35803000.06       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $29166666.67       | $39520990.11       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $29166666.67       | $39999073.64       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $583.33            | $801.46            | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.5000%  | 0.0000% | $29166666.67       | $39632497.61       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-12-20      | 4.5000%  | 0.0000% | $24911105.33       | $27931732.07       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.5518%  | 0.0000% | $29166666.67       | $32932131.77       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.2500%  | 0.0000% | $14583333.33       | $19067570.35       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.0000%  | 0.0000% | $29166666.67       | $37754112.14       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-04-20      | 5.0000%  | 0.0000% | $9027550.00        | $11456265.47       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $14583333.33       | $18418061.90       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $11666666.67       | $14916527.52       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $14583333.33       | $18395717.30       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $14583333.33       | $18508145.24       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $14583333.33       | $18394483.57       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-07-20      | 5.0000%  | 0.0000% | $14676083.33       | $19674961.85       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-12-20      | 5.0000%  | 0.0000% | $2345000.00        | $2990579.41        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $10645833.33       | $13535549.15       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-08-20      | 5.0000%  | 0.0000% | $5788416.67        | $7724876.56        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $5238991.33        | $6634988.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $13654785.67       | $18251729.04       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $9540220.67        | $12746152.54       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 4.5000%  | 0.0000% | $17617250.00       | $22836411.95       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-04-20      | 5.0000%  | 0.0000% | $20265152.25       | $25549900.11       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $22216833.33       | $28173734.77       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-05-20      | 4.5000%  | 0.0000% | $14000000.00       | $18432127.27       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.3075%  | 0.0000% | $39200000.00       | $52721082.12       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $2237083.33        | $2919289.41        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $5102399.17        | $6862035.08        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.6535%  | 0.0000% | $5848360.00        | $7887301.08        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $3621333.33        | $4607487.23        | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2036-03-15      | 0.0000%  | 0.0000% | $2889833.33        | $2317785.87        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2034-01-15      | 0.0000%  | 0.0000% | $583.33            | $521.90            | Agency Debentures and Agency Strips |

### Security 129: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 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: BIV8PEAH3, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8PEAH3
- **C.18 - Value (incl. sponsor support):** $170000600.00
- **C.18.a - Value (excl. sponsor support):** $170000600.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $680000.00         | $295728.15         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $1212000.00        | $527091.94         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $170000600.00      | $173526616.40      | U.S. Treasuries (including strips) |

### Security 130: 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: BIV8PEAU4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8PEAU4
- **C.18 - Value (incl. sponsor support):** $516000000.00
- **C.18.a - Value (excl. sponsor support):** $516000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2029-02-01      | 6.0000%  | 0.0000% | $271499.13         | $352.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $2522666.67        | $5970.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.5000%  | 0.0000% | $187429.55         | $694.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $1382170.21        | $4089.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 6.5000%  | 0.0000% | $345635.72         | $2935.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $302951.63         | $3954.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $80840.00          | $367.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 5.5000%  | 0.0000% | $1823768.17        | $5481.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $100906.67         | $303.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $2763201.21        | $29966.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $145053.33         | $1024.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $114666.67         | $14615.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $188824.47         | $14360.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1741.79           | $459.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $6536.00           | $779.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1071870.75        | $69070.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $1488946.67        | $323624.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $60200.00          | $4864.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $4586.67           | $596.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $39377700.07       | $1441085.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $38270.00          | $7735.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $5733.33           | $1176.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $125560.00         | $21315.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $802666.67         | $125229.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $1502342.60        | $76343.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $1037951.77        | $6793.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $188629.53         | $2792.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.5000%  | 0.0000% | $995385.21         | $7214.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $705687.33         | $575933.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000047.56        | $892930.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $669653.33         | $678318.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $606373.39         | $597340.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $394693.56         | $394025.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $580198.43         | $502055.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $16131306.67       | $15296852.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $604959.55         | $614513.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $92880.00          | $85878.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $3024207.20        | $2751315.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $15174986.67       | $14155300.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1510549.87        | $1509254.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $2178996.91        | $2131661.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $2057435.33        | $2060425.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $700705.07         | $702718.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $3177193.17        | $2974900.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $3134305.55        | $3126829.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $964592.63         | $950425.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $5136884.92        | $5321971.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2171213.33        | $1963331.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1412568.35        | $1417200.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $578653.29         | $571030.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3144209.88        | $3240319.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $641035.40         | $670160.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $605919.88         | $616424.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $597983.80         | $630025.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $573333.33         | $577327.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $5639290.04        | $5535725.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2557851.56        | $2611081.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $840969.92         | $851817.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $781600.11         | $786015.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1160151.47        | $1166705.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1721428.17        | $1739934.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $603834.67         | $626200.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $631773.20         | $666812.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1216956.76        | $1257456.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1958566.87        | $2019643.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $573419.33         | $576038.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $6824386.09        | $6967891.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2316786.68        | $2382609.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.0000%  | 0.0000% | $573333.33         | $561667.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $939805.71         | $967143.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1022517.07        | $1034615.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $2102514.24        | $2118292.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3703377.87        | $3810877.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1085327.45        | $1094293.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5885333.17        | $6039307.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1088643.04        | $1073427.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3400057.01        | $3500638.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $726127.24         | $728433.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $963119.16         | $970123.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $710933.33         | $136444.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $223600.00         | $43848.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $379766.83         | $45632.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 5.5000%  | 0.0000% | $25625.13          | $498.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1822287.83        | $195192.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2866.67           | $532.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $565880.00         | $144917.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $334819.21         | $58115.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $2866666.67        | $674433.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $387000.00         | $111918.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $143333.33         | $72138.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $149066.67         | $91761.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $183179.43         | $110031.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $23506.67          | $15519.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $109899.97         | $64484.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $113478.72         | $86766.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $71666.67          | $46594.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $1839597.33        | $1426385.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $114666.67         | $76479.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $574587.21         | $576314.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $401333.33         | $271065.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $56263.49          | $43728.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $57333.33          | $46847.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $2118840.48        | $380830.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $10320.00          | $1032.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $2391708.16        | $1246770.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $917333.33         | $520304.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $4955740.25        | $3133059.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $3675696.76        | $2499500.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $29475358.49       | $20119504.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $528486.05         | $338812.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1720.00           | $1208.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1100800.00        | $907558.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $187478.85         | $147200.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $3732400.00        | $3130656.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $4952809.37        | $4263628.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $3334869.01        | $3208930.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $21229249.07       | $18881965.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $17479567.65       | $16640599.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $36093858.29       | $35325555.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $8464189.37        | $8690999.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $46674191.19       | $45700297.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $458666.67         | $575.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $114666.67         | $63662.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $258000.00         | $125696.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $24223.33          | $12050.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $57333.33          | $29960.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $6306.67           | $2093.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $57333.33          | $32739.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $172000.00         | $100762.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $990146.67         | $641903.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $57333.33          | $37965.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $213122.91         | $163305.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $114666.67         | $85998.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $172000.00         | $126706.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $968933.33         | $755084.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $4547043.03        | $3164143.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $92880.00          | $65863.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2320779.95        | $1785429.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1863333.33        | $1590489.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $630666.67         | $379766.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $405346.67         | $388424.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $587747.51         | $462445.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $5160.00           | $4081.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $11876295.56       | $11304250.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $14840767.16       | $12526878.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $14139533.48       | $13265853.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $3294963.87        | $2646040.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $235066.67         | $236247.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $19650599.24       | $18664715.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $7057647.91        | $7454905.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $963332.44         | $799300.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $85426.67          | $1066.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $484466.67         | $4279.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $602000.00         | $4229.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 5.0000%  | 0.0000% | $2251676.65        | $89343.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $355725.81         | $1578.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $484466.67         | $63666.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $54055.59          | $2542.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $127852.76         | $9104.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $9530.52           | $769.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $1376000.00        | $147584.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $2752000.00        | $209091.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $232200.00         | $39956.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $129000.00         | $20817.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $229333.33         | $40399.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $860000.00         | $156825.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $88780.67          | $17720.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $36693.33          | $3140.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $102976.40         | $18042.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $2910217.07        | $313609.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $48236.25          | $2343.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $977533.33         | $127153.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $239080.00         | $153791.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $753933.33         | $58974.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $5733.33           | $538.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $29119.60          | $7708.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $540891.27         | $491077.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $1037762.57        | $688069.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $17200.00          | $11586.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $88866.67          | $68842.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $172000.00         | $131565.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $110895.28         | $92235.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $24472756.27       | $20809021.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $107500.00         | $81568.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $9381182.15        | $8562983.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1720.00           | $1509.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $24817833.56       | $24780018.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $92832483.85       | $94759624.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $11420100.53       | $11677835.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $286641.44         | $5948.33           | Agency Mortgage-Backed Securities |

### Security 131: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEC57, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8PEC57
- **C.18 - Value (incl. sponsor support):** $715637500.00
- **C.18.a - Value (excl. sponsor support):** $715637500.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $1934000.00        | $1261047.75        | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $415000.00         | $270597.11         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $62000000.00       | $63285849.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $228750000.00      | $233494160.60      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $29887500.00       | $30507351.81       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $197750000.00      | $201851236.10      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $197250000.00      | $201340866.40      | U.S. Treasuries (including strips) |

### Security 132: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PETG5, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8PETG5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $39708750.00       | $38704555.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $3832200.00        | $3813012.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $1829775.00        | $1702345.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $81375.00          | $64980.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $12600.00          | $9724.88           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $41250000.00       | $41029807.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $41250000.00       | $42381714.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $75.00             | $55.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $75.00             | $56.92             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $75.00             | $53.99             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $11869875.00       | $8442573.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $75.00             | $44.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $225.00            | $107.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $75.00             | $37.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $847875.00         | $525531.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $450.00            | $286.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $75.00             | $41.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $75.00             | $46.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $14999625.00       | $13137781.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $140475.00         | $114723.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $2370525.00        | $2121311.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1125.00           | $1017.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $1920525.00        | $1906436.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $75.00             | $69.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $75.00             | $73.49             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $8121300.00        | $7905949.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $278.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $7124925.00        | $6993479.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $75.00             | $95.85             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 2.0000%  | 0.0000% | $2690550.00        | $2701811.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $7286700.00        | $9220795.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $4874925.00        | $4598715.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $22418100.00       | $21085967.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $36600.00          | $45070.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $27316500.00       | $25409063.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $323100.00         | $313756.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $4699650.00        | $4348734.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $88686000.00       | $82352862.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $12705900.00       | $12369163.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $3501750.00        | $3555325.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $300.00            | $301.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $21961950.00       | $21419961.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $150.00            | $160.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $32025.00          | $32014.58          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $763125.00         | $769130.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $46539750.00       | $47655847.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $4224075.00        | $4212838.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $12998025.00       | $13222034.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $20903925.00       | $21710635.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $11598825.00       | $12647072.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $17100.00          | $17628.63          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $66621075.00       | $66205292.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $37575.00          | $38510.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1500000.00        | $1533387.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $14942250.00       | $14983223.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $225.00            | $240.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $5025000.00        | $5216530.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $75.00             | $76.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $58647075.00       | $60410799.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $44995350.00       | $45796537.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $1800.00           | $1780.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $9431700.00        | $9455394.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $4499925.00        | $4515666.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $225.00            | $227.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $644250.00         | $654432.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $26554125.00       | $27474030.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $2250000.00        | $2303451.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $3749925.00        | $3869779.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $150.00            | $156.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $375.00            | $381.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $8401875.00        | $8532440.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $9217350.00        | $9384436.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $2544675.00        | $2559472.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $50100.00          | $50332.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $37499475.00       | $37692755.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $238275.00         | $237996.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $7518750.00        | $7537584.47        | U.S. Treasuries (including strips) |

