# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-25-002437
**Filing Date:** 2025-10
**Character Count:** 1537315
**Document Hash:** d0c032cef6c13e2487d933a87b15aeca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-002437.hdr.sgml**: 20251006

**ACCESSION NUMBER**: 0002071691-25-002437

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251006

**DATE AS OF CHANGE**: 20251006

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003923 | ADMINISTRATION                  | BLFXX           |
| C000003924 | CASH MANAGEMENT                 |  |
| C000003926 | PREMIER                         | BUPXX           |
| C000003927 | CAPITAL SHARES                  | BFCXX           |
| C000003928 | INSTITUTIONAL                   | TFDXX           |
| C000003929 | PRIVATE CLIENT                  | BRPXX           |
| C000003930 | DOLLAR                          | TDDXX           |
| C000003931 | CASH RESERVE                    | BFRXX           |
| C000003932 | SELECT                          | BFBXX           |
| C000223514 | Mischler Financial Group Shares |  |
| C000237277 | Stern Brothers Shares           |  |
| C000237291 | WestCap Shares                  |  |
| C000238342 | Tigress Shares                  |  |
| C000252319 | Penserra Shares                 |  |
| C000252320 | Great Pacific Shares            |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

**Total number of share classes in the series:** 15

**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            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

- **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:** 46 days

- **WAL:** 105 days

- **Total Value of Portfolio Securities:** $174770191628.57

- **Amortized Cost of Portfolio Securities:** $174733313412.93

- **Cash:** $6324462045.89

- **Total Other Assets:** $436473313.85

- **Total Liabilities:** $1902232322.04

- **Net Assets of Series:** $179592016450.63

- **Number of Shares Outstanding (Series):** 179663535561.9300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $148756204812.36          | $161658448894.62           | 77.2100%                  | 83.9000%                   |
| 2025-09-03 | $147087190290.70          | $159224465026.72           | 77.3200%                  | 83.7000%                   |
| 2025-09-04 | $146834824039.59          | $158422144701.27           | 77.5000%                  | 83.6200%                   |
| 2025-09-05 | $146651947531.46          | $158975321019.93           | 77.5500%                  | 84.0700%                   |
| 2025-09-08 | $146744306921.80          | $158978546938.09           | 77.6000%                  | 84.0700%                   |
| 2025-09-09 | $147608359132.86          | $159842922960.77           | 77.7000%                  | 84.1400%                   |
| 2025-09-10 | $148602742871.51          | $160877245460.95           | 76.6400%                  | 82.9700%                   |
| 2025-09-11 | $145311979500.50          | $158635282746.03           | 76.3600%                  | 83.3600%                   |
| 2025-09-12 | $141350540025.10          | $155852428973.30           | 75.8500%                  | 83.6300%                   |
| 2025-09-15 | $145252203139.46          | $159754807220.10           | 76.3400%                  | 83.9700%                   |
| 2025-09-16 | $146857175511.02          | $160710974507.04           | 76.6200%                  | 83.8500%                   |
| 2025-09-17 | $147109318664.08          | $158996729581.14           | 77.9700%                  | 84.2700%                   |
| 2025-09-18 | $148295253327.53          | $159615160355.06           | 78.3400%                  | 84.3200%                   |
| 2025-09-19 | $144528226900.43          | $156847754651.78           | 78.0800%                  | 84.7400%                   |
| 2025-09-22 | $144183467507.61          | $156503001711.98           | 77.6500%                  | 84.2800%                   |
| 2025-09-23 | $144133322271.12          | $156453185637.00           | 77.6100%                  | 84.2400%                   |
| 2025-09-24 | $143663381074.08          | $154939177574.08           | 77.9200%                  | 84.0400%                   |
| 2025-09-25 | $143448607631.23          | $154434753031.23           | 77.9900%                  | 83.9600%                   |
| 2025-09-26 | $142043312733.80          | $154131118962.97           | 77.2100%                  | 83.7800%                   |
| 2025-09-29 | $139861569457.42          | $152165237529.97           | 76.9400%                  | 83.7100%                   |
| 2025-09-30 | $139419529934.84          | $152023270966.86           | 76.8800%                  | 83.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3500%             |
| 2025-09-03 | 4.3500%             |
| 2025-09-04 | 4.3400%             |
| 2025-09-05 | 4.3500%             |
| 2025-09-08 | 4.3500%             |
| 2025-09-09 | 4.3500%             |
| 2025-09-10 | 4.3500%             |
| 2025-09-11 | 4.3500%             |
| 2025-09-12 | 4.3500%             |
| 2025-09-15 | 4.3500%             |
| 2025-09-16 | 4.3500%             |
| 2025-09-17 | 4.3500%             |
| 2025-09-18 | 4.3300%             |
| 2025-09-19 | 4.3100%             |
| 2025-09-22 | 4.2400%             |
| 2025-09-23 | 4.2100%             |
| 2025-09-24 | 4.1900%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-29 | 4.1900%             |
| 2025-09-30 | 4.2000%             |
| 2025-09-26 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 0.9998                      |
|  |  |
| 2025-09-03 | 0.9998                      |
|  |  |
| 2025-09-04 | 0.9998                      |
|  |  |
| 2025-09-05 | 0.9999                      |
|  |  |
| 2025-09-08 | 0.9999                      |
|  |  |
| 2025-09-09 | 0.9999                      |
|  |  |
| 2025-09-10 | 0.9999                      |
|  |  |
| 2025-09-11 | 0.9999                      |
|  |  |
| 2025-09-12 | 0.9999                      |
|  |  |
| 2025-09-15 | 0.9999                      |
|  |  |
| 2025-09-16 | 0.9999                      |
|  |  |
| 2025-09-17 | 0.9999                      |
|  |  |
| 2025-09-18 | 0.9999                      |
|  |  |
| 2025-09-19 | 0.9999                      |
|  |  |
| 2025-09-22 | 0.9998                      |
|  |  |
| 2025-09-23 | 0.9998                      |
|  |  |
| 2025-09-24 | 0.9998                      |
|  |  |
| 2025-09-25 | 0.9998                      |
|  |  |
| 2025-09-29 | 0.9998                      |
|  |  |
| 2025-09-30 | 0.9998                      |
|  |  |
| 2025-09-26 | 0.9999                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $180016.07

- **Number of Shares Outstanding:** 180087.6600

- **Expense Reimbursement/Waiver:** 53.03

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $3304.13                |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-29 | $1487.30                  | $0.00                   |
| 2025-09-30 | $637.09                   | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $2124.39

**Total Gross Redemptions (Month):** $3304.13

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6700%           |
| 2025-09-03 | 3.6700%           |
| 2025-09-04 | 3.6700%           |
| 2025-09-05 | 3.6700%           |
| 2025-09-08 | 3.6700%           |
| 2025-09-09 | 3.6700%           |
| 2025-09-10 | 3.6700%           |
| 2025-09-11 | 3.6700%           |
| 2025-09-12 | 3.6700%           |
| 2025-09-15 | 3.6700%           |
| 2025-09-16 | 3.6700%           |
| 2025-09-17 | 3.6700%           |
| 2025-09-18 | 3.6500%           |
| 2025-09-19 | 3.6300%           |
| 2025-09-22 | 3.5600%           |
| 2025-09-23 | 3.5400%           |
| 2025-09-24 | 3.5100%           |
| 2025-09-25 | 3.5100%           |
| 2025-09-29 | 3.5100%           |
| 2025-09-30 | 3.5200%           |
| 2025-09-26 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 44.1200%         | 0.0000%              |
| Retail investor |  | 20.6600%         | 0.0000%              |
| Retail investor |  | 14.8700%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3941568037.76

- **Number of Shares Outstanding:** 3943138031.2100

- **Expense Reimbursement/Waiver:** 45605.84

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $2237691.56               | $328505239.41           |
| 2025-09-03 | $19308900.66              | $143298385.01           |
| 2025-09-04 | $22510178.78              | $8114122.22             |
| 2025-09-05 | $48437164.87              | $74219780.97            |
| 2025-09-08 | $12181221.24              | $28728916.95            |
| 2025-09-09 | $19267460.64              | $17045121.99            |
| 2025-09-10 | $38323174.43              | $5564507.59             |
| 2025-09-11 | $83308537.93              | $4055366.70             |
| 2025-09-12 | $39120620.21              | $47277822.53            |
| 2025-09-15 | $41086546.63              | $13888824.76            |
| 2025-09-16 | $75702888.52              | $15355122.64            |
| 2025-09-17 | $61252667.84              | $931270.35              |
| 2025-09-18 | $11200209.11              | $31082171.80            |
| 2025-09-19 | $20351176.56              | $72437809.88            |
| 2025-09-22 | $44875580.78              | $30213001.97            |
| 2025-09-23 | $158346645.57             | $3077004.12             |
| 2025-09-24 | $126160568.67             | $17780980.74            |
| 2025-09-25 | $51884795.49              | $190259314.26           |
| 2025-09-29 | $9528290.79               | $17036939.66            |
| 2025-09-30 | $77334996.25              | $22730948.03            |
| 2025-09-26 | $21166389.65              | $135827146.00           |