### Security 133: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PL518, C.3 - LEI: N/A, C.5 - Other ID: BIV8PL518
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 7.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $5106900.00        | $3889187.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $18493300.00       | $15016189.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $25152000.00       | $20705824.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $9346800.00        | $7446782.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $5013100.00        | $2966755.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $16911200.00       | $10719887.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $271.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $3209900.00        | $3101131.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $29711100.00       | $27466766.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $167408000.00      | $163687147.90      | U.S. Treasuries (including strips) |

### Security 134: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.470000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PTQY6, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8PTQY6
- **C.18 - Value (incl. sponsor support):** $764449523.80
- **C.18.a - Value (excl. sponsor support):** $764449523.80
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $236800000.00      | $248640000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $295900000.00      | $310695000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $231749523.80      | $243337000.00      | U.S. Treasuries (including strips) |

### Security 135: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXNV6, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV8PXNV6
- **C.18 - Value (incl. sponsor support):** $706745000.00
- **C.18.a - Value (excl. sponsor support):** $706745000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25937500.00       | $26407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25937500.00       | $26407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25937500.00       | $26407500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14375000.00       | $14658500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14375000.00       | $14658500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14375000.00       | $14658500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14373500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7062500.00        | $7186750.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17106250.00       | $17447742.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18486250.00       | $18856521.25       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $35937500.00       | $36664187.50       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10781250.00       | $10999256.25       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $50062500.00       | $51097922.65       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $12990000.00       | $13235760.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $27500000.00       | $28005000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $26687500.00       | $27217000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2052  | 2052-02-15      | 0.0000%  | 0.0000% | $12812500.00       | $13067500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $12750000.00       | $12960000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $10710000.00       | $10886400.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12879000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12879000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12879000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12625000.00       | $12879000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $12562500.00       | $12802750.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $24000000.00       | $24465000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $22625000.00       | $23080500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $17300000.00       | $17650800.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20033750.00       | $20417740.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $20687500.00       | $21092000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14125000.00       | $14365500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $14000000.00       | $14245000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $5600000.00        | $5698000.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2050  | 2050-08-15      | 0.0000%  | 0.0000% | $13812500.00       | $14048500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2050  | 2050-11-15      | 0.0000%  | 0.0000% | $10900000.00       | $11077200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $13500000.00       | $13716500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $5400000.00        | $5486600.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2051  | 2051-08-15      | 0.0000%  | 0.0000% | $13125000.00       | $13363500.00       | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXNX2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXNX2
- **C.18 - Value (incl. sponsor support):** $1030000000.00
- **C.18.a - Value (excl. sponsor support):** $1030000000.00
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $600.00            | $623.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $1000.00           | $911.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $300.00            | $286.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $76831900.00       | $75377721.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $85.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $200000000.00      | $186072600.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $700.00            | $706.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $10157700.00       | $10154394.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $181113000.00      | $180414084.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $53044300.00       | $54316386.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 4.3650%  | 0.0000% | $38866700.00       | $39158974.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $100000000.00      | $100018100.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $179800.00         | $182369.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $292894000.00      | $294845113.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $11000.00          | $11062.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $92197000.00       | $95143795.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $14728200.00       | $14901502.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $1000.00           | $1006.24           | U.S. Treasuries (including strips) |

### Security 137: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP36, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PXP36
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2036-09-01      | 2.0000%  | 0.0000% | $63293199.20       | $36149584.40       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $33839193.08       | $32885056.17       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-02-01      | 2.0000%  | 0.0000% | $29405611.40       | $16630535.35       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.0000%  | 0.0000% | $62024202.24       | $37759811.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-09-01      | 5.5000%  | 0.0000% | $42931329.32       | $30451416.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.5000%  | 0.0000% | $36990491.56       | $36995215.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2040-09-01      | 1.5000%  | 0.0000% | $67086961.04       | $33528380.54       | Agency Mortgage-Backed Securities |

### Security 138: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP69, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PXP69
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $142846976.70      | $97706617.86       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-02-15      | 3.8750%  | 0.0000% | $229633674.40      | $207284339.80      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $201596325.60      | $185569306.40      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 4.6250%  | 0.0000% | $113358976.70      | $110790404.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 4.7500%  | 0.0000% | $184484651.20      | $185389011.20      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $72293395.35       | $71626669.51       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2030-01-15      | 0.1250%  | 0.0000% | $83528697.67       | $98137662.49       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2031-01-15      | 0.1250%  | 0.0000% | $55714976.74       | $63496015.77       | U.S. Treasuries (including strips) |

### Security 139: Banco Santander

- **C.1 - Title:** Banco Santander 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: BIV8PXP93, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8PXP93
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $101070.00         | $1070.95           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-08-01      | 3.5000%  | 0.0000% | $49000.00          | $5407.96           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2027-01-01      | 3.0000%  | 0.0000% | $200.00            | $3.87              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $200.00            | $6.27              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $504052.00         | $20077.29          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $200.40            | $5.66              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $200.00            | $6.39              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 3.0000%  | 0.0000% | $219000.00         | $18612.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $2079238.40        | $394609.70         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2034-01-01      | 4.5000%  | 0.0000% | $468834.40         | $98276.79          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $8112269.00        | $1092015.98        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 3.0000%  | 0.0000% | $2511772.60        | $731378.29         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-08-01      | 6.0000%  | 0.0000% | $2484200.00        | $13213.45          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $20000.00          | $3745.71           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $1191182.80        | $263530.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-04-01      | 1.5000%  | 0.0000% | $23537.80          | $10740.90          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 1.5000%  | 0.0000% | $1136604.00        | $827219.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-02-01      | 1.5000%  | 0.0000% | $70893.80          | $60997.07          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-01-01      | 3.0000%  | 0.0000% | $2022243.20        | $1018136.91        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $412704.20         | $295956.52         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $524172.00         | $399664.77         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $140555.00         | $111979.11         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $2158228.40        | $1922419.82        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $899099.20         | $717114.33         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $2003776.40        | $1552545.67        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $2655.60           | $2409.68           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1360923.20        | $1196592.75        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $6884339.20        | $6334385.00        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $470613.60         | $410548.58         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $1396859.80        | $1336453.60        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $549062.00         | $325415.59         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $1669676.80        | $1385469.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $5389246.60        | $5295249.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $1023103.00        | $764393.24         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.0000%  | 0.0000% | $1087718.40        | $730160.36         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.5000%  | 0.0000% | $622037.40         | $435163.31         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $32372804.20       | $23319309.94       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $24200.00          | $20051.96          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $7209968.60        | $5881370.79        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $8728515.20        | $7208797.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.5000%  | 0.0000% | $741206.00         | $613397.17         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $1657799.80        | $1204576.95        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $1463728.00        | $1190171.44        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $24842862.40       | $22797058.78       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $311614.00         | $294530.61         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.0000%  | 0.0000% | $260000.00         | $184454.50         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $1355082.00        | $980455.60         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $200.00            | $24.96             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $398535.20         | $33448.08          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $204.80            | $39.74             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $1634416.40        | $284252.04         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1965010.00        | $373976.30         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $586172.80         | $143416.20         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $584259.20         | $246323.11         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3025769.60        | $780544.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-05-01      | 3.0000%  | 0.0000% | $209649.20         | $132613.45         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1425635.60        | $1000423.90        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $92448.20          | $59472.46          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.0000%  | 0.0000% | $201793.40         | $132088.05         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1506712.00        | $980010.21         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $1009449.40        | $815929.27         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 3.5000%  | 0.0000% | $25200.00          | $19561.06          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $222856.20         | $177485.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.5000%  | 0.0000% | $208864.60         | $143361.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $237500.00         | $93861.47          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $261333.20         | $191977.40         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $210297.80         | $167387.28         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.0000%  | 0.0000% | $13637.60          | $13071.54          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $762825.60         | $717155.67         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $13660847.40       | $10698972.93       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $13108376.80       | $12238312.53       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1136420.80        | $281110.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $7278.40           | $1199.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $1097780.40        | $293419.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $13037098.80       | $4846122.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $1179651.20        | $378054.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $3219800.00        | $2419969.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $621303.20         | $402543.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $999260.40         | $722785.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $463570.00         | $25356.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1946572.80        | $1585713.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $7657856.00        | $6320165.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT STRIPPED MORT-BACK | 2052-07-01      | 3.0000%  | 0.0000% | $10604337.80       | $1634025.38        | Agency Debentures and Agency Strips |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $323.60            | $13.57             | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $253.20            | $8.35              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $40000.00          | $5207.16           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $12972.60          | $1043.08           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-10-15      | 3.0000%  | 0.0000% | $535600.00         | $57413.20          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-05-20      | 4.0000%  | 0.0000% | $13402225.60       | $787823.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-12-20      | 4.5000%  | 0.0000% | $7479385.80        | $481349.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $399786.60         | $41730.03          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $226000.00         | $24349.69          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-05-20      | 4.0000%  | 0.0000% | $5916797.20        | $526406.55         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $86000.00          | $6113.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-10-20      | 3.5000%  | 0.0000% | $14230959.20       | $1350861.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $1070072.80        | $112983.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $25790633.40       | $2337040.24        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $190978.40         | $17125.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 4.5000%  | 0.0000% | $307344.80         | $23065.19          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-12-20      | 3.0000%  | 0.0000% | $4653000.00        | $650892.87         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $75800.00          | $7528.98           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $12548502.00       | $1142359.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $303200.00         | $36108.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $4377236.40        | $539789.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $699486.40         | $70828.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $189800.00         | $72251.05          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 3.0000%  | 0.0000% | $1325340.00        | $536655.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $9000.00           | $5230.16           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $4240493.40        | $3591673.42        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $10150220.40       | $6804274.02        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $5529287.20        | $4271112.15        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $40893875.20       | $33413824.04       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.0000%  | 0.0000% | $286.40            | $282.00            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $843028.80         | $870727.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $970404.60         | $1023191.69        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $647533.60         | $668826.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $519529.80         | $538778.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1010984.20        | $1052877.39        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $795447.60         | $820662.26         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3700%  | 0.0000% | $1238016.20        | $1268666.80        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $434940.60         | $459133.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 7.5000%  | 0.0000% | $292542.20         | $314073.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $200.00            | $204.89            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.5100%  | 0.0000% | $236647.60         | $245873.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $22767.80          | $23132.87          | Agency Mortgage-Backed Securities   |

### Security 140: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** FIXED INCOME CLEARING CORP - WELLS FARGO BANK NA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPE2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPE2
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NONCALLABLE STRIP | 2025-08-15      | 0.0000%  | 0.0000% | $157000000.00      | $156382205.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $10830140.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $66337352.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2044-05-15      | 0.0000%  | 0.0000% | $82000000.00       | $32466424.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $46427255.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2044-11-15      | 0.0000%  | 0.0000% | $48000000.00       | $18479664.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2046-05-15      | 0.0000%  | 0.0000% | $88000000.00       | $31353872.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2047-02-15      | 0.0000%  | 0.0000% | $208000000.00      | $71168032.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2047-11-15      | 0.0000%  | 0.0000% | $521000.00         | $171639.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2048-08-15      | 0.0000%  | 0.0000% | $439000000.00      | $138910136.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY NONCALLABLE STRIP | 2053-02-15      | 0.0000%  | 0.0000% | $106399900.00      | $27659505.20       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2041-05-15      | 4.3750%  | 0.0000% | $600.00            | $582.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $162.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2043-05-15      | 2.8750%  | 0.0000% | $6908100.00        | $5325570.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2047-08-15      | 2.7500%  | 0.0000% | $4182600.00        | $3011064.30        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $237.58            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2049-11-15      | 2.3750%  | 0.0000% | $43191200.00       | $27770332.73       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.18             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2050-11-15      | 1.6250%  | 0.0000% | $18752100.00       | $9865203.22        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2041-02-15      | 1.8750%  | 0.0000% | $8419400.00        | $5821058.68        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2051-05-15      | 2.3750%  | 0.0000% | $381520900.00      | $241843332.50      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2041-08-15      | 1.7500%  | 0.0000% | $263801600.00      | $176041203.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2051-11-15      | 1.8750%  | 0.0000% | $1400.00           | $778.04            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2042-08-15      | 3.3750%  | 0.0000% | $24000000.00       | $20370847.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2042-11-15      | 4.0000%  | 0.0000% | $41270300.00       | $37723241.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2053-02-15      | 3.6250%  | 0.0000% | $29659600.00       | $24505314.55       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2043-02-15      | 3.8750%  | 0.0000% | $650000.00         | $589125.53         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2053-05-15      | 3.6250%  | 0.0000% | $988300.00         | $807127.07         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2043-08-15      | 4.3750%  | 0.0000% | $4814800.00        | $4651648.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2053-11-15      | 4.7500%  | 0.0000% | $113966600.00      | $113130598.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $300.37            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2044-02-15      | 4.5000%  | 0.0000% | $25346200.00       | $24835011.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2054-05-15      | 4.6250%  | 0.0000% | $9594800.00        | $9340377.09        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2044-05-15      | 4.6250%  | 0.0000% | $67273900.00       | $66147684.46       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2044-08-15      | 4.1250%  | 0.0000% | $48105800.00       | $44672791.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2054-11-15      | 4.5000%  | 0.0000% | $1508400.00        | $1440770.89        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2044-11-15      | 4.6250%  | 0.0000% | $11062000.00       | $10857919.93       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND              | 2045-02-15      | 4.7500%  | 0.0000% | $900.00            | $908.35            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2030-02-15      | 1.5000%  | 0.0000% | $800.00            | $727.45            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-05-31      | 0.5000%  | 0.0000% | $10599400.00       | $9969560.72        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-06-30      | 0.5000%  | 0.0000% | $10400.00          | $9753.59           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.95            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-11-30      | 0.6250%  | 0.0000% | $40200.00          | $37363.78          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2031-02-15      | 1.1250%  | 0.0000% | $1000.00           | $867.80            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2026-04-30      | 0.7500%  | 0.0000% | $1400.00           | $1363.62           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2028-12-31      | 1.3750%  | 0.0000% | $9000000.00        | $8307315.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2029-02-28      | 1.8750%  | 0.0000% | $32092500.00       | $30247599.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.15             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2032-08-15      | 2.7500%  | 0.0000% | $17502800.00       | $16296953.78       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2029-08-31      | 3.1250%  | 0.0000% | $157480400.00      | $155155840.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2030-02-28      | 4.0000%  | 0.0000% | $81054600.00       | $82832846.33       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2030-06-30      | 3.7500%  | 0.0000% | $30000000.00       | $29884230.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2030-07-31      | 4.0000%  | 0.0000% | $2251500.00        | $2305494.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2028-11-30      | 4.3750%  | 0.0000% | $24625500.00       | $25210923.64       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2028-12-31      | 3.7500%  | 0.0000% | $80475500.00       | $80490066.07       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2034-05-15      | 4.3750%  | 0.0000% | $120645600.00      | $122962930.50      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2027-09-15      | 3.3750%  | 0.0000% | $630100.00         | $631682.92         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE              | 2035-02-15      | 4.6250%  | 0.0000% | $15644200.00       | $16380587.01       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2034-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $34457550.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2035-02-15      | 0.0000%  | 0.0000% | $500000.00         | $326775.50         | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $92955134.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2036-02-15      | 0.0000%  | 0.0000% | $281000000.00      | $174185437.00      | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2036-08-15      | 0.0000%  | 0.0000% | $223000000.00      | $134492861.00      | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2037-02-15      | 0.0000%  | 0.0000% | $128192409.70      | $75204974.49       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2025-08-15      | 0.0000%  | 0.0000% | $211354506.20      | $210326055.10      | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2036-11-15      | 0.0000%  | 0.0000% | $125994000.00      | $74960886.26       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2037-08-15      | 0.0000%  | 0.0000% | $999955.99         | $570259.90         | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2051-11-15      | 0.0000%  | 0.0000% | $76005000.00       | $20264073.08       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $148812340.00      | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $35045410.14       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4588801.18        | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2038-11-15      | 0.0000%  | 0.0000% | $206000000.00      | $109351186.00      | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2039-05-15      | 0.0000%  | 0.0000% | $149400000.00      | $76662518.40       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2039-11-15      | 0.0000%  | 0.0000% | $169700000.00      | $84568298.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2609659.00        | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2053-02-15      | 0.0000%  | 0.0000% | $152076000.00      | $38877469.02       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2053-05-15      | 0.0000%  | 0.0000% | $157860000.00      | $40066130.88       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19796298.90       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2041-02-15      | 0.0000%  | 0.0000% | $103000000.00      | $47726698.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2041-08-15      | 0.0000%  | 0.0000% | $76000000.00       | $34225612.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2042-02-15      | 0.0000%  | 0.0000% | $200000000.00      | $87259000.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $62341880.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2042-08-15      | 0.0000%  | 0.0000% | $123000000.00      | $52098495.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2043-08-15      | 0.0000%  | 0.0000% | $235000000.00      | $93975560.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2043-11-15      | 0.0000%  | 0.0000% | $94800000.00       | $37370918.40       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2044-08-15      | 0.0000%  | 0.0000% | $66000000.00       | $25026210.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $80271338.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2046-11-15      | 0.0000%  | 0.0000% | $83000000.00       | $28160489.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2047-05-15      | 0.0000%  | 0.0000% | $183000000.00      | $60510963.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2049-08-15      | 0.0000%  | 0.0000% | $89000000.00       | $26348539.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22283360.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21491035.44       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13121523.45       | U.S. Treasuries (including strips) |

### Security 141: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho Securities (USA) LLC 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPF9, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV8PXPF9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2030-05-15      | 0.6250%  | 0.0000% | $7672400.00        | $6596416.87        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-28      | 1.8750%  | 0.0000% | $81794000.00       | $77091911.02       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-06-30      | 3.7500%  | 0.0000% | $18554000.00       | $18482400.11       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.7500%  | 0.0000% | $17513000.00       | $17403701.37       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-04-30      | 4.8750%  | 0.0000% | $13066000.00       | $13252750.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $206.39            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-04-30      | 3.8750%  | 0.0000% | $121046400.00      | $122172644.00      | U.S. Treasuries (including strips) |

### Security 142: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPH5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8PXPH5
- **C.18 - Value (incl. sponsor support):** $784610623.00
- **C.18.a - Value (excl. sponsor support):** $784610623.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $294298.13         | $236899.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.5000%  | 0.0000% | $34375085.84       | $28099211.95       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-10-20      | 3.0000%  | 0.0000% | $11743125.47       | $1283450.53        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $33646770.54       | $26248987.27       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 5.0000%  | 0.0000% | $19801396.79       | $15753577.65       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.0000%  | 0.0000% | $18537498.60       | $14888018.57       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-08-20      | 6.0000%  | 0.0000% | $3550199.94        | $2471205.68        | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 6.0000%  | 0.0000% | $236269690.30      | $167702211.50      | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $1102602.85        | $613946.66         | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 5.5000%  | 0.0000% | $110929288.50      | $103559346.30      | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 5.5000%  | 0.0000% | $233402061.40      | $219135385.90      | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.0000%  | 0.0000% | $93253793.87       | $79558835.04       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $13378522.58       | $13164385.23       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $43673480.83       | $43339049.99       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $80705247.45       | $80580879.02       | Agency Mortgage-Backed Securities |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-02-20      | 5.5000%  | 0.0000% | $20999938.72       | $15521454.91       | Agency Mortgage-Backed Securities |

### Security 143: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPS1, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPS1
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Bond 3.625 08/15/2043 | 2043-08-15      | 3.6250%  | 0.0000% | $1750000000.00     | $519338551.10      | U.S. Treasuries (including strips) |
| T Bond 4.375 08/15/2043 | 2043-08-15      | 4.3750%  | 0.0000% | $1750000000.00     | $384994996.00      | U.S. Treasuries (including strips) |
| T Bond 4.75 11/15/2043  | 2043-11-15      | 4.7500%  | 0.0000% | $1750000000.00     | $880666453.40      | U.S. Treasuries (including strips) |