**Total Gross Subscriptions (Month):** $983585706.18

**Total Gross Redemptions (Month):** $1207429797.58

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9300%           |
| 2025-09-03 | 3.9300%           |
| 2025-09-04 | 3.9200%           |
| 2025-09-05 | 3.9300%           |
| 2025-09-08 | 3.9300%           |
| 2025-09-09 | 3.9300%           |
| 2025-09-10 | 3.9300%           |
| 2025-09-11 | 3.9300%           |
| 2025-09-12 | 3.9300%           |
| 2025-09-15 | 3.9300%           |
| 2025-09-16 | 3.9300%           |
| 2025-09-17 | 3.9300%           |
| 2025-09-18 | 3.9100%           |
| 2025-09-19 | 3.8900%           |
| 2025-09-22 | 3.8200%           |
| 2025-09-23 | 3.7900%           |
| 2025-09-24 | 3.7700%           |
| 2025-09-25 | 3.7700%           |
| 2025-09-29 | 3.7700%           |
| 2025-09-30 | 3.7800%           |
| 2025-09-26 | 3.7700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 16.2200%         | 0.0000%              |
| Depository institution or other banking institution |  | 18.2100%         | 0.0000%              |
| Broker-dealer                                       |  | 7.6700%          | 0.0000%              |
| Depository institution or other banking institution |  | 44.2400%         | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $345089538.44

- **Number of Shares Outstanding:** 345227186.6100

- **Expense Reimbursement/Waiver:** 4169.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9998          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $3131892.33               | $6464238.93             |
| 2025-09-03 | $3686549.95               | $5966794.96             |
| 2025-09-04 | $4756783.89               | $1308266.36             |
| 2025-09-05 | $2309603.06               | $2559236.47             |
| 2025-09-08 | $3263945.89               | $3898723.70             |
| 2025-09-09 | $961050.60                | $2420114.43             |
| 2025-09-10 | $1562639.07               | $2800986.48             |
| 2025-09-11 | $4389527.77               | $7626746.60             |
| 2025-09-12 | $5432524.22               | $2313625.84             |
| 2025-09-15 | $7233097.93               | $2013274.51             |
| 2025-09-16 | $2833457.09               | $3410586.38             |
| 2025-09-17 | $5434707.10               | $7430208.31             |
| 2025-09-18 | $9868979.99               | $3296176.68             |
| 2025-09-19 | $2550250.75               | $1547590.00             |
| 2025-09-22 | $4034500.95               | $4628195.75             |
| 2025-09-23 | $3942675.69               | $4018172.02             |
| 2025-09-24 | $3312971.99               | $5137144.14             |
| 2025-09-25 | $1452834.64               | $3605280.13             |
| 2025-09-29 | $1650644.35               | $3303897.69             |
| 2025-09-30 | $2063565.51               | $4921046.15             |
| 2025-09-26 | $1949602.68               | $5736085.68             |

**Total Gross Subscriptions (Month):** $75821805.45

**Total Gross Redemptions (Month):** $84406391.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1300%           |
| 2025-09-03 | 4.1300%           |
| 2025-09-04 | 4.1300%           |
| 2025-09-05 | 4.1300%           |
| 2025-09-08 | 4.1300%           |
| 2025-09-09 | 4.1300%           |
| 2025-09-10 | 4.1300%           |
| 2025-09-11 | 4.1300%           |
| 2025-09-12 | 4.1300%           |
| 2025-09-15 | 4.1300%           |
| 2025-09-16 | 4.1300%           |
| 2025-09-17 | 4.1300%           |
| 2025-09-18 | 4.1100%           |
| 2025-09-19 | 4.0900%           |
| 2025-09-22 | 4.0200%           |
| 2025-09-23 | 3.9900%           |
| 2025-09-24 | 3.9700%           |
| 2025-09-25 | 3.9700%           |
| 2025-09-29 | 3.9700%           |
| 2025-09-30 | 3.9800%           |
| 2025-09-26 | 3.9700%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $11873033.77

- **Number of Shares Outstanding:** 11877315.6200

- **Expense Reimbursement/Waiver:** 160.55

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9999          |
|  |  |
| 2025-09-05 | 1.0000          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 1.0000          |
|  |  |
| 2025-09-22 | 0.9999          |
|  |  |
| 2025-09-23 | 0.9999          |
|  |  |
| 2025-09-24 | 0.9999          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $1000000.00             |
| 2025-09-08 | $10920.47                 | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $2000000.00               | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $2000000.00               | $0.00                   |
| 2025-09-15 | $0.00                     | $1000000.00             |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $2500000.00             |
| 2025-09-19 | $0.00                     | $1500000.00             |
| 2025-09-22 | $0.00                     | $500000.00              |
| 2025-09-23 | $0.00                     | $3000000.00             |
| 2025-09-24 | $0.00                     | $2000000.00             |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $2045850.07               | $0.00                   |
| 2025-09-26 | $2500000.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $8556770.54

**Total Gross Redemptions (Month):** $11500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |
| 2025-09-26 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.9100%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $104723.68

- **Number of Shares Outstanding:** 104766.9500

- **Expense Reimbursement/Waiver:** 10.70

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9998          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $1000000.00             |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $354.02                   | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $354.02

**Total Gross Redemptions (Month):** $1000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |
| 2025-09-26 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | Other - Partnerships | 100.0000%        | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $52362.83

- **Number of Shares Outstanding:** 52383.7700

- **Expense Reimbursement/Waiver:** 0.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9998          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $0.00                   |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $0.00                   |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $0.00                   |
| 2025-09-12 | $0.00                     | $0.00                   |
| 2025-09-15 | $0.00                     | $0.00                   |
| 2025-09-16 | $0.00                     | $0.00                   |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $0.00                   |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $177.11                   | $0.00                   |
| 2025-09-26 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $177.11

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1700%           |
| 2025-09-04 | 4.1800%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1700%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0500%           |
| 2025-09-24 | 4.0300%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |
| 2025-09-26 | 4.0200%           |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7563238547.94

- **Number of Shares Outstanding:** 7566250147.2300

- **Expense Reimbursement/Waiver:** 91025.42

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $7746350.34               | $225884539.21           |
| 2025-09-03 | $60400665.84              | $53501.03               |
| 2025-09-04 | $68357579.11              | $1421247.13             |
| 2025-09-05 | $132728968.27             | $31891537.24            |
| 2025-09-08 | $1369860.59               | $118591244.75           |
| 2025-09-09 | $13123775.35              | $158352.09              |
| 2025-09-10 | $25871799.77              | $894874.43              |
| 2025-09-11 | $335750.95                | $62750923.51            |
| 2025-09-12 | $107478.38                | $91631632.74            |
| 2025-09-15 | $1230464.69               | $198487858.60           |
| 2025-09-16 | $40580139.94              | $25213109.47            |
| 2025-09-17 | $66456702.82              | $5263183.09             |
| 2025-09-18 | $73815354.17              | $1205054.60             |
| 2025-09-19 | $5241824.46               | $105954796.85           |
| 2025-09-22 | $5650581.26               | $38294835.92            |
| 2025-09-23 | $43122915.45              | $93042.13               |
| 2025-09-24 | $12804934.90              | $30205686.23            |
| 2025-09-25 | $54798482.71              | $52139567.15            |
| 2025-09-29 | $18804555.97              | $72287051.14            |
| 2025-09-30 | $64583685.33              | $22859653.87            |
| 2025-09-26 | $40628669.93              | $20124271.56            |

**Total Gross Subscriptions (Month):** $737760540.23

**Total Gross Redemptions (Month):** $1105405962.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0800%           |
| 2025-09-03 | 4.0800%           |
| 2025-09-04 | 4.0700%           |
| 2025-09-05 | 4.0800%           |
| 2025-09-08 | 4.0800%           |
| 2025-09-09 | 4.0800%           |
| 2025-09-10 | 4.0800%           |
| 2025-09-11 | 4.0800%           |
| 2025-09-12 | 4.0800%           |
| 2025-09-15 | 4.0800%           |
| 2025-09-16 | 4.0800%           |
| 2025-09-17 | 4.0800%           |
| 2025-09-18 | 4.0600%           |
| 2025-09-19 | 4.0400%           |
| 2025-09-22 | 3.9700%           |
| 2025-09-23 | 3.9400%           |
| 2025-09-24 | 3.9200%           |
| 2025-09-25 | 3.9200%           |
| 2025-09-29 | 3.9200%           |
| 2025-09-30 | 3.9300%           |
| 2025-09-26 | 3.9200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 60.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 37.0500%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $86934778.44