### Security 144: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPT9, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPT9
- **C.18 - Value (incl. sponsor support):** $1725000000.00
- **C.18.a - Value (excl. sponsor support):** $1725000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND          | 2027-11-15      | 6.1250%  | 0.0000% | $164800.00         | $174984.52         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $105.33            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2037-02-15      | 4.7500%  | 0.0000% | $14078100.00       | $14854902.64       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2037-05-15      | 5.0000%  | 0.0000% | $900.00            | $959.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $101.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2039-08-15      | 4.5000%  | 0.0000% | $18684600.00       | $18852458.11       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2039-11-15      | 4.3750%  | 0.0000% | $300.00            | $294.57            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-02-15      | 4.6250%  | 0.0000% | $7561100.00        | $7704979.63        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-08-15      | 3.8750%  | 0.0000% | $22910000.00       | $21314501.02       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $191.95            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.08            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-08-15      | 3.7500%  | 0.0000% | $11688000.00       | $10591628.28       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-11-15      | 3.1250%  | 0.0000% | $101700.00         | $83412.13          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-05-15      | 3.0000%  | 0.0000% | $383200.00         | $305997.08         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-08-15      | 2.7500%  | 0.0000% | $9817100.00        | $7576990.19        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-05-15      | 2.8750%  | 0.0000% | $214333600.00      | $165233362.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-08-15      | 3.6250%  | 0.0000% | $141100.00         | $122701.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-02-15      | 3.6250%  | 0.0000% | $200.00            | $173.20            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-05-15      | 3.3750%  | 0.0000% | $1900.00           | $1564.13           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-08-15      | 3.1250%  | 0.0000% | $3161600.00        | $2518909.97        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-08-15      | 2.8750%  | 0.0000% | $17124700.00       | $12930667.20       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2046-02-15      | 2.5000%  | 0.0000% | $67832200.00       | $47449723.05       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2046-11-15      | 2.8750%  | 0.0000% | $1381100.00        | $1017451.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2047-08-15      | 2.7500%  | 0.0000% | $1000.00           | $719.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2047-11-15      | 2.7500%  | 0.0000% | $792400.00         | $563602.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2048-02-15      | 3.0000%  | 0.0000% | $37433800.00       | $28113751.28       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.49            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2049-02-15      | 3.0000%  | 0.0000% | $93288800.00       | $69476539.47       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2049-08-15      | 2.2500%  | 0.0000% | $108900.00         | $68902.87          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2049-11-15      | 2.3750%  | 0.0000% | $23810500.00       | $15309264.56       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2050-08-15      | 1.3750%  | 0.0000% | $43448600.00       | $21526598.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2040-05-15      | 1.1250%  | 0.0000% | $23134700.00       | $14339401.81       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-02-15      | 1.8750%  | 0.0000% | $81700.00          | $56486.27          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-05-15      | 2.2500%  | 0.0000% | $3568200.00        | $2590311.60        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2051-08-15      | 2.0000%  | 0.0000% | $53412900.00       | $31036076.39       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-08-15      | 1.7500%  | 0.0000% | $9481200.00        | $6327034.61        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2051-11-15      | 1.8750%  | 0.0000% | $34490500.00       | $19167948.79       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2041-11-15      | 2.0000%  | 0.0000% | $30216900.00       | $20765234.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $184.85            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-02-15      | 2.3750%  | 0.0000% | $225129200.00      | $164994724.20      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2052-08-15      | 3.0000%  | 0.0000% | $300300.00         | $219154.09         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2052-11-15      | 4.0000%  | 0.0000% | $1714900.00        | $1502036.32        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-11-15      | 4.0000%  | 0.0000% | $20934500.00       | $19135242.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2053-02-15      | 3.6250%  | 0.0000% | $4019800.00        | $3321233.71        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-02-15      | 3.8750%  | 0.0000% | $15223800.00       | $13798044.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-05-15      | 3.8750%  | 0.0000% | $6533400.00        | $5846542.02        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2053-08-15      | 4.1250%  | 0.0000% | $911200.00         | $824413.02         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-08-15      | 4.3750%  | 0.0000% | $143000.00         | $138154.39         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2053-11-15      | 4.7500%  | 0.0000% | $619800.00         | $615253.46         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-11-15      | 4.7500%  | 0.0000% | $2928700.00        | $2932315.48        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-02-15      | 4.2500%  | 0.0000% | $1400.00           | $1294.25           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-02-15      | 4.5000%  | 0.0000% | $1300.00           | $1273.78           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-05-15      | 4.6250%  | 0.0000% | $228228300.00      | $222176427.20      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-11-15      | 4.5000%  | 0.0000% | $43600.00          | $41645.19          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2044-11-15      | 4.6250%  | 0.0000% | $73999900.00       | $72634694.34       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $197.42            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-02-15      | 4.7500%  | 0.0000% | $23364100.00       | $23580827.45       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2055-05-15      | 4.7500%  | 0.0000% | $31859800.00       | $31740277.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2045-05-15      | 5.0000%  | 0.0000% | $4699000.00        | $4840834.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $197.08            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-10-31      | 1.6250%  | 0.0000% | $600.00            | $583.98            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-11-15      | 1.7500%  | 0.0000% | $900.00            | $829.70            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.33             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-07-31      | 0.3750%  | 0.0000% | $9000.00           | $8408.63           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-08-15      | 1.2500%  | 0.0000% | $1000.00           | $858.69            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-08-31      | 1.1250%  | 0.0000% | $600.00            | $555.75            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-08-31      | 0.7500%  | 0.0000% | $100.00            | $96.61             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-10-31      | 1.3750%  | 0.0000% | $200.00            | $185.72            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.30             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-01-31      | 1.7500%  | 0.0000% | $900600.00         | $847176.75         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $187.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-06-30      | 3.2500%  | 0.0000% | $2424900.00        | $2377934.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-08-31      | 3.1250%  | 0.0000% | $3747200.00        | $3738004.57        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-10-31      | 4.0000%  | 0.0000% | $16802500.00       | $17057754.09       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-11-15      | 4.1250%  | 0.0000% | $234600.00         | $237009.40         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-11-30      | 3.8750%  | 0.0000% | $2000.00           | $2013.03           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2033-02-15      | 3.5000%  | 0.0000% | $2100.00           | $2048.18           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-02-28      | 4.0000%  | 0.0000% | $77804100.00       | $79511034.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-03-31      | 3.6250%  | 0.0000% | $4223900.00        | $4251845.23        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2033-08-15      | 3.8750%  | 0.0000% | $388800.00         | $387765.78         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1033.65           | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2025-10-31      | 4.4100%  | 0.0000% | $400.00            | $403.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-10-31      | 4.8750%  | 0.0000% | $29400.00          | $31058.24          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-12-31      | 3.7500%  | 0.0000% | $8095000.00        | $8096465.20        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-01-31      | 4.4850%  | 0.0000% | $55094900.00       | $55576057.65       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-01-31      | 4.0000%  | 0.0000% | $300100.00         | $307572.07         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-01-31      | 4.0000%  | 0.0000% | $43649800.00       | $44621382.83       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-02-28      | 4.2500%  | 0.0000% | $1100.00           | $1134.03           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-05-31      | 4.6250%  | 0.0000% | $1500.00           | $1560.94           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-06-30      | 4.2500%  | 0.0000% | $3100.00           | $3155.20           | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-07-31      | 4.4220%  | 0.0000% | $10940900.00       | $11033399.86       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-07-31      | 4.0000%  | 0.0000% | $111682100.00      | $114483375.90      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-08-31      | 3.7500%  | 0.0000% | $16518700.00       | $16547047.16       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-09-30      | 3.6250%  | 0.0000% | $700.00            | $693.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-10-31      | 4.1250%  | 0.0000% | $281618000.00      | $287293626.70      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-10-31      | 4.1250%  | 0.0000% | $4555800.00        | $4627802.76        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2035-02-15      | 4.6250%  | 0.0000% | $20100.00          | $21046.13          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $204.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-04-30      | 3.8750%  | 0.0000% | $1600.00           | $1614.89           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-05-15      | 3.7500%  | 0.0000% | $3200.00           | $3217.99           | U.S. Treasuries (including strips) |

### Security 145: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPW2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPW2
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY INFLATION BOND          | 2049-02-15      | 1.0000%  | 0.0000% | $330000000.00      | $303647496.80      | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2050-02-15      | 0.2500%  | 0.0000% | $426000000.00      | $305568253.10      | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2051-02-15      | 0.1250%  | 0.0000% | $417000000.00      | $276802210.40      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-08-15      | 4.1250%  | 0.0000% | $305000000.00      | $282057987.50      | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-04-15      | 0.1250%  | 0.0000% | $237268800.00      | $286888596.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-07-31      | 1.0000%  | 0.0000% | $314100000.00      | $290567202.70      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-10-31      | 1.3750%  | 0.0000% | $13518500.00       | $12549158.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-11-15      | 1.3750%  | 0.0000% | $353637000.00      | $302329133.80      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-03-31      | 2.3750%  | 0.0000% | $143741600.00      | $137621809.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-15      | 4.1250%  | 0.0000% | $309000000.00      | $315128176.70      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-08-31      | 3.7500%  | 0.0000% | $281000000.00      | $283779670.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-09-30      | 3.5000%  | 0.0000% | $314100000.00      | $315165485.60      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-03-31      | 4.1250%  | 0.0000% | $300000000.00      | $304894844.40      | U.S. Treasuries (including strips) |

### Security 146: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BIV8PXRM2, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8PXRM2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL               | 2025-07-24      | 0.0000%  | 0.0000% | $6805500.00        | $6786852.93        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-14      | 0.0000%  | 0.0000% | $1852142.86        | $1842178.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-26      | 0.0000%  | 0.0000% | $74500.00          | $73986.70          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-11-20      | 0.0000%  | 0.0000% | $77095.24          | $75831.26          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-09-16      | 0.0000%  | 0.0000% | $47.62             | $47.18             | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-09-30      | 0.0000%  | 0.0000% | $3452404.76        | $3415222.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2028-11-15      | 5.2500%  | 0.0000% | $18190.48          | $19155.14          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2029-02-15      | 5.2500%  | 0.0000% | $1861928.57        | $1996908.58        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2029-08-15      | 6.1250%  | 0.0000% | $4261.90           | $4734.95           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2030-05-15      | 6.2500%  | 0.0000% | $9095.24           | $10129.13          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2031-02-15      | 5.3750%  | 0.0000% | $1666.67           | $1821.95           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2036-02-15      | 4.5000%  | 0.0000% | $88166.67          | $91403.51          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2037-05-15      | 5.0000%  | 0.0000% | $3095.24           | $3290.50           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-02-15      | 3.5000%  | 0.0000% | $2416880.95        | $2196791.28        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-05-15      | 4.2500%  | 0.0000% | $1450690.48        | $1409720.80        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-11-15      | 4.3750%  | 0.0000% | $4738.10           | $4636.00           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-02-15      | 4.6250%  | 0.0000% | $5095.24           | $5174.57           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 4.2500%  | 0.0000% | $16500.00          | $15774.95          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-05-15      | 4.3750%  | 0.0000% | $127785.71         | $123514.83         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 3.1250%  | 0.0000% | $95.24             | $77.78             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-05-15      | 3.0000%  | 0.0000% | $1190.48           | $946.60            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-08-15      | 2.7500%  | 0.0000% | $714.29            | $548.79            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-05-15      | 2.8750%  | 0.0000% | $102500.00         | $78653.66          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-02-15      | 3.6250%  | 0.0000% | $2078404.76        | $1792247.18        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-05-15      | 3.3750%  | 0.0000% | $1428571.43        | $1170686.79        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 3.0000%  | 0.0000% | $23.81             | $18.26             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 2.5000%  | 0.0000% | $14261.90          | $10081.22          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-11-15      | 3.0000%  | 0.0000% | $27142.86          | $20586.47          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-02-15      | 2.5000%  | 0.0000% | $2146309.52        | $1493509.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-05-15      | 2.5000%  | 0.0000% | $238.10            | $163.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-11-15      | 2.8750%  | 0.0000% | $8571.43           | $6283.57           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2047-11-15      | 2.7500%  | 0.0000% | $23.81             | $16.85             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-02-15      | 3.0000%  | 0.0000% | $1595.24           | $1191.84           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $30000.00          | $22664.41          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-08-15      | 3.0000%  | 0.0000% | $2145023.81        | $1594760.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-11-15      | 3.3750%  | 0.0000% | $238571.43         | $187912.40         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-02-15      | 3.0000%  | 0.0000% | $500.00            | $370.28            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-08-15      | 2.2500%  | 0.0000% | $205309.52         | $129112.16         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $2859452.38        | $1407473.25        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-05-15      | 1.1250%  | 0.0000% | $1051333.33        | $649404.66         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-11-15      | 1.6250%  | 0.0000% | $23.81             | $12.44             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-02-15      | 1.8750%  | 0.0000% | $730023.81         | $410534.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-05-15      | 2.3750%  | 0.0000% | $883261.90         | $556883.16         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-05-15      | 2.2500%  | 0.0000% | $476190.48         | $344116.90         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-11-15      | 1.8750%  | 0.0000% | $880904.76         | $486530.53         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $23.81             | $16.29             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-02-15      | 2.2500%  | 0.0000% | $23.81             | $14.58             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-05-15      | 2.8750%  | 0.0000% | $23.81             | $16.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-08-15      | 3.3750%  | 0.0000% | $44952.38          | $37994.71          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-02-15      | 3.6250%  | 0.0000% | $1761.90           | $1447.82           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-02-15      | 3.8750%  | 0.0000% | $142.86            | $128.95            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $5166.67           | $4195.49           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-08-15      | 4.1250%  | 0.0000% | $95.24             | $85.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-11-15      | 4.7500%  | 0.0000% | $238.10            | $235.04            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-08-15      | 4.1250%  | 0.0000% | $4357.14           | $4029.40           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 4.6250%  | 0.0000% | $532428.57         | $520364.41         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-02-15      | 4.6250%  | 0.0000% | $2166666.67        | $2126513.84        | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-07-15      | 0.3750%  | 0.0000% | $23.81             | $30.82             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-05-15      | 2.8750%  | 0.0000% | $238.10            | $233.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-01-31      | 2.6250%  | 0.0000% | $23.81             | $23.85             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-08-15      | 2.0000%  | 0.0000% | $2833.33           | $2844.96           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-05-15      | 1.6250%  | 0.0000% | $14523.81          | $14247.85          | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-07-15      | 0.1250%  | 0.0000% | $166.67            | $221.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-10-31      | 1.6250%  | 0.0000% | $50000.00          | $48660.03          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-10-31      | 0.5000%  | 0.0000% | $47.62             | $44.23             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-03-31      | 0.7500%  | 0.0000% | $131190.48         | $128183.69         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-05-31      | 0.7500%  | 0.0000% | $142857.14         | $138709.54         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-06-30      | 1.2500%  | 0.0000% | $16496428.57       | $15342321.93       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2031-07-15      | 0.1250%  | 0.0000% | $10661071.43       | $11717688.18       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-11-15      | 1.3750%  | 0.0000% | $24411190.48       | $20869462.39       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-12-31      | 1.3750%  | 0.0000% | $203357.14         | $187629.30         | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2032-01-15      | 0.1250%  | 0.0000% | $221023.81         | $231310.83         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-04-30      | 2.8750%  | 0.0000% | $238.10            | $231.66            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-07-15      | 3.0000%  | 0.0000% | $169285.71         | $171474.56         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-08-31      | 3.1250%  | 0.0000% | $1190523.81        | $1187465.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-08-31      | 3.1250%  | 0.0000% | $1728333.33        | $1702218.31        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-10-15      | 4.2500%  | 0.0000% | $47.62             | $48.02             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-12-15      | 4.0000%  | 0.0000% | $63309.52          | $63363.42          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-12-31      | 3.8750%  | 0.0000% | $89452.38          | $89763.59          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-01-15      | 3.8750%  | 0.0000% | $53547.62          | $54424.05          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-01-31      | 3.5000%  | 0.0000% | $2850452.38        | $2875105.26        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-09-30      | 4.6250%  | 0.0000% | $47.62             | $49.44             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-02-15      | 4.0000%  | 0.0000% | $2562357.14        | $2564553.41        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-03-31      | 4.1250%  | 0.0000% | $238.10            | $243.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-04-30      | 4.6250%  | 0.0000% | $7415000.00        | $7739454.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-06-30      | 4.2500%  | 0.0000% | $1666547.62        | $1693362.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-07-15      | 4.3750%  | 0.0000% | $2660785.71        | $2745851.45        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-07-31      | 4.1250%  | 0.0000% | $47.62             | $48.86             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-11-15      | 4.2500%  | 0.0000% | $41722357.14       | $41918055.86       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-11-30      | 4.1250%  | 0.0000% | $27256428.57       | $27553009.80       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-12-15      | 4.0000%  | 0.0000% | $23.81             | $24.00             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-01-31      | 4.2500%  | 0.0000% | $47.62             | $49.32             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-01-31      | 4.1250%  | 0.0000% | $71.43             | $72.95             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-04-30      | 4.0000%  | 0.0000% | $23.81             | $23.93             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2030-04-15      | 1.6250%  | 0.0000% | $31104285.71       | $31612839.30       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-05-15      | 3.7500%  | 0.0000% | $52924523.81       | $53209654.68       | U.S. Treasuries (including strips) |

### Security 147: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: BIV8PXV88, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8PXV88
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2033-01-25      | 1.5107%  | 0.0000% | $10698840.00       | $8349922.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-10-25      | 1.9012%  | 0.0000% | $10028111.00       | $9179032.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $196711424.00      | $135831908.70      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-20      | 4.0000%  | 0.0000% | $8380129.00        | $48005.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 1.5000%  | 0.0000% | $1436022.00        | $27739.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $175000.00         | $28453.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 5.1960%  | 0.0000% | $25000000.00       | $16233316.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.3400%  | 0.0000% | $77010000.00       | $39302024.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 2.5000%  | 0.0000% | $17380000.00       | $12767850.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 1.6443%  | 0.0000% | $38459459.00       | $21515688.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 1.6443%  | 0.0000% | $32690541.00       | $26926174.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 4.5000%  | 0.0000% | $13602928.00       | $13016356.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-16      | 4.7500%  | 0.0000% | $8086724.00        | $7893729.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-16      | 4.7500%  | 0.0000% | $33000000.00       | $32274540.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $20353000.00       | $16306882.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.4519%  | 0.0000% | $15146000.00       | $12932760.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $13373108.00       | $12159003.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2519%  | 0.0000% | $7573676.00        | $7547119.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2239467.00        | $2265060.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $12819085.00       | $12259041.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $23152158.00       | $17093234.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $20664248.00       | $17902164.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.2500%  | 0.0000% | $39900000.00       | $33808236.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $47544419.00       | $43611662.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $14265000.00       | $13231754.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $10096571.00       | $9383871.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $9981109.00        | $9169343.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $6315724.00        | $6216583.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1018%  | 0.0000% | $39871230.00       | $37292874.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.7019%  | 0.0000% | $29201053.00       | $26954311.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $20357000.00       | $19962055.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $8181000.00        | $8024721.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $63773480.00       | $62766596.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $8671296.00        | $8273602.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $35000000.00       | $34549533.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $9028424.00        | $8528310.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $20743312.00       | $20378163.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4519%  | 0.0000% | $50000000.00       | $49979951.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $9139510.00        | $9118005.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $37748884.00       | $37438596.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $17682292.00       | $17742565.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.0000%  | 0.0000% | $17972000.00       | $17760609.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $9622000.00        | $9137684.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $11797696.00       | $11371301.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $74817.00          | $69663.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $9467075.00        | $8679726.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $16548529.00       | $16324894.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $12420955.00       | $11888838.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $15457787.00       | $15476532.88       | Agency Collateralized Mortgage Obligation |

### Security 148: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PY4C7, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PY4C7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2051-11-15      | 1.8750%  | 0.0000% | $48200.00          | $26786.95          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-02-15      | 4.7500%  | 0.0000% | $178743700.00      | $180401742.30      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.64            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-15      | 4.5000%  | 0.0000% | $124012700.00      | $126306190.90      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-07-15      | 4.3750%  | 0.0000% | $16400400.00       | $16926363.37       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-07-31      | 4.0000%  | 0.0000% | $20534000.00       | $21049045.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-04-15      | 3.7500%  | 0.0000% | $49300.00          | $49719.49          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-05-31      | 4.1250%  | 0.0000% | $163629400.00      | $165301880.30      | U.S. Treasuries (including strips) |