- **Number of Shares Outstanding:** 86969260.5500

- **Expense Reimbursement/Waiver:** 1214.86

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $308166.00                | $0.00                   |
| 2025-09-03 | $1577614.00               | $0.00                   |
| 2025-09-04 | $0.00                     | $1409285.00             |
| 2025-09-05 | $4938623.00               | $0.00                   |
| 2025-09-08 | $0.00                     | $131312.00              |
| 2025-09-09 | $1143319.00               | $0.00                   |
| 2025-09-10 | $92475.00                 | $0.00                   |
| 2025-09-11 | $0.00                     | $588380.00              |
| 2025-09-12 | $0.00                     | $1981618.00             |
| 2025-09-15 | $7423027.00               | $0.00                   |
| 2025-09-16 | $2976936.00               | $1000000.00             |
| 2025-09-17 | $5066149.00               | $0.00                   |
| 2025-09-18 | $1238346.00               | $0.00                   |
| 2025-09-19 | $357368.00                | $0.00                   |
| 2025-09-22 | $0.00                     | $14283781.00            |
| 2025-09-23 | $307173.00                | $0.00                   |
| 2025-09-24 | $0.00                     | $2466048.00             |
| 2025-09-25 | $0.00                     | $5761489.00             |
| 2025-09-29 | $0.00                     | $2568522.00             |
| 2025-09-30 | $248364.46                | $5090016.00             |
| 2025-09-26 | $1067659.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $26745219.46

**Total Gross Redemptions (Month):** $35280451.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |
| 2025-09-26 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 71.1100%         | 0.0000%              |
| Depository institution or other banking institution |  | 28.6600%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $51552469.73

- **Number of Shares Outstanding:** 51572973.7200

- **Expense Reimbursement/Waiver:** 630.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.00                     | $0.00                   |
| 2025-09-03 | $0.00                     | $125000.00              |
| 2025-09-04 | $0.00                     | $0.00                   |
| 2025-09-05 | $0.00                     | $0.00                   |
| 2025-09-08 | $0.00                     | $0.00                   |
| 2025-09-09 | $0.00                     | $300000.00              |
| 2025-09-10 | $0.00                     | $0.00                   |
| 2025-09-11 | $0.00                     | $750000.00              |
| 2025-09-12 | $950000.00                | $0.00                   |
| 2025-09-15 | $0.00                     | $500000.00              |
| 2025-09-16 | $0.00                     | $150000.00              |
| 2025-09-17 | $0.00                     | $0.00                   |
| 2025-09-18 | $0.00                     | $0.00                   |
| 2025-09-19 | $0.00                     | $0.00                   |
| 2025-09-22 | $0.00                     | $0.00                   |
| 2025-09-23 | $0.00                     | $0.00                   |
| 2025-09-24 | $0.00                     | $0.00                   |
| 2025-09-25 | $0.00                     | $850000.00              |
| 2025-09-29 | $0.00                     | $0.00                   |
| 2025-09-30 | $178010.63                | $125000.00              |
| 2025-09-26 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1128010.63

**Total Gross Redemptions (Month):** $2800000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-26 | 4.0200%           |
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 46.3900%         | 0.0000%              |
| Non-financial corporation |  | 49.8000%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $668769352.16

- **Number of Shares Outstanding:** 669035742.9000

- **Expense Reimbursement/Waiver:** 7885.77

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $389951.49                | $5171320.70             |
| 2025-09-03 | $619360.82                | $5799687.94             |
| 2025-09-04 | $970306.25                | $596066.68              |
| 2025-09-05 | $504771.92                | $1428394.82             |
| 2025-09-08 | $251012.26                | $104031.96              |
| 2025-09-09 | $113451.70                | $743277.67              |
| 2025-09-10 | $98071.15                 | $410102.77              |
| 2025-09-11 | $681831.13                | $106524.12              |
| 2025-09-12 | $334934.92                | $55928.70               |
| 2025-09-15 | $733319.64                | $505228.61              |
| 2025-09-16 | $484516.27                | $226262.17              |
| 2025-09-17 | $73060.93                 | $159557.64              |
| 2025-09-18 | $98518.45                 | $358719.27              |
| 2025-09-19 | $10372820.83              | $95804.55               |
| 2025-09-22 | $218367.27                | $480359.91              |
| 2025-09-23 | $697244.52                | $1909463.46             |
| 2025-09-24 | $692010.49                | $154312.73              |
| 2025-09-25 | $403416.72                | $2253924.95             |
| 2025-09-29 | $27501.79                 | $724254.06              |
| 2025-09-30 | $1901927.79               | $229365.44              |
| 2025-09-26 | $982007.47                | $2195993.59             |

**Total Gross Subscriptions (Month):** $20648403.81

**Total Gross Redemptions (Month):** $23708581.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.6800%           |
| 2025-09-03 | 3.6800%           |
| 2025-09-04 | 3.6800%           |
| 2025-09-05 | 3.6800%           |
| 2025-09-08 | 3.6800%           |
| 2025-09-09 | 3.6800%           |
| 2025-09-10 | 3.6800%           |
| 2025-09-11 | 3.6800%           |
| 2025-09-12 | 3.6800%           |
| 2025-09-15 | 3.6800%           |
| 2025-09-16 | 3.6800%           |
| 2025-09-17 | 3.6800%           |
| 2025-09-18 | 3.6700%           |
| 2025-09-19 | 3.6400%           |
| 2025-09-22 | 3.5700%           |
| 2025-09-23 | 3.5500%           |
| 2025-09-24 | 3.5300%           |
| 2025-09-25 | 3.5200%           |
| 2025-09-29 | 3.5300%           |
| 2025-09-30 | 3.5300%           |
| 2025-09-26 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 11.2100%         | 0.0000%              |
| Non-financial corporation |  | 6.7500%          | 0.0000%              |
| Non-financial corporation |  | 80.3700%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $1455637758.05

- **Number of Shares Outstanding:** 1456213711.9500

- **Expense Reimbursement/Waiver:** 23877.15

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-26 | $141350000.00             | $0.00                   |
| 2025-09-02 | $433500000.00             | $0.00                   |
| 2025-09-03 | $94000000.00              | $0.00                   |
| 2025-09-04 | $310250000.00             | $0.00                   |
| 2025-09-05 | $226500000.00             | $0.00                   |
| 2025-09-08 | $129250000.00             | $1000000.00             |
| 2025-09-09 | $0.00                     | $277847262.50           |
| 2025-09-10 | $1000000.00               | $224750000.00           |
| 2025-09-11 | $0.00                     | $853250000.00           |
| 2025-09-12 | $838750000.00             | $0.00                   |
| 2025-09-15 | $0.00                     | $276750000.00           |
| 2025-09-16 | $0.00                     | $13500000.00            |
| 2025-09-17 | $0.00                     | $242000000.00           |
| 2025-09-18 | $1000000.00               | $206500000.00           |
| 2025-09-19 | $227750000.00             | $7500000.00             |
| 2025-09-22 | $0.00                     | $274250000.00           |
| 2025-09-23 | $0.00                     | $432250000.00           |
| 2025-09-24 | $0.00                     | $23250000.00            |
| 2025-09-25 | $98500000.00              | $0.00                   |
| 2025-09-29 | $0.00                     | $224000000.00           |
| 2025-09-30 | $242741565.39             | $1000000.00             |

**Total Gross Subscriptions (Month):** $2744591565.39

**Total Gross Redemptions (Month):** $3057847262.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-26 | 4.0200%           |
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 27.4100%         | 0.0000%              |
| Depository institution or other banking institution |  | 27.4100%         | 0.0000%              |
| Depository institution or other banking institution |  | 40.0500%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $361844203.52

- **Number of Shares Outstanding:** 361988367.4600

- **Expense Reimbursement/Waiver:** 10907.52

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $0.03                     | $2854119.30             |
| 2025-09-03 | $16570753.24              | $2854119.30             |
| 2025-09-04 | $0.00                     | $1755951.31             |
| 2025-09-05 | $0.00                     | $1148334.58             |
| 2025-09-08 | $0.00                     | $4956679.07             |
| 2025-09-09 | $7.00                     | $1502951.15             |
| 2025-09-10 | $37.11                    | $2069074.40             |
| 2025-09-11 | $0.00                     | $2647532.28             |
| 2025-09-12 | $2204414.72               | $0.00                   |
| 2025-09-15 | $540.00                   | $4070512.95             |
| 2025-09-16 | $516237.89                | $1.00                   |
| 2025-09-17 | $1138644.31               | $0.00                   |
| 2025-09-18 | $60970700.71              | $0.00                   |
| 2025-09-19 | $994.73                   | $23641894.92            |
| 2025-09-22 | $936.00                   | $16987557.66            |
| 2025-09-23 | $0.00                     | $17853893.21            |
| 2025-09-24 | $244168.58                | $0.00                   |
| 2025-09-25 | $310.72                   | $7923015.18             |
| 2025-09-29 | $0.00                     | $2203947.60             |
| 2025-09-30 | $1041231.36               | $4328632.29             |
| 2025-09-26 | $40.62                    | $5182693.10             |

**Total Gross Subscriptions (Month):** $82689017.02

**Total Gross Redemptions (Month):** $101980909.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.3500%           |
| 2025-09-03 | 3.3500%           |
| 2025-09-04 | 3.3400%           |
| 2025-09-05 | 3.3500%           |
| 2025-09-08 | 3.3500%           |
| 2025-09-09 | 3.3500%           |
| 2025-09-10 | 3.3500%           |
| 2025-09-11 | 3.3500%           |
| 2025-09-12 | 3.3500%           |
| 2025-09-15 | 3.3500%           |
| 2025-09-16 | 3.3500%           |
| 2025-09-17 | 3.3500%           |
| 2025-09-18 | 3.3300%           |
| 2025-09-19 | 3.3100%           |
| 2025-09-22 | 3.2400%           |
| 2025-09-23 | 3.2100%           |
| 2025-09-24 | 3.1900%           |
| 2025-09-25 | 3.1900%           |
| 2025-09-29 | 3.1900%           |
| 2025-09-30 | 3.2000%           |
| 2025-09-26 | 3.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3542635062.47