### Security 149: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities 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: BIV8PY668, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8PY668
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $2402.75           | $46.81             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-12-01      | 7.5000%  | 0.0000% | $33349.75          | $793.01            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2037-12-01      | 5.5000%  | 0.0000% | $8783.83           | $406.74            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $12379.50          | $477.26            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-03-01      | 8.0000%  | 0.0000% | $829.50            | $12.28             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2034-11-01      | 6.0000%  | 0.0000% | $6685.00           | $91.74             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-04-01      | 3.5000%  | 0.0000% | $2109.33           | $59.00             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $58654.75          | $621.51            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-03-01      | 7.0000%  | 0.0000% | $2286.08           | $100.08            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-12-01      | 3.0000%  | 0.0000% | $263914.00         | $59299.24          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-10-01      | 4.0000%  | 0.0000% | $681576.00         | $104949.76         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2027-04-01      | 3.0000%  | 0.0000% | $757750.00         | $15142.35          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.0000%  | 0.0000% | $18898110.00       | $6403685.71        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 2.5000%  | 0.0000% | $583.33            | $359.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-04-01      | 6.0000%  | 0.0000% | $18035.50          | $17313.15          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-10-01      | 3.0000%  | 0.0000% | $2864624.00        | $1801428.23        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $586.83            | $457.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 2.5000%  | 0.0000% | $1166.67           | $810.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $58333.33          | $46764.82          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $9474117.92        | $7368771.55        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $17131681.00       | $14982519.52       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $583.33            | $487.58            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-10-01      | 3.0000%  | 0.0000% | $18396597.92       | $2774399.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $2017.75           | $1950.11           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-11-01      | 2.5000%  | 0.0000% | $2063005.00        | $1292622.07        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-12-01      | 2.0000%  | 0.0000% | $583.33            | $318.79            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $196583.33         | $104210.23         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 3.0000%  | 0.0000% | $46666.67          | $26813.45          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $26833.33          | $17385.07          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 4.5000%  | 0.0000% | $6416.67           | $5561.19           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 4.5000%  | 0.0000% | $28611.33          | $26620.62          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.5000%  | 0.0000% | $9647121.75        | $8242691.56        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $233333.33         | $201885.27         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $1281.58           | $1144.43           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $71166.67          | $51491.91          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $819.58            | $581.20            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 7.0000%  | 0.0000% | $7834633.33        | $6503175.80        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $2567.83           | $561.28            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-08-01      | 4.0000%  | 0.0000% | $105813167.80      | $16667843.93       | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-11-01      | 4.0000%  | 0.0000% | $27672260.00       | $4495605.47        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-06-01      | 3.5000%  | 0.0000% | $84112583.33       | $13723293.30       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-08-01      | 2.5000%  | 0.0000% | $583.33            | $391.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $30916.67          | $20460.77          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-05-01      | 3.0000%  | 0.0000% | $583.33            | $449.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $75833.33          | $53475.78          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $1480510.50        | $1243141.07        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.5000%  | 0.0000% | $583.33            | $488.65            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $583.33            | $491.45            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $583.33            | $532.09            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $583.33            | $485.82            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $583.33            | $554.30            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 6.5000%  | 0.0000% | $583.33            | $598.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-09-01      | 5.0000%  | 0.0000% | $135942.92         | $35003.57          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 3.5000%  | 0.0000% | $597.33            | $246.54            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $583.33            | $330.66            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $1166.67           | $699.61            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $5217268.00        | $4822060.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-01-01      | 2.0000%  | 0.0000% | $1944.25           | $488.09            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $1358729.17        | $1200890.29        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $3310701.33        | $2631205.64        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $751731.17         | $712131.74         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.5000%  | 0.0000% | $3429939.33        | $3335489.01        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.5000%  | 0.0000% | $58333.33          | $60643.61          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $583.33            | $535.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-12-01      | 6.5000%  | 0.0000% | $19740000.00       | $36521.41          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-11-25      | 5.4552%  | 0.0000% | $1611663.08        | $1408286.72        | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $10470250.00       | $10163024.42       | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $55445425.00       | $54256492.29       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $41476808.33       | $2208244.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $62224512.00       | $5159282.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 3.5000%  | 0.0000% | $1779166.67        | $260589.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-07-01      | 5.0000%  | 0.0000% | $583.33            | $55.64             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-03-01      | 4.0000%  | 0.0000% | $1166.67           | $151.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.5000%  | 0.0000% | $320833.33         | $59341.44          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-02-01      | 3.5000%  | 0.0000% | $1866666.67        | $146668.11         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-05-01      | 3.5000%  | 0.0000% | $3987790.33        | $575247.02         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-07-01      | 3.5000%  | 0.0000% | $7855521.33        | $641902.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $132421431.30      | $14695860.81       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 4.0000%  | 0.0000% | $89203.33          | $10288.57          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $5760160.00        | $1093574.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $170954.00         | $39539.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-01-01      | 4.5000%  | 0.0000% | $698240.67         | $111587.68         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-07-01      | 3.5000%  | 0.0000% | $589.17            | $73.42             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-09-01      | 3.5000%  | 0.0000% | $11648840.00       | $2254230.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-04-01      | 3.0000%  | 0.0000% | $1115644.83        | $124653.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $363603.33         | $82963.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 3.0000%  | 0.0000% | $7585181.33        | $983880.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 3.5000%  | 0.0000% | $1333824.33        | $102929.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-12-01      | 3.0000%  | 0.0000% | $29518347.25       | $8051396.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2026-12-01      | 2.5000%  | 0.0000% | $1283333.33        | $47575.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $1182025.83        | $271943.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2028-06-01      | 2.5000%  | 0.0000% | $1181250.00        | $72055.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-05-01      | 3.5000%  | 0.0000% | $674.33            | $112.77            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 4.0000%  | 0.0000% | $814794.75         | $85384.13          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $47796564.67       | $499082.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 7.0000%  | 0.0000% | $583.33            | $533.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 7.0000%  | 0.0000% | $1044766.33        | $861253.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.5000%  | 0.0000% | $37191.00          | $28155.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $73360.00          | $61208.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $966917.58         | $832071.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $583.33            | $605.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $700152.25         | $697091.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.5000%  | 0.0000% | $1537419.33        | $1589044.83        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 7.0000%  | 0.0000% | $583.33            | $613.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $1178.33           | $1170.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $1166.67           | $1232.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $583.33            | $564.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $1767530.33        | $1736745.48        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $583.33            | $603.97            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $188416.67         | $184116.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.5000%  | 0.0000% | $583.33            | $554.62            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $14395192.00       | $14327906.10       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $50750.00          | $50775.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-12-01      | 4.5000%  | 0.0000% | $583.33            | $531.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 4.5000%  | 0.0000% | $1166.67           | $1120.11           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 6.0000%  | 0.0000% | $583.33            | $593.22            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 7.5000%  | 0.0000% | $618240.00         | $316225.91         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $1794130.33        | $1854731.09        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $1985671.33        | $2013041.89        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.0000%  | 0.0000% | $583.33            | $575.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $583.33            | $584.64            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $583.33            | $588.90            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $583.33            | $575.23            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $583.33            | $587.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $583.33            | $599.55            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $1006738.83        | $1018027.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $678778.33         | $709549.49         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $583.33            | $597.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $583.33            | $94.66             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-02-01      | 4.0000%  | 0.0000% | $1763510.58        | $405082.96         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 7.0000%  | 0.0000% | $641550.00         | $670312.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-10-01      | 3.0000%  | 0.0000% | $11591.42          | $1933.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $5462.92           | $3106.15           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $13416.67          | $7021.02           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $681590.00         | $448840.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $1615495.00        | $1540915.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $1166.67           | $847.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $261979.08         | $187428.76         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $37333.33          | $23982.49          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 6.0000%  | 0.0000% | $583.33            | $429.71            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $102083.33         | $72198.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $583.33            | $514.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $831294.33         | $808649.66         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $5339485.08        | $4305775.44        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $107916.67         | $85726.07          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.5000%  | 0.0000% | $14885.50          | $10721.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $50166.67          | $37177.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $341808.83         | $287697.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $583.33            | $133.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-05-01      | 4.0000%  | 0.0000% | $8267490.00        | $1792068.83        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.0000%  | 0.0000% | $2355117.33        | $535188.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-07-01      | 4.5000%  | 0.0000% | $1194.67           | $299.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $583.33            | $291.78            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $17829130.67       | $9076202.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $597.33            | $314.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $597.33            | $313.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-11-01      | 2.0000%  | 0.0000% | $12572298.67       | $7296855.47        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $2380000.00        | $1353845.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $49583.33          | $28968.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-02-01      | 3.0000%  | 0.0000% | $233333.33         | $149561.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.0000%  | 0.0000% | $896.58            | $519.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $5488793.33        | $3153307.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 1.5000%  | 0.0000% | $25779077.92       | $14657324.95       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $687.17            | $401.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $43628.08          | $25310.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $4035227.58        | $1802236.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 2.5000%  | 0.0000% | $65916.67          | $42709.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $159153.75         | $95757.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $112583.92         | $69360.33          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $283285.92         | $189673.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.0000%  | 0.0000% | $14155145.08       | $8970504.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $33250.00          | $21023.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $1093858.50        | $736759.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $82250.00          | $56971.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.5000%  | 0.0000% | $44787.17          | $31164.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $29166.67          | $19311.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $583.33            | $402.73            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $583.33            | $420.56            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $583.33            | $410.68            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $2630012.00        | $1668974.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 4.0000%  | 0.0000% | $289916.67         | $222211.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $72381.17          | $53283.22          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $583.33            | $423.47            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $547261.17         | $437998.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $7507040.92        | $5708785.82        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $6650.00           | $5289.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $15925.00          | $13032.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.5000%  | 0.0000% | $2460697.75        | $1901032.96        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.0000%  | 0.0000% | $22529548.42       | $19767419.05       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.5000%  | 0.0000% | $657005.42         | $570783.21         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.0000%  | 0.0000% | $583.33            | $484.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $583.33            | $496.84            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $2160503.33        | $1754456.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $137925.08         | $107898.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $583.33            | $440.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 4.0000%  | 0.0000% | $583.33            | $489.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $583.33            | $451.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $1750.00           | $1435.52           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $583.33            | $509.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $31747.92          | $27742.19          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 5.0000%  | 0.0000% | $584.50            | $531.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $169869.58         | $142482.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.0000%  | 0.0000% | $583.33            | $492.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 5.5000%  | 0.0000% | $7643266.17        | $6900504.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $583.33            | $563.33            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.0000%  | 0.0000% | $583.33            | $536.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $23976.17          | $22498.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $583.33            | $545.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $583.33            | $560.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $588.00            | $507.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $583.33            | $524.80            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.5000%  | 0.0000% | $723732.33         | $545641.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $71836.92          | $56752.72          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.0000%  | 0.0000% | $27420306.67       | $25958526.32       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 4.5000%  | 0.0000% | $52500.00          | $49140.97          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $583.33            | $451.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $3242256.50        | $3006439.86        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 4.0000%  | 0.0000% | $588.00            | $533.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.5000%  | 0.0000% | $5993306.67        | $5933797.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $14365735.42       | $11783809.67       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $6274023.00        | $6212843.62        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $6225137.33        | $6109528.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 5.0000%  | 0.0000% | $1216250.00        | $331558.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-03-01      | 3.0000%  | 0.0000% | $1510250.00        | $462980.46         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.0000%  | 0.0000% | $34650350.00       | $6597922.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $5033065.33        | $2363468.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 3.0000%  | 0.0000% | $930416.67         | $360326.95         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 3.0000%  | 0.0000% | $59900.17          | $24208.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $583.33            | $372.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $1659296.92        | $1078961.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $689500.00         | $373915.18         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $30333.33          | $18181.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-09-01      | 3.0000%  | 0.0000% | $9026918.83        | $1229057.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.5000%  | 0.0000% | $4068333.50        | $2162965.66        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 2.5000%  | 0.0000% | $4952528.00        | $3131007.55        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 3.0000%  | 0.0000% | $26282219.25       | $16639787.75       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $43750.00          | $29712.65          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $583.33            | $365.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $1301005.42        | $785533.59         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 3.0000%  | 0.0000% | $96250.00          | $63143.24          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $10025.75          | $6473.30           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $26250.00          | $17421.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $56000.00          | $36677.39          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $1166.67           | $757.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $693.00            | $466.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $583.33            | $381.95            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.5000%  | 0.0000% | $325652.25         | $213493.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $58333.33          | $38238.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $22166.67          | $15735.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $583.33            | $410.52            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $583.33            | $415.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $46666.67          | $32798.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $700000.00         | $464177.79         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $23333.33          | $18485.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $89395.83          | $61244.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 4.0000%  | 0.0000% | $55416.67          | $36171.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $20818639.33       | $13618448.85       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $28583.33          | $19492.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $6358.33           | $4926.16           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $38500.00          | $28054.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $26059.83          | $21094.40          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $1823360.00        | $1488489.79        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.5000%  | 0.0000% | $24500.00          | $18426.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.5000%  | 0.0000% | $37916.67          | $29652.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-02-01      | 2.5000%  | 0.0000% | $5833.33           | $4175.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $1166666.67        | $827115.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $20416.67          | $16475.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $583.33            | $525.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $597.33            | $478.52            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $5077912.00        | $4187915.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $464333.33         | $370759.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $684800.08         | $567488.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $159954.67         | $118804.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $29166.67          | $20373.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 3.0000%  | 0.0000% | $35000.00          | $26546.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $31640.00          | $27206.06          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $116666.67         | $86575.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $2314965.33        | $2052672.83        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $1698.67           | $1427.33           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $583.33            | $468.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $26250.00          | $20028.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $15402.72          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $16916.67          | $13000.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $422324.00         | $322041.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $31097.50          | $27621.64          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $489778.33         | $356024.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $204166.67         | $153985.07         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $583.33            | $532.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $23916.67          | $19333.59          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $2180208.33        | $1869876.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $583.33            | $514.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $35000.00          | $27443.27          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 4.5000%  | 0.0000% | $8986.25           | $7552.00           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $26250.00          | $23637.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $1166.67           | $949.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $583.33            | $458.93            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $26558.00          | $21182.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $21000.00          | $17765.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $597.33            | $442.24            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $659764.00         | $602097.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $23981416.67       | $19729746.05       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $233333.33         | $220335.33         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $48973.17          | $43743.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $1166.67           | $948.23            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 2.5000%  | 0.0000% | $583.33            | $452.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $14294487.67       | $12778653.37       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $9079578.67        | $8464416.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $28000.00          | $20695.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 3.5000%  | 0.0000% | $1220489.67        | $1047151.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 4.5000%  | 0.0000% | $1769.25           | $1590.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $34473833.33       | $27405674.94       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $583.92            | $539.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $11862349.92       | $10268362.69       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $583.33            | $545.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $2998363.08        | $2900203.86        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 4.0000%  | 0.0000% | $7064726.67        | $6266963.49        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 5.5000%  | 0.0000% | $33618.67          | $33566.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 6.0000%  | 0.0000% | $1166.67           | $1175.13           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-04-01      | 4.5000%  | 0.0000% | $5535696.25        | $22017.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-06-01      | 4.0000%  | 0.0000% | $892500.00         | $76200.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $588.00            | $72.36             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-07-01      | 3.5000%  | 0.0000% | $2505041.00        | $169852.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2027-07-01      | 2.5000%  | 0.0000% | $583.33            | $24.29             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-07-01      | 3.5000%  | 0.0000% | $37631146.00       | $4148038.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-05-01      | 4.0000%  | 0.0000% | $585.67            | $53.50             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $583.33            | $357.31            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $9335.67           | $5499.48           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-08-01      | 2.5000%  | 0.0000% | $1232547.75        | $699491.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $41908.42          | $22780.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-09-01      | 3.0000%  | 0.0000% | $1017916.67        | $119091.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $136500.00         | $15882.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $4304468.00        | $1694384.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-01-01      | 3.5000%  | 0.0000% | $5067738.67        | $1939143.85        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $4417573.42        | $2578896.51        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $291666.67         | $196480.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.0000%  | 0.0000% | $268303.58         | $178729.27         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $43166.67          | $31353.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $4666.67           | $3533.74           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-06-01      | 2.5000%  | 0.0000% | $583.33            | $387.89            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $5250.00           | $4108.80           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $1970411.92        | $1607356.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $6885428.67        | $5542520.73        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $17500.00          | $14898.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $3370537.33        | $2541467.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 6.0000%  | 0.0000% | $1049795.25        | $839236.88         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $26371066.17       | $22423141.28       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $25083.33          | $19891.89          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $21583.33          | $19736.77          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 4.0000%  | 0.0000% | $583.33            | $494.17            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 5.0000%  | 0.0000% | $1166.67           | $1064.91           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $17390755.67       | $14617096.11       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $169212.17         | $165750.35         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-06-01      | 5.5000%  | 0.0000% | $600236.58         | $605576.12         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-04-01      | 5.5000%  | 0.0000% | $246621.67         | $14594.27          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $58333.33          | $58314.45          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $14296446.50       | $13757722.90       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $583.33            | $586.12            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $3324729.33        | $3274463.73        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.5000%  | 0.0000% | $1040577.42        | $1045299.58        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $233063.83         | $234737.65         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $584.50            | $601.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $1850515.92        | $1897699.71        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $2768369.33        | $2844010.86        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $1534034.25        | $1554102.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $2898942.08        | $2917410.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $583.33            | $602.51            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $948794.00         | $966187.58         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $596.17            | $599.23            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $583.33            | $559.80            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $34711003.83       | $33626986.98       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $583.33            | $581.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $1713.83           | $1748.30           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-25      | 2.5000%  | 0.0000% | $756.58            | $623.91            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 7.0000%  | 0.0000% | $7477312.50        | $6856506.87        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $717659.25         | $598191.60         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $1166.67           | $1062.83           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $1157.33           | $1098.20           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-09-20      | 4.0000%  | 0.0000% | $125144787.30      | $8443528.89        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $1184.17           | $125.03            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-10-20      | 3.0000%  | 0.0000% | $116685.33         | $15886.56          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-02-20      | 3.0000%  | 0.0000% | $1180.67           | $184.18            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $583.33            | $57.94             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-12-20      | 3.0000%  | 0.0000% | $375670.17         | $65999.97          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-04-20      | 3.5000%  | 0.0000% | $10916024.00       | $2229635.63        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $100316153.00      | $71457209.65       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $28069217.75       | $20177262.51       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $67778106.67       | $44408853.05       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.0000%  | 0.0000% | $26881861.42       | $19912612.50       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.0000%  | 0.0000% | $3213022.75        | $1671467.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.5000%  | 0.0000% | $583.33            | $352.20            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $50764.58          | $32806.48          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $13710051.25       | $10446684.02       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 4.5000%  | 0.0000% | $17673190.50       | $13772300.57       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $27833251.83       | $20384338.52       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $161711.67         | $126156.76         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 4.5000%  | 0.0000% | $538795.83         | $429007.95         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 4.0000%  | 0.0000% | $583.33            | $470.02            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.0000%  | 0.0000% | $13192492.83       | $10425666.75       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $3568447.75        | $2188433.48        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $38825038.00       | $29990500.65       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $33750528.00       | $24789447.67       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 4.5000%  | 0.0000% | $39725.00          | $34450.82          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.5000%  | 0.0000% | $583.33            | $414.87            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-05-15      | 4.7600%  | 0.0000% | $649863.08         | $633859.08         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 5.0000%  | 0.0000% | $3474490.83        | $3412172.46        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 5.7000%  | 0.0000% | $617108.33         | $637070.74         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $4803102.50        | $5039113.54        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 6.2000%  | 0.0000% | $583.92            | $630.98            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $2152367.00        | $2208851.45        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $3387591.67        | $3476492.04        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-03-15      | 5.7500%  | 0.0000% | $91945.58          | $96750.97          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $583.33            | $542.80            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $117950.00         | $121188.54         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $867995.33         | $854029.00         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1818.25           | $1874.23           | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 5.3018%  | 0.0000% | $11666666.67       | $8037659.41        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-05-20      | 3.5000%  | 0.0000% | $9086904.17        | $5337298.05        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-10-20      | 3.5000%  | 0.0000% | $29166666.67       | $19442558.96       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $113280682.70      | $71945625.80       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-12-20      | 2.5000%  | 0.0000% | $40767098.75       | $24833473.88       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 3.5000%  | 0.0000% | $29166666.67       | $20052621.70       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 2.5000%  | 0.0000% | $162761.67         | $102502.12         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $77693000.00       | $49853230.27       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $69315750.00       | $46267090.51       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.5000%  | 0.0000% | $29165247.42       | $14865077.51       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $39026934.33       | $26130003.67       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-04-20      | 4.0000%  | 0.0000% | $80871106.17       | $56019564.99       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.3018%  | 0.0000% | $29165500.00       | $17139218.45       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-03-20      | 5.2019%  | 0.0000% | $29166666.67       | $17480362.94       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-04-20      | 5.2019%  | 0.0000% | $191489186.00      | $117394936.90      | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.5518%  | 0.0000% | $5832160.83        | $3184983.13        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-09-20      | 5.5019%  | 0.0000% | $13003957.75       | $5251993.26        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.3018%  | 0.0000% | $13548558.33       | $9057372.46        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.5019%  | 0.0000% | $8506750.00        | $4510506.20        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-02-20      | 5.3018%  | 0.0000% | $29163717.33       | $15974202.17       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.5019%  | 0.0000% | $29165500.00       | $20519102.62       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.3518%  | 0.0000% | $1937395.83        | $1356804.83        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.4018%  | 0.0000% | $29166666.67       | $20466399.65       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $58333333.33       | $33663682.31       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $58333333.33       | $35096799.02       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.3618%  | 0.0000% | $720349.00         | $634242.17         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.4519%  | 0.0000% | $41038421.67       | $38849738.98       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.5019%  | 0.0000% | $21449573.25       | $17499858.85       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4119%  | 0.0000% | $255383.33         | $200733.75         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4018%  | 0.0000% | $6681640.00        | $5726563.82        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4519%  | 0.0000% | $799.17            | $734.08            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.3719%  | 0.0000% | $2360409.33        | $2189215.84        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4119%  | 0.0000% | $1367928.33        | $1324774.58        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-04-20      | 5.6018%  | 0.0000% | $1352925.00        | $1349556.04        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $1343650.00        | $1343686.70        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $10245413.50       | $10251064.82       | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NONCALLABLE STRIP          | 2046-11-15      | 0.0000%  | 0.0000% | $3325933.33        | $1154554.52        | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2043-02-15      | 0.6250%  | 0.0000% | $1211058.33        | $1255114.82        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $772450.00         | $540341.29         | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2053-02-15      | 1.5000%  | 0.0000% | $466.67            | $400.80            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 2.2500%  | 0.0000% | $1050.00           | $1041.63           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-08-31      | 1.3750%  | 0.0000% | $58.33             | $56.89             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 1.1250%  | 0.0000% | $9916.67           | $9185.28           | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2033-07-15      | 1.3750%  | 0.0000% | $583.33            | $601.56            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $12385975.00       | $12661669.29       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $78241333.33       | $78455881.01       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $583.33            | $602.01            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-06-30      | 4.2500%  | 0.0000% | $58.33             | $59.33             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $14116.67          | $14357.91          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 4.2500%  | 0.0000% | $487783.33         | $501862.44         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $58.33             | $58.63             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-06-30      | 4.0000%  | 0.0000% | $229425.00         | $229156.57         | U.S. Treasuries (including strips)  |