- **Number of Shares Outstanding:** 3544047967.2700

- **Expense Reimbursement/Waiver:** 41319.93

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9998          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-26 | $6424351.09               | $11107665.84            |
| 2025-09-02 | $13926117.90              | $5449546.48             |
| 2025-09-03 | $7878935.69               | $8816001.62             |
| 2025-09-04 | $4466315.44               | $6471884.57             |
| 2025-09-05 | $6158442.39               | $6999924.66             |
| 2025-09-08 | $5829643.08               | $5702174.30             |
| 2025-09-09 | $22680601.41              | $8461562.72             |
| 2025-09-10 | $7218128.75               | $9098101.89             |
| 2025-09-11 | $7813599.10               | $9339782.33             |
| 2025-09-12 | $12029881.56              | $7870229.37             |
| 2025-09-15 | $8220160.93               | $14812712.90            |
| 2025-09-16 | $8298847.89               | $8433439.36             |
| 2025-09-17 | $6061623.70               | $4609642.67             |
| 2025-09-18 | $7211787.47               | $5855597.96             |
| 2025-09-19 | $8801680.23               | $8073966.12             |
| 2025-09-22 | $11463587.59              | $4908816.45             |
| 2025-09-23 | $5569017.83               | $4287191.69             |
| 2025-09-24 | $2952728.73               | $5822080.87             |
| 2025-09-25 | $5568900.96               | $3054104.77             |
| 2025-09-29 | $67921218.90              | $22602502.65            |
| 2025-09-30 | $60679584.89              | $6804673.97             |

**Total Gross Subscriptions (Month):** $287175155.53

**Total Gross Redemptions (Month):** $168581603.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-26 | 4.0200%           |
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 9.9100%          | 0.0000%              |
| Broker-dealer |  | 89.7000%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4492373241.26

- **Number of Shares Outstanding:** 4494163001.1600

- **Expense Reimbursement/Waiver:** 53843.44

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-26 | 0.9999          |
|  |  |
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-26 | $187208976.46             | $179091008.55           |
| 2025-09-02 | $206434138.00             | $162497632.12           |
| 2025-09-03 | $279021562.08             | $242561811.98           |
| 2025-09-04 | $193636151.16             | $254426478.00           |
| 2025-09-05 | $279158223.65             | $210213930.92           |
| 2025-09-08 | $233220223.39             | $210481881.00           |
| 2025-09-09 | $236255429.46             | $342866534.10           |
| 2025-09-10 | $251047694.62             | $227702489.13           |
| 2025-09-11 | $186194000.21             | $282692689.46           |
| 2025-09-12 | $245929367.52             | $168107442.10           |
| 2025-09-15 | $204416679.03             | $228687626.08           |
| 2025-09-16 | $464826578.23             | $189490662.00           |
| 2025-09-17 | $272461492.43             | $212892610.00           |
| 2025-09-18 | $218387672.03             | $231216812.00           |
| 2025-09-19 | $223060965.58             | $417424078.54           |
| 2025-09-22 | $247025035.01             | $255571297.82           |
| 2025-09-23 | $196785335.12             | $242785301.00           |
| 2025-09-24 | $200052188.53             | $183459944.82           |
| 2025-09-25 | $179391449.82             | $209333992.23           |
| 2025-09-29 | $203392674.33             | $183352962.86           |
| 2025-09-30 | $207402594.06             | $265754059.18           |

**Total Gross Subscriptions (Month):** $4915308430.72

**Total Gross Redemptions (Month):** $4900611243.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-26 | 3.6200%           |
| 2025-09-02 | 3.7800%           |
| 2025-09-03 | 3.7800%           |
| 2025-09-04 | 3.7700%           |
| 2025-09-05 | 3.7800%           |
| 2025-09-08 | 3.7800%           |
| 2025-09-09 | 3.7800%           |
| 2025-09-10 | 3.7800%           |
| 2025-09-11 | 3.7800%           |
| 2025-09-12 | 3.7800%           |
| 2025-09-15 | 3.7800%           |
| 2025-09-16 | 3.7800%           |
| 2025-09-17 | 3.7800%           |
| 2025-09-18 | 3.7600%           |
| 2025-09-19 | 3.7400%           |
| 2025-09-22 | 3.6700%           |
| 2025-09-23 | 3.6400%           |
| 2025-09-24 | 3.6200%           |
| 2025-09-25 | 3.6200%           |
| 2025-09-29 | 3.6200%           |
| 2025-09-30 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.4200%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $157070163324.51

- **Number of Shares Outstanding:** 157132714617.8700

- **Expense Reimbursement/Waiver:** 1924724.89

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 0.9998          |
|  |  |
| 2025-09-03 | 0.9998          |
|  |  |
| 2025-09-04 | 0.9998          |
|  |  |
| 2025-09-05 | 0.9999          |
|  |  |
| 2025-09-08 | 0.9999          |
|  |  |
| 2025-09-09 | 0.9999          |
|  |  |
| 2025-09-10 | 0.9999          |
|  |  |
| 2025-09-11 | 0.9999          |
|  |  |
| 2025-09-12 | 0.9999          |
|  |  |
| 2025-09-15 | 0.9999          |
|  |  |
| 2025-09-16 | 0.9999          |
|  |  |
| 2025-09-17 | 0.9999          |
|  |  |
| 2025-09-18 | 0.9999          |
|  |  |
| 2025-09-19 | 0.9999          |
|  |  |
| 2025-09-22 | 0.9998          |
|  |  |
| 2025-09-23 | 0.9998          |
|  |  |
| 2025-09-24 | 0.9998          |
|  |  |
| 2025-09-25 | 0.9998          |
|  |  |
| 2025-09-29 | 0.9998          |
|  |  |
| 2025-09-30 | 0.9998          |
|  |  |
| 2025-09-26 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-26 | $4592062537.63            | $4967375299.43          |
| 2025-09-02 | $7189150626.93            | $3826357236.22          |
| 2025-09-03 | $3316875058.38            | $5486618039.91          |
| 2025-09-04 | $5097406467.53            | $3018376836.42          |
| 2025-09-05 | $3725916686.92            | $4533942935.37          |
| 2025-09-08 | $2837998112.84            | $4110145429.05          |
| 2025-09-09 | $4594155075.83            | $3331179699.20          |
| 2025-09-10 | $3556495420.40            | $3800524289.72          |
| 2025-09-11 | $5631993330.94            | $3160309145.50          |
| 2025-09-12 | $2565672396.14            | $6984113627.83          |
| 2025-09-15 | $7901093328.75            | $5410123878.19          |
| 2025-09-16 | $5530471915.19            | $4971608410.63          |
| 2025-09-17 | $2833855189.29            | $5597098738.36          |
| 2025-09-18 | $5490869924.19            | $2600228499.19          |
| 2025-09-19 | $2566715125.36            | $6644055930.54          |
| 2025-09-22 | $4856597577.37            | $4984155467.24          |
| 2025-09-23 | $3957519014.13            | $2780276137.42          |
| 2025-09-24 | $3682905956.61            | $5302225825.85          |
| 2025-09-25 | $5074118984.97            | $5675238383.80          |
| 2025-09-29 | $2968556578.82            | $5053038632.89          |
| 2025-09-30 | $4877125584.75            | $5657506516.98          |

**Total Gross Subscriptions (Month):** $92847554892.97

**Total Gross Redemptions (Month):** $97894498959.74

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1800%           |
| 2025-09-03 | 4.1800%           |
| 2025-09-04 | 4.1700%           |
| 2025-09-05 | 4.1800%           |
| 2025-09-08 | 4.1800%           |
| 2025-09-09 | 4.1800%           |
| 2025-09-10 | 4.1800%           |
| 2025-09-11 | 4.1800%           |
| 2025-09-12 | 4.1800%           |
| 2025-09-15 | 4.1800%           |
| 2025-09-16 | 4.1800%           |
| 2025-09-17 | 4.1800%           |
| 2025-09-18 | 4.1600%           |
| 2025-09-19 | 4.1400%           |
| 2025-09-22 | 4.0700%           |
| 2025-09-23 | 4.0400%           |
| 2025-09-24 | 4.0200%           |
| 2025-09-25 | 4.0200%           |
| 2025-09-29 | 4.0200%           |
| 2025-09-30 | 4.0300%           |
| 2025-09-26 | 4.0200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.7400%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.8200%          | 0.0000%              |
| Broker-dealer                                       |  | 38.7000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RH9, C.4 - ISIN: US3130B7RH91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $391490482.64
- **C.18.a - Value (excl. sponsor support):** $391490482.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169998957.90
- **C.18.a - Value (excl. sponsor support):** $169998957.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2027-09-30
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1360816453.61
- **C.18.a - Value (excl. sponsor support):** $1360816453.61
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: U.S. Treasury Bills