### Security 150: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PY6T8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8PY6T8
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2038-06-15      | 5.5000%  | 0.0000% | $50535903.71       | $91679.87          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-01-15      | 4.0000%  | 0.0000% | $27860636.92       | $462921.40         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-08-15      | 3.5000%  | 0.0000% | $23214285.25       | $553443.72         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $16389313.42       | $251698.07         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $76130769.00       | $1735573.55        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-04-15      | 6.5000%  | 0.0000% | $22334078.54       | $446481.39         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 4.5000%  | 0.0000% | $11811291.38       | $242077.04         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-06-15      | 5.5000%  | 0.0000% | $16737500.00       | $345015.29         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-06-15      | 3.0000%  | 0.0000% | $29387014.58       | $382306.27         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2045-08-15      | 4.0000%  | 0.0000% | $25819206.29       | $710160.81         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-12-15      | 3.5000%  | 0.0000% | $71132950.42       | $2029900.60        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-11-15      | 4.0000%  | 0.0000% | $7948609.50        | $305878.50         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2050-07-15      | 2.5000%  | 0.0000% | $17377798.75       | $1475393.21        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2048-09-15      | 3.0000%  | 0.0000% | $5644267.96        | $182207.02         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-05-15      | 3.0000%  | 0.0000% | $10383838.29       | $1476355.72        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-11-15      | 4.5000%  | 0.0000% | $40625000.00       | $7741497.96        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2037-11-15      | 4.0000%  | 0.0000% | $4770808.25        | $436837.15         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $110283333.30      | $105896120.90      | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $1908025.71        | $1241874.34        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2043-01-25      | 5.0000%  | 0.0000% | $5346050.67        | $713796.70         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2037-10-15      | 4.8145%  | 0.0000% | $7061229.50        | $463212.72         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2038-02-15      | 2.2395%  | 0.0000% | $452975121.10      | $1660965.42        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.0000%  | 0.0000% | $17082003.79       | $14985953.18       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $2260141.00        | $2279236.68        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $6971.79           | $7173.19           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $760640.83         | $768006.54         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2050-01-25      | 3.0000%  | 0.0000% | $20312500.00       | $2491478.93        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2051-01-25      | 1.5000%  | 0.0000% | $54166666.67       | $3968831.88        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-01-25      | 2.5000%  | 0.0000% | $6093750.00        | $728319.16         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-01-25      | 5.5000%  | 0.0000% | $37916666.67       | $6876107.03        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 6.0000%  | 0.0000% | $57525717.71       | $10065394.16       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.0000%  | 0.0000% | $27929920.42       | $4282643.26        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.5000%  | 0.0000% | $16098058.71       | $2859123.55        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-07-25      | 2.0000%  | 0.0000% | $3382908.75        | $198044.06         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-04-25      | 1.5000%  | 0.0000% | $6071005.96        | $286560.96         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2042-04-25      | 2.0000%  | 0.0000% | $3850986.21        | $323431.35         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $773007.62         | $103783.70         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-07-25      | 3.5000%  | 0.0000% | $1390165.29        | $114699.71         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-08-25      | 2.5000%  | 0.0000% | $1188653.38        | $58330.80          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.5000%  | 0.0000% | $9310664.46        | $1585127.30        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 7.0000%  | 0.0000% | $770598.29         | $116838.24         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-11-25      | 3.0000%  | 0.0000% | $1877661.50        | $95358.40          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-12-25      | 4.0000%  | 0.0000% | $1366125.58        | $253217.37         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 4.5000%  | 0.0000% | $2089708.29        | $399791.60         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.0000%  | 0.0000% | $2687273.88        | $211248.48         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.5000%  | 0.0000% | $799933.88         | $51012.25          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.0000%  | 0.0000% | $2002247.00        | $185081.49         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-08-25      | 4.5000%  | 0.0000% | $16791666.67       | $3590949.39        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.5000%  | 0.0000% | $2887053.00        | $254871.04         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $26988427.92       | $5076889.56        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-11-25      | 6.0000%  | 0.0000% | $24970833.33       | $4753405.05        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-02-25      | 5.5000%  | 0.0000% | $13541666.67       | $2887025.36        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 5.5000%  | 0.0000% | $90664451.58       | $20020410.74       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 6.0000%  | 0.0000% | $32709363.92       | $6575338.27        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-04-25      | 4.5000%  | 0.0000% | $26286131.08       | $5393504.64        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $16261689.71       | $16597547.80       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.6018%  | 0.0000% | $43635737.71       | $29626644.53       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-06-20      | 5.4519%  | 0.0000% | $1785.33           | $1726.11           | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.8018%  | 0.0000% | $37916666.67       | $36888309.14       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $72222222.04       | $72384312.02       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.6719%  | 0.0000% | $32596572.13       | $32639446.91       | Agency Mortgage-Backed Securities   |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $1290033.33        | $1288692.99        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $54.17             | $53.93             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $6417666.67        | $6368276.30        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-02      | 0.0000%  | 0.0000% | $1638704.17        | $1620850.48        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-26      | 0.0000%  | 0.0000% | $54.17             | $53.06             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-01-22      | 0.0000%  | 0.0000% | $73125.00          | $71462.58          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-24      | 0.0000%  | 0.0000% | $575520.83         | $573992.25         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $5311800.00        | $5293484.91        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-02-19      | 0.0000%  | 0.0000% | $672479.17         | $655472.84         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-14      | 0.0000%  | 0.0000% | $54.17             | $53.88             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $8125000.00        | $8075551.25        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $9832333.33        | $9749200.96        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-18      | 0.0000%  | 0.0000% | $600491.67         | $594942.52         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-22      | 0.0000%  | 0.0000% | $1361966.67        | $1358687.05        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $54.17             | $53.99             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-23      | 0.0000%  | 0.0000% | $448608.33         | $442666.96         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $4565329.17        | $4546419.57        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-19      | 0.0000%  | 0.0000% | $54.17             | $53.85             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-26      | 0.0000%  | 0.0000% | $7515895.83        | $7465298.82        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $353600.00         | $348110.36         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-20      | 0.0000%  | 0.0000% | $71662.50          | $70495.48          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-04      | 0.0000%  | 0.0000% | $448391.67         | $440410.74         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $13451750.00       | $13329608.11       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-06-11      | 0.0000%  | 0.0000% | $11990387.50       | $11551311.50       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-11      | 0.0000%  | 0.0000% | $8125000.00        | $7973850.62        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-14      | 0.0000%  | 0.0000% | $1560000.00        | $1540924.32        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2040-08-15      | 1.1250%  | 0.0000% | $46533879.17       | $28668566.31       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $114226720.80      | $60092992.99       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $109484754.20      | $69401591.90       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-08-15      | 3.0000%  | 0.0000% | $44747300.00       | $32655856.65       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $3399066.67        | $2808372.26        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $181975029.20      | $179626628.30      | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $2166720.83        | $2158592.38        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $4875.00           | $4805.43           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2025-12-31      | 2.6250%  | 0.0000% | $340654.17         | $337963.34         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-07-31      | 0.6250%  | 0.0000% | $103907320.80      | $100491136.90      | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $67708387.50       | $58140352.90       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $26955337.50       | $27463126.14       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $63855133.33       | $63456613.45       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-02-15      | 4.1250%  | 0.0000% | $21915237.50       | $22349998.27       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $67745166.67       | $68713437.63       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $101429250.00      | $103377477.70      | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $251970279.20      | $260051005.10      | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $85050008.33       | $85616568.96       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $118817345.80      | $121639970.70      | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $83592166.67       | $84069143.57       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $32012.50          | $32691.33          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-04-30      | 4.0000%  | 0.0000% | $115189750.00      | $115896258.80      | U.S. Treasuries (including strips)  |