- **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):** $1811006110.16
- **C.18.a - Value (excl. sponsor support):** $1811006110.16
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 5: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **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: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDSC4NW3
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLSL1606 | 2055-07-01      | 6.5000%  | N/A     | $72397410.00       | $73706243.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1973 | 2054-07-01      | 6.0000%  | N/A     | $100000000.00      | $95752386.97       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | N/A     | $97288496.00       | $73539946.14       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2660 | 2055-02-01      | 6.0000%  | N/A     | $88721382.00       | $91751424.18       | Agency Mortgage-Backed Securities |

### Security 6: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83983322.29
- **C.18.a - Value (excl. sponsor support):** $83983322.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 7: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDSC4QL4
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $402414.00         | $284097.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $60.00             | $52.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $173035.00         | $125227.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $532509.00         | $221993.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $2642995.00        | $1936532.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $153853.00         | $99216.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 0.0000%  | N/A     | $241127.00         | $183019.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | N/A     | $9732.00           | $7554.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $226822.00         | $152138.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $5227540.00        | $4514076.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $26680.00          | $22482.28          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $239670.00         | $223832.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $110.00            | $92.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $10000.00          | $8849.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $1603712.00        | $1653367.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $30.00             | $20.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $667527.00         | $594888.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $196546.00         | $171779.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | N/A     | $919.00            | $778.69            | U.S. Treasuries (including strips) |

### Security 8: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $570336084.13
- **C.18.a - Value (excl. sponsor support):** $570336084.13
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **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):** $1826080960.82
- **C.18.a - Value (excl. sponsor support):** $1826080960.82
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $827779268.78
- **C.18.a - Value (excl. sponsor support):** $827779268.78
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 11: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $165601343.18
- **C.18.a - Value (excl. sponsor support):** $165601343.18
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 12: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $262379162.81
- **C.18.a - Value (excl. sponsor support):** $262379162.81
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320856262.28
- **C.18.a - Value (excl. sponsor support):** $320856262.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244998863.20
- **C.18.a - Value (excl. sponsor support):** $244998863.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $343942855.81
- **C.18.a - Value (excl. sponsor support):** $343942855.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDRZ5VM0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $139702400.00      | $104057437.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $102120000.00      | $103348605.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $4200.00           | $3954.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $98281600.00       | $98590007.66       | U.S. Treasuries (including strips) |

### Security 17: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4Q34
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $2500.00           | $2536.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | N/A     | $829100.00         | $819321.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | N/A     | $984336400.00      | $978332932.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $545607900.00      | $556943613.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | N/A     | $1117000.00        | $1108003.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $143245000.00      | $140713144.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $10807000.00       | $10841805.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | N/A     | $6200.00           | $6158.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $47200.00          | $46137.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $6679600.00        | $6669867.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $89252000.00       | $83012147.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $1083428800.00     | $1050475229.62     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $282437200.00      | $287963704.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | N/A     | $10404900.00       | $10149667.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $2299800.00        | $2273864.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $473900.00         | $474631.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $212321600.00      | $214655916.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $100.00            | $101.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | N/A     | $3322300.00        | $3312233.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $6539500.00        | $6602452.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | N/A     | $546900.00         | $544355.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $5410600.00        | $5439256.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $1208844800.00     | $1229612793.56     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $100.00            | $101.82            | U.S. Treasuries (including strips) |

### Security 18: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDSC4Q42
- **C.18 - Value (incl. sponsor support):** $58000000.00
- **C.18.a - Value (excl. sponsor support):** $58000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| SHELL: GNMA GNPL PN CJ8131                         | 2049-12-31      | 0.0000%  | N/A     | $9001.00           | $7595.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-08-20      | 6.0000%  | N/A     | $7133.00           | $7395.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2028-03-01      | 2.5000%  | N/A     | $18732.00          | $755.60            | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2031-03-17      | 4.6250%  | N/A     | $1000.00           | $999.97            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-04-20      | 5.5000%  | N/A     | $6000.00           | $5981.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2052-11-01      | 4.5000%  | N/A     | $2852.00           | $2706.77           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2040-04-23      | 5.7800%  | N/A     | $1000.00           | $1028.06           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1         | 2036-12-15      | 6.0000%  | N/A     | $1197.00           | $43.26             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-09-20      | 5.5000%  | N/A     | $6709.00           | $6846.02           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2031-11-01      | 6.0000%  | N/A     | $2312.00           | $2.09              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-09-20      | 5.5000%  | N/A     | $4443.00           | $4502.84           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2047-06-20      | 3.5000%  | N/A     | $1938.00           | $228.93            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-03-01      | 6.0000%  | N/A     | $204736.00         | $209.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2032-03-01      | 6.0000%  | N/A     | $110354.00         | $522.90            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2031-10-01      | 6.0000%  | N/A     | $5768.00           | $6.82              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2030-07-01      | 4.5000%  | N/A     | $1048.00           | $17.08             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2055-05-01      | 5.0000%  | N/A     | $4491.00           | $4495.00           | Agency Mortgage-Backed Securities         |
| GNMA GNII SP 788159 C                              | 2054-12-20      | 0.0000%  | N/A     | $11577.00          | $11633.61          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2043-02-01      | 3.5000%  | N/A     | $28687.00          | $4990.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2047-05-20      | 4.0000%  | N/A     | $23584.00          | $2197.06           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2051-03-01      | 2.0000%  | N/A     | $2752.00           | $1643.93           | Agency Mortgage-Backed Securities         |
| FHLMC_6                                            | 2036-04-15      | 6.0000%  | N/A     | $15334.00          | $1458.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-10-01      | 6.0000%  | N/A     | $1247.00           | $0.90              | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2045-07-03      | 5.9300%  | N/A     | $1000.00           | $1016.33           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2038-02-01      | 6.0000%  | N/A     | $2892.00           | $19.40             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1         | 2040-08-15      | 4.0000%  | N/A     | $2418.00           | $98.58             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-11-20      | 4.5000%  | N/A     | $10067.00          | $9484.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2026-11-01      | 3.5000%  | N/A     | $2240.00           | $2.64              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2031-06-01      | 7.5000%  | N/A     | $5882.00           | $2.59              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2049-10-20      | 3.0000%  | N/A     | $5134.00           | $363.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-11-20      | 5.0000%  | N/A     | $8997.00           | $8664.93           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2027-11-01      | 5.5000%  | N/A     | $2399.00           | $1.68              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-08-20      | 5.5000%  | N/A     | $1673.00           | $1691.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2050-02-01      | 4.0000%  | N/A     | $1120.00           | $420.81            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2033-08-15      | 0.0000%  | N/A     | $0.83              | $0.60              | U.S. Treasuries (including strips)        |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2026-08-14      | 4.5000%  | N/A     | $1000.00           | $1011.32           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2052-07-20      | 4.5000%  | N/A     | $10193.00          | $7709.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2054-09-01      | 6.5000%  | N/A     | $5009.00           | $4329.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-06-20      | 6.0000%  | N/A     | $8865.00           | $8994.38           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2042-05-19      | 4.9800%  | N/A     | $1000.00           | $975.10            | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY                             | 2028-06-15      | 3.8750%  | N/A     | $40823000.00       | $41537343.39       | U.S. Treasuries (including strips)        |
| FNMA_19-61                                         | 2049-11-25      | 2.5000%  | N/A     | $11312.00          | $7038.34           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2026-06-01      | 4.0000%  | N/A     | $2410.00           | $1.66              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2037-03-01      | 7.0000%  | N/A     | $2726.00           | $7.86              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2053-11-20      | 4.5000%  | N/A     | $8382.00           | $7594.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2031-03-01      | 5.0000%  | N/A     | $14410.00          | $75.99             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2026-07-30      | 5.0000%  | N/A     | $1000.00           | $1017.98           | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2028-06-20      | 4.0000%  | N/A     | $6624.00           | $51.23             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2027-02-01      | 7.5000%  | N/A     | $21483.00          | $2.06              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-06-01      | 3.0000%  | N/A     | $1000.00           | $111.57            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1015.00           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                   | 2027-09-01      | 3.0000%  | N/A     | $99819.00          | $2218.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-09-20      | 6.5000%  | N/A     | $2277.00           | $2370.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2026-02-01      | 4.0000%  | N/A     | $3987.00           | $3.94              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2049-05-20      | 4.5000%  | N/A     | $38742.00          | $3757.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2027-12-01      | 5.5000%  | N/A     | $3729.00           | $2.21              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-05-01      | 6.0000%  | N/A     | $26215.00          | $38.09             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-06-20      | 6.5000%  | N/A     | $2166.00           | $2256.25           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2036-04-14      | 2.5000%  | N/A     | $1000.00           | $834.64            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2033-10-01      | 6.0000%  | N/A     | $8626.00           | $41.38             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2044-02-20      | 4.0000%  | N/A     | $3524.00           | $460.83            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2051-01-20      | 3.5000%  | N/A     | $19720.00          | $7406.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2039-10-01      | 3.5000%  | N/A     | $88736.00          | $4475.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2026-09-01      | 2.1200%  | N/A     | $4480.00           | $4408.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-09-20      | 5.5000%  | N/A     | $5720.00           | $5850.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-08-20      | 6.0000%  | N/A     | $4612.00           | $3760.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2026-05-01      | 6.0000%  | N/A     | $58333.00          | $45.84             | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2030-09-30      | 4.2500%  | N/A     | $1000.00           | $1016.10           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2054-08-01      | 6.0000%  | N/A     | $2144.00           | $2089.46           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-04-20      | 6.0000%  | N/A     | $7687.00           | $7750.48           | Agency Mortgage-Backed Securities         |
| FEDERAL FARM CREDIT BANKS FUNDING CORP             | 2035-09-25      | 5.3100%  | N/A     | $1000.00           | $1000.46           | Agency Debentures and Agency Strips       |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2035-08-13      | 1.5000%  | N/A     | $1000.00           | $760.72            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2029-11-01      | 5.3600%  | N/A     | $3560.00           | $3736.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2051-05-20      | 3.0000%  | N/A     | $1024.00           | $502.98            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2051-01-20      | 3.0000%  | N/A     | $10988.00          | $4094.46           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4630A | 2055-01-15      | 4.0000%  | N/A     | $7013.00           | $8139.44           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $749.30            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-09-20      | 4.5000%  | N/A     | $6557.00           | $6167.91           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-10-20      | 5.0000%  | N/A     | $17568.00          | $16798.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-07-20      | 6.5000%  | N/A     | $8480.00           | $8843.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-05-20      | 5.5000%  | N/A     | $2121.00           | $2138.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2054-10-20      | 4.5000%  | N/A     | $18558432.00       | $17359325.71       | Agency Mortgage-Backed Securities         |
| GNMA_23-111E                                       | 2053-08-20      | 1.5312%  | N/A     | $149232.00         | $4204.94           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2052-05-20      | 4.0000%  | N/A     | $10000.00          | $7330.24           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2052-10-20      | 5.5000%  | N/A     | $10877.00          | $7729.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2054-01-01      | 6.5000%  | N/A     | $4732.00           | $2246.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2033-05-01      | 5.0000%  | N/A     | $14973.00          | $88.58             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2030-10-01      | 4.0000%  | N/A     | $2229.00           | $39.41             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2032-01-01      | 6.0000%  | N/A     | $3686.00           | $3.59              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2036-02-01      | 5.0000%  | N/A     | $5320.00           | $52.29             | Agency Mortgage-Backed Securities         |
| FHLMC_2121                                         | 2029-02-15      | 6.0000%  | N/A     | $18.00             | $0.05              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1         | 2057-09-15      | 4.4500%  | N/A     | $1865.00           | $1779.11           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2038-11-15      | 0.0000%  | N/A     | $1000.00           | $543.35            | Agency Debentures and Agency Strips       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2030-09-30      | 4.0000%  | N/A     | $1000.00           | $998.71            | Agency Debentures and Agency Strips       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2039-04-20      | 6.0000%  | N/A     | $1727.00           | $21.94             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2032-05-01      | 6.0000%  | N/A     | $2240.00           | $1.74              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2         | 2055-04-20      | 6.5000%  | N/A     | $6622.00           | $6888.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2028-03-01      | 5.5000%  | N/A     | $419123.00         | $3746.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2032-09-01      | 6.0000%  | N/A     | $2684.00           | $2.63              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2026-08-01      | 3.5000%  | N/A     | $2066.00           | $1.69              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION              | 2027-03-01      | 6.5000%  | N/A     | $2303.00           | $3.60              | Agency Mortgage-Backed Securities         |