### Security 151: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PY9S7, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PY9S7
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2027-03-15      | 4.2500%  | 0.0000% | $8274200.00        | $8436410.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-12-31      | 4.3750%  | 0.0000% | $142962300.00      | $146358512.40      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-03-31      | 4.1250%  | 0.0000% | $8723600.00        | $8875924.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-04-15      | 3.7500%  | 0.0000% | $25000.00          | $25212.72          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-05-31      | 4.1250%  | 0.0000% | $191391300.00      | $193347538.80      | U.S. Treasuries (including strips) |

### Security 152: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.480000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PYCX2, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8PYCX2
- **C.18 - Value (incl. sponsor support):** $763447619.10
- **C.18.a - Value (excl. sponsor support):** $763447619.10
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $236566666.70      | $248395000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $295500000.00      | $310275000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $231380952.40      | $242950000.00      | U.S. Treasuries (including strips) |

### Security 153: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PYMF0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PYMF0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL          | 2025-07-10      | 0.0000%  | 0.0000% | $43168600.00       | $43123747.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL          | 2025-08-14      | 0.0000%  | 0.0000% | $2553000.00        | $2539576.33        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL          | 2025-08-21      | 0.0000%  | 0.0000% | $103884300.00      | $103252060.20      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2051-05-15      | 2.3750%  | 0.0000% | $148259200.00      | $93980432.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2052-02-15      | 2.2500%  | 0.0000% | $5579000.00        | $3437611.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2042-08-15      | 3.3750%  | 0.0000% | $19139600.00       | $16245411.63       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2043-11-15      | 4.7500%  | 0.0000% | $2100700.00        | $2103293.31        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-02-15      | 4.2500%  | 0.0000% | $3286100.00        | $3037872.76        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND          | 2054-05-15      | 4.6250%  | 0.0000% | $22304200.00       | $21712765.10       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-11-15      | 2.2500%  | 0.0000% | $2274000.00        | $2204091.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-02-29      | 4.0000%  | 0.0000% | $135800.00         | $138543.41         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-07-31      | 4.1250%  | 0.0000% | $12608900.00       | $12967844.38       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $105.64            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2034-02-15      | 4.0000%  | 0.0000% | $57225700.00       | $57382620.14       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2031-02-28      | 4.2500%  | 0.0000% | $46400.00          | $47885.90          | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE | 2026-07-31      | 4.4220%  | 0.0000% | $4510200.00        | $4548331.50        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2029-08-31      | 3.6250%  | 0.0000% | $40896900.00       | $41152859.91       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-11-15      | 4.1250%  | 0.0000% | $11400900.00       | $11560504.05       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-01-31      | 4.3750%  | 0.0000% | $49100.00          | $51080.77          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-03-15      | 3.8750%  | 0.0000% | $19999500.00       | $20310291.91       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2032-03-31      | 4.1250%  | 0.0000% | $7445000.00        | $7574998.25        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2027-03-31      | 3.8750%  | 0.0000% | $842800.00         | $852109.20         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2035-05-15      | 4.2500%  | 0.0000% | $11253500.00       | $11305778.13       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE          | 2028-06-15      | 3.8750%  | 0.0000% | $50219000.00       | $50532121.24       | U.S. Treasuries (including strips) |

### Security 154: Societe Generale

- **C.1 - Title:** Societe Generale 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PYPT7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PYPT7
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2042-05-15      | 3.0000%  | 0.0000% | $46905400.00       | $37296735.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-11-15      | 3.7500%  | 0.0000% | $46677700.00       | $40656673.46       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $45047300.00       | $38845126.74       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-08-15      | 3.1250%  | 0.0000% | $49853100.00       | $39525681.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-02-15      | 2.5000%  | 0.0000% | $49483400.00       | $34433033.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $9148600.00        | $6907813.69        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-11-15      | 2.7500%  | 0.0000% | $46893900.00       | $33178114.21       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2049-08-15      | 2.2500%  | 0.0000% | $38413400.00       | $24156876.75       | U.S. Treasuries (including strips) |

### Security 155: Societe Generale

- **C.1 - Title:** Societe Generale 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PYRD0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PYRD0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2028-08-15      | 2.8750%  | 0.0000% | $160865700.00      | $158481297.90      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-08-15      | 3.8750%  | 0.0000% | $244039500.00      | $240894066.80      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-15      | 4.1250%  | 0.0000% | $109124600.00      | $110624654.00      | U.S. Treasuries (including strips) |

### Security 156: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 4.220000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PZ8G1, C.3 - LEI: N/A, C.5 - Other ID: BIV8PZ8G1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 3.875 05/31/2027 | 2027-05-31      | 3.8750%  | 0.0000% | $100000000.00      | $102000095.00      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-07-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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