### Security 19: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PY7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $297141000.00      | $304071645.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $1000.00           | $971.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $800.00            | $792.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $200677600.00      | $205926623.64      | U.S. Treasuries (including strips) |

### Security 20: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4016                                                | 2042-03-15      | 2.0134%  | N/A     | $120553652.00      | $856154.98         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2050-03-25      | 1.5295%  | N/A     | $27901889.00       | $2849832.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                               | 2046-11-15      | 1.5134%  | N/A     | $107147046.00      | $4279381.95        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                 | 2030-09-25      | 3.0374%  | N/A     | $23715480.00       | $2802306.85        | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                               | 2044-08-20      | 1.9501%  | N/A     | $47506714.00       | $837105.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                               | 2049-06-15      | 1.5634%  | N/A     | $44489213.00       | $1705793.64        | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                               | 2042-10-25      | 1.6295%  | N/A     | $36714285.00       | $236607.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585D                                               | 2055-10-25      | 4.5000%  | N/A     | $1111111.00        | $1063423.23        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                               | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $220374.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                               | 2050-03-20      | 1.8001%  | N/A     | $10560142.00       | $567890.01         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG08 | 2033-05-25      | 4.1340%  | N/A     | $1256942.00        | $1244979.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                               | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4229935.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                              | 2053-12-20      | 2.0112%  | N/A     | $44850000.00       | $970534.01         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34L                                               | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2465371.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                              | 2055-08-20      | 2.1612%  | N/A     | $6000000.00        | $410985.99         | Agency Collateralized Mortgage Obligation |
| GNMA_21-114G                                              | 2051-06-20      | 2.5000%  | N/A     | $25688400.00       | $1807848.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                              | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $177819.82         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                               | 2049-11-25      | 1.5295%  | N/A     | $32999250.00       | $1269372.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                | 2039-03-15      | 1.5134%  | N/A     | $135757553.00      | $261036.80         | Agency Collateralized Mortgage Obligation |
| FHLK_09-1                                                 | 2046-04-25      | 0.0000%  | N/A     | $40934565.00       | $3176864.62        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97       | 2050-08-20      | 3.0000%  | N/A     | $6800000.00        | $612162.58         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                               | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $92.10             | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                               | 2054-08-25      | 0.6940%  | N/A     | $51662435.00       | $1274196.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                              | 2049-09-20      | 1.8001%  | N/A     | $4600000.00        | $438796.89         | Agency Collateralized Mortgage Obligation |
| GNMA_19-52M                                               | 2049-04-20      | 1.8501%  | N/A     | $7640000.00        | $197962.57         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                               | 2050-06-25      | 1.5295%  | N/A     | $88819952.00       | $9706016.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                               | 2049-08-25      | 1.5795%  | N/A     | $28287714.00       | $856472.07         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                               | 2042-11-25      | 1.6795%  | N/A     | $29250000.00       | $494083.90         | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                               | 2048-03-25      | 4.0000%  | N/A     | $10039760.00       | $1983862.70        | Agency Collateralized Mortgage Obligation |
| FNMA_24-69                                                | 2054-10-25      | 5.6060%  | N/A     | $1350000.00        | $1162459.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                | 2040-11-15      | 2.1134%  | N/A     | $21863608.00       | $271327.17         | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                              | 2052-07-20      | 0.0000%  | N/A     | $30000000.00       | $669167.85         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                              | 2050-12-20      | 2.0501%  | N/A     | $2848000.00        | $257596.14         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                               | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $14600.02          | Agency Collateralized Mortgage Obligation |
| GNMA_13-29                                                | 2045-10-16      | 1.7670%  | N/A     | $400000.00         | $24922.00          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20       | 2040-02-20      | 2.0001%  | N/A     | $121950000.00      | $473346.64         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $96645.30          | Agency Collateralized Mortgage Obligation |
| FNMA_16-16B                                               | 2046-04-25      | 3.0000%  | N/A     | $7287340.00        | $3888017.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-5D                                                | 2049-01-20      | 1.9001%  | N/A     | $30597675.00       | $750544.97         | Agency Collateralized Mortgage Obligation |
| FHMS_17-K064                                              | 2027-03-25      | 3.2240%  | N/A     | $1000000.00        | $992310.11         | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                               | 2050-01-25      | 1.4795%  | N/A     | $6305000.00        | $379485.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                               | 2043-08-15      | 1.5134%  | N/A     | $300300000.00      | $5056404.09        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58       | 2051-02-20      | 3.0000%  | N/A     | $6300000.00        | $493120.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                               | 2050-08-20      | 3.0000%  | N/A     | $3908000.00        | $298327.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $28326.11          | Agency Collateralized Mortgage Obligation |
| FREMF_K-J43FL                                             | 2032-01-25      | 5.3010%  | N/A     | $1000000.00        | $874821.53         | Agency Collateralized Mortgage Obligation |
| FNMA_18-65                                                | 2048-01-25      | 4.0000%  | N/A     | $9500000.00        | $260126.23         | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                               | 2048-08-25      | 1.2295%  | N/A     | $23967000.00       | $552537.49         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                               | 2055-10-25      | 1.0500%  | N/A     | $15000000.00       | $864657.50         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                     | 2048-05-25      | 2.0177%  | N/A     | $3000000.00        | $686920.67         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                | 2046-07-25      | 1.5295%  | N/A     | $20000000.00       | $647759.84         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                                | 2047-01-20      | 1.8501%  | N/A     | $25259773.00       | $776951.08         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115C                                              | 2049-09-20      | 1.8501%  | N/A     | $7598875.00        | $177966.64         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                               | 2055-08-25      | 0.7440%  | N/A     | $212814233.00      | $10431794.83       | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                              | 2052-07-20      | 0.0000%  | N/A     | $20000000.00       | $339553.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                               | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $200698.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568B                                               | 2055-08-25      | 0.7440%  | N/A     | $115377154.00      | $3632019.77        | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                               | 2049-02-20      | 1.8001%  | N/A     | $33304063.00       | $726791.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-135E                                              | 2055-08-20      | 2.5000%  | N/A     | $729687.00         | $401094.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-189L                                              | 2049-12-20      | 1.8001%  | N/A     | $31002000.00       | $1023076.03        | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                 | 2046-12-25      | 1.9562%  | N/A     | $11000000.00       | $762853.52         | Agency Collateralized Mortgage Obligation |
| FNMA_22-11A                                               | 2047-07-25      | 2.5000%  | N/A     | $3051000.00        | $1763220.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                               | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $337418.03         | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                | 2054-09-25      | 0.7440%  | N/A     | $101000000.00      | $2924356.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                               | 2050-03-20      | 4.6999%  | N/A     | $24270737.00       | $7795297.34        | Agency Collateralized Mortgage Obligation |
| GNMA_21-105L                                              | 2051-06-20      | 2.5000%  | N/A     | $24000000.00       | $2449826.74        | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                               | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $920792.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                               | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $106970.06         | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                 | 2049-06-25      | 3.6867%  | N/A     | $6549068.00        | $1283668.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                               | 2041-10-15      | 1.5634%  | N/A     | $62969777.00       | $110536.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                              | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $198367.17         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                               | 2055-05-25      | 1.4440%  | N/A     | $100000000.00      | $3946913.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                               | 2049-07-15      | 1.6134%  | N/A     | $65434452.00       | $2144682.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                              | 2055-08-20      | 1.5412%  | N/A     | $8000000.00        | $456860.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                               | 2053-08-16      | 4.5000%  | N/A     | $2911765.00        | $2870112.19        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                               | 2054-07-25      | 0.8440%  | N/A     | $30000000.00       | $553701.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                | 2031-02-15      | 0.2988%  | N/A     | $6000000.00        | $1190517.96        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155D                                              | 2048-11-20      | 1.8501%  | N/A     | $230000.00         | $6557.40           | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                               | 2053-12-25      | 2.6940%  | N/A     | $25288459.00       | $1630342.74        | Agency Collateralized Mortgage Obligation |
| GNMA_20-156                                               | 2063-01-16      | 0.7936%  | N/A     | $114925136.00      | $3649168.29        | Agency Collateralized Mortgage Obligation |
| GNMA_16-69F                                               | 2046-05-20      | 1.8501%  | N/A     | $28666666.00       | $645539.50         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                               | 2050-07-25      | 1.6295%  | N/A     | $29142400.00       | $2054218.13        | Agency Collateralized Mortgage Obligation |
| FNMA_25-68A                                               | 2055-08-25      | 5.5060%  | N/A     | $3750000.00        | $3655212.23        | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                               | 2042-11-25      | 0.0000%  | N/A     | $4820101.00        | $1454101.05        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                               | 2065-05-16      | 4.0000%  | N/A     | $872325.00         | $644332.58         | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                               | 2050-05-25      | 1.4795%  | N/A     | $11870512.00       | $575380.40         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                               | 2040-12-25      | 1.5295%  | N/A     | $50000000.00       | $317614.92         | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                               | 2049-07-15      | 1.6134%  | N/A     | $56459014.00       | $1297123.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039C                                               | 2045-01-15      | 4.0000%  | N/A     | $21231370.00       | $778376.48         | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                               | 2048-02-20      | 4.5000%  | N/A     | $17217275.00       | $791657.11         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                     | 2036-08-25      | 4.8705%  | N/A     | $4769000.00        | $102255.29         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-32                                     | 2050-05-25      | 4.0000%  | N/A     | $141032625.00      | $10341926.69       | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                               | 2050-05-25      | 1.5295%  | N/A     | $16666666.00       | $802600.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                               | 2055-04-25      | 0.7440%  | N/A     | $31500000.00       | $1401635.56        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNR_24-16                               | 2051-03-25      | 0.0000%  | N/A     | $2840000.00        | $1787089.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                               | 2042-03-15      | 1.5134%  | N/A     | $49937809.00       | $1440186.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                               | 2049-11-25      | 1.5295%  | N/A     | $24148291.00       | $1465749.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-181F                                              | 2050-12-20      | 2.0501%  | N/A     | $7559000.00        | $652429.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4370                                                | 2044-07-15      | 3.0000%  | N/A     | $8947926.00        | $11469387.83       | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                | 2043-05-25      | 2.2795%  | N/A     | $69433333.00       | $964337.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5013K                                               | 2050-09-25      | 3.0000%  | N/A     | $17136687.00       | $1103160.43        | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                               | 2041-12-25      | 1.4795%  | N/A     | $107252046.00      | $558474.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                               | 2051-06-20      | 3.0000%  | N/A     | $12330000.00       | $1048701.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                               | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1663080.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000AA                                              | 2050-08-25      | 2.0000%  | N/A     | $20000000.00       | $1464518.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                               | 2047-06-15      | 1.5134%  | N/A     | $62164503.00       | $3690118.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                               | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $53954.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN CORPORATION FHLMC_5505                  | 2055-02-25      | 5.8060%  | N/A     | $715000.00         | $671235.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5478         | 2054-04-25      | 5.8060%  | N/A     | $5575000.00        | $4394177.95        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                              | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $519401.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_4892D                                               | 2047-02-25      | 1.5295%  | N/A     | $114813627.00      | $4107260.41        | Agency Collateralized Mortgage Obligation |
| FHMS_K086                                                 | 2046-11-25      | 2.3773%  | N/A     | $31623689.00       | $2133778.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                               | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $785898.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-42                                                | 2063-02-16      | 2.5000%  | N/A     | $1800000.00        | $1155245.20        | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                               | 2046-07-20      | 3.5000%  | N/A     | $50860570.00       | $544846.73         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                               | 2057-04-16      | 0.5043%  | N/A     | $110000000.00      | $570969.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-160D                                              | 2055-09-20      | 0.4000%  | N/A     | $263000000.00      | $5246324.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                               | 2050-08-25      | 1.6295%  | N/A     | $4500000.00        | $296592.70         | Agency Collateralized Mortgage Obligation |
| FNMA_16-40                                                | 2046-07-25      | 1.3795%  | N/A     | $39453154.00       | $988489.30         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                               | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $14473981.61       | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                               | 2065-05-16      | 1.2874%  | N/A     | $37994480.00       | $3357810.10        | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                               | 2040-10-25      | 1.5295%  | N/A     | $33422321.00       | $294841.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                              | 2054-07-20      | 1.6112%  | N/A     | $27900000.00       | $1099081.42        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153      | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $457510.56         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2056-03-16      | 4.7500%  | N/A     | $900000.00         | $891862.67         | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                               | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $237507.17         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18536.58          | Agency Collateralized Mortgage Obligation |
| GNMA_24-130C                                              | 2054-08-20      | 1.0112%  | N/A     | $20000000.00       | $709040.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                               | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1224433.55        | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                               | 2045-05-25      | 1.1295%  | N/A     | $85000000.00       | $1271708.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                               | 2049-08-25      | 1.5795%  | N/A     | $75806978.00       | $2494402.69        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                               | 2042-11-25      | 0.0000%  | N/A     | $2724659.00        | $756272.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                              | 2063-08-20      | 1.5112%  | N/A     | $30000000.00       | $851497.71         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                               | 2043-02-25      | 1.4795%  | N/A     | $123256386.00      | $2767504.60        | Agency Collateralized Mortgage Obligation |
| GNMA_16-108F                                              | 2046-08-20      | 1.8001%  | N/A     | $9000000.00        | $345036.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                              | 2050-12-20      | 2.0000%  | N/A     | $2330000.00        | $189076.00         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                               | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $486872.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                               | 2049-03-25      | 1.5795%  | N/A     | $84300662.00       | $2865368.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140      | 2051-08-20      | 3.0000%  | N/A     | $1309043.00        | $107702.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                               | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1019147.79        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                     | 2036-09-25      | 5.0405%  | N/A     | $18691166.00       | $26859.62          | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                               | 2054-08-25      | 0.6740%  | N/A     | $70000000.00       | $2061660.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                              | 2050-11-20      | 2.0501%  | N/A     | $1611000.00        | $126636.31         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                               | 2050-05-25      | 1.5795%  | N/A     | $22318291.00       | $1467231.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19J                                               | 2051-11-20      | 3.0000%  | N/A     | $4700000.00        | $525876.19         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                    | 2045-06-25      | 1.1301%  | N/A     | $53140421.00       | $679770.32         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                               | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $740836.02         | Agency Collateralized Mortgage Obligation |
| GNMA_04-72D                                               | 2034-07-20      | 4.6499%  | N/A     | $17850000.00       | $245127.89         | Agency Collateralized Mortgage Obligation |
| FNMA_19-21                                                | 2057-09-25      | 3.0000%  | N/A     | $11857596.00       | $3182686.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                              | 2065-08-20      | 1.5612%  | N/A     | $31000000.00       | $1317460.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-133J                                              | 2050-09-20      | 2.0501%  | N/A     | $10000000.00       | $621751.88         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78C                                               | 2055-09-25      | 5.0000%  | N/A     | $722000.00         | $716350.16         | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                               | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $306120.73         | Agency Collateralized Mortgage Obligation |
| GNMA_19-18                                                | 2049-02-20      | 4.5000%  | N/A     | $17410888.00       | $65868.27          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220      | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $136583.33         | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                               | 2042-12-25      | 2.2295%  | N/A     | $45267000.00       | $707380.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151        | 2049-10-20      | 3.5000%  | N/A     | $9882721.00        | $382821.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                | 2066-02-16      | 4.0000%  | N/A     | $1166809.00        | $856869.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                               | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1404808.83        | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                | 2042-03-25      | 1.4795%  | N/A     | $85000000.00       | $786355.97         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                                | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $209111.87         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115A                                              | 2048-08-20      | 4.5499%  | N/A     | $100000.00         | $20372.46          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83       | 2051-05-20      | 3.0000%  | N/A     | $1813381.00        | $146207.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-154F                                              | 2050-10-20      | 3.0000%  | N/A     | $8125000.00        | $558904.76         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                               | 2058-03-16      | 0.7374%  | N/A     | $27000000.00       | $181941.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-135C                                              | 2055-08-20      | 0.2112%  | N/A     | $20000000.00       | $300425.96         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_16-11                                     | 2042-05-25      | 3.5000%  | N/A     | $4250000.00        | $71046.88          | Agency Collateralized Mortgage Obligation |
| GNMA_22-174                                               | 2051-12-20      | 3.0000%  | N/A     | $100000.00         | $82319.23          | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                               | 2049-12-25      | 1.5295%  | N/A     | $40777284.00       | $1527744.75        | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                                | 2045-08-20      | 3.5000%  | N/A     | $25312449.00       | $159170.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $28297.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                               | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1663729.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                               | 2050-03-25      | 1.5795%  | N/A     | $8977500.00        | $329221.36         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                               | 2042-03-25      | 1.9795%  | N/A     | $91164018.00       | $785486.53         | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                              | 2050-09-20      | 2.0501%  | N/A     | $8000000.00        | $667991.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69       | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1360403.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                               | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $714899.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                               | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $1957511.46        | Agency Collateralized Mortgage Obligation |
| GNMA_16-141C                                              | 2046-10-20      | 3.5000%  | N/A     | $81428570.00       | $14433.89          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2055-01-15      | 4.1030%  | N/A     | $400000.00         | $397713.45         | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                               | 2045-10-20      | 1.4001%  | N/A     | $18160000.00       | $137237.36         | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                                | 2060-01-16      | 1.7940%  | N/A     | $7200000.00        | $561194.64         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                    | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $96136.28          | Agency Collateralized Mortgage Obligation |
| GNMA_23-188A                                              | 2053-12-20      | 2.6612%  | N/A     | $50000000.00       | $1307320.50        | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                 | 2028-11-25      | 2.3113%  | N/A     | $30930260.00       | $2018443.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-46          | 2054-07-25      | 5.0000%  | N/A     | $9492428.00        | $8899871.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160C                                              | 2055-09-20      | 0.0000%  | N/A     | $50000000.00       | $995900.00         | Agency Collateralized Mortgage Obligation |
| FNMA_21-69F                                               | 2051-10-25      | 2.0000%  | N/A     | $1194000.00        | $729974.72         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33       | 2046-05-16      | 1.7440%  | N/A     | $500000.00         | $86315.41          | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3482115.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                                | 2062-04-16      | 1.2989%  | N/A     | $9100000.00        | $609509.36         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                                | 2065-10-16      | 0.9244%  | N/A     | $8840000.00        | $594124.31         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2048-05-25      | 1.6295%  | N/A     | $82712887.00       | $8787647.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293B                                               | 2051-02-25      | 2.0000%  | N/A     | $2000000.00        | $228402.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5022C                                               | 2050-10-25      | 2.0000%  | N/A     | $7000000.00        | $5133835.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-86                                                | 2067-09-16      | 0.8454%  | N/A     | $143417941.00      | $10243934.02       | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                               | 2055-08-16      | 1.0000%  | N/A     | $6383452.00        | $391175.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN CORPORATION FHLMC_5505                  | 2055-02-25      | 5.8560%  | N/A     | $3840567.00        | $3449528.63        | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                                | 2048-04-20      | 4.0000%  | N/A     | $8400000.00        | $352436.01         | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                 | 2045-12-25      | 2.3914%  | N/A     | $28530506.00       | $1892239.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                                | 2049-12-25      | 1.5795%  | N/A     | $345612857.00      | $11693750.97       | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                | 2048-02-25      | 1.6795%  | N/A     | $50000000.00       | $768082.78         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17H                                               | 2050-02-20      | 5.0000%  | N/A     | $1175000.00        | $80447.73          | Agency Collateralized Mortgage Obligation |
| GNMA_09-61                                                | 2039-08-20      | 2.4501%  | N/A     | $258300000.00      | $477040.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $860930.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                               | 2048-10-15      | 1.6634%  | N/A     | $43225082.00       | $4885144.62        | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                               | 2046-08-25      | 1.5295%  | N/A     | $38400349.00       | $1459878.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8A                                                | 2054-08-20      | 0.0000%  | N/A     | $100000000.00      | $953406.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                | 2041-04-15      | 2.1134%  | N/A     | $74504333.00       | $176192.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45D                                               | 2051-07-20      | 4.5000%  | N/A     | $2555399.00        | $2481760.07        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                               | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $165811.64         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                              | 2049-10-20      | 1.7501%  | N/A     | $15292399.00       | $590550.71         | Agency Collateralized Mortgage Obligation |
| FNMA_18-16                                                | 2041-05-25      | 3.0000%  | N/A     | $7510000.00        | $6985844.56        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76F                                               | 2052-01-25      | 5.0000%  | N/A     | $1300000.00        | $1207823.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5261C                                               | 2050-01-25      | 3.0000%  | N/A     | $1400000.00        | $188406.84         | Agency Collateralized Mortgage Obligation |
| GNMA_25-70B                                               | 2055-04-20      | 0.0612%  | N/A     | $50000000.00       | $647072.08         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                    | 2040-12-15      | 2.0134%  | N/A     | $46000000.00       | $265223.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E      | 2051-05-20      | 3.0000%  | N/A     | $3300000.00        | $384943.00         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                    | 2036-12-25      | 2.7295%  | N/A     | $125000000.00      | $218788.65         | Agency Collateralized Mortgage Obligation |
| GNMA_20-134                                               | 2050-09-20      | 3.0000%  | N/A     | $8366886.00        | $596618.07         | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                | 2042-08-25      | 1.5995%  | N/A     | $68500000.00       | $315282.24         | Agency Collateralized Mortgage Obligation |
| FNMA_19-72E                                               | 2049-12-25      | 4.0000%  | N/A     | $16662375.00       | $308487.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                               | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4545519.17        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                               | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2779772.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                               | 2053-08-16      | 1.0000%  | N/A     | $45670023.00       | $1194177.87        | Agency Collateralized Mortgage Obligation |
| GNMA_12-20                                                | 2042-02-20      | 2.4001%  | N/A     | $21428571.00       | $400129.70         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                     | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1196635.70        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                     | 2049-06-25      | 1.5795%  | N/A     | $118240000.00      | $4313648.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160A                                              | 2055-09-20      | 5.0000%  | N/A     | $327703.00         | $312777.69         | Agency Collateralized Mortgage Obligation |
| GNMA_20-83B                                               | 2039-06-20      | 4.6499%  | N/A     | $10000.00          | $3709.65           | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                 | 2047-11-25      | 2.5639%  | N/A     | $2992000.00        | $140376.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                              | 2045-01-15      | 1.5634%  | N/A     | $52600000.00       | $997355.53         | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                | 2045-06-25      | 1.1495%  | N/A     | $59885082.00       | $766203.11         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65M                                               | 2049-05-20      | 1.8501%  | N/A     | $8141610.00        | $245978.24         | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                   | 2030-10-25      | 2.8351%  | N/A     | $4357000.00        | $515192.61         | Agency Collateralized Mortgage Obligation |
| GNMA_19-112M                                              | 2049-09-20      | 1.8201%  | N/A     | $9390125.00        | $313674.84         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-32                                     | 2050-05-25      | 4.0000%  | N/A     | $46900000.00       | $3043033.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                               | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $203978.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                               | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1457250.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                              | 2053-08-20      | 1.5012%  | N/A     | $30000000.00       | $788122.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101      | 2047-07-20      | 1.9501%  | N/A     | $17800000.00       | $538017.16         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 | 2032-01-25      | 3.0824%  | N/A     | $5775000.00        | $883621.48         | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                               | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $357239.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5558B                                               | 2055-07-25      | 1.4440%  | N/A     | $34984469.00       | $2492990.73        | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                               | 2048-06-25      | 1.7295%  | N/A     | $80378666.00       | $1539801.56        | Agency Collateralized Mortgage Obligation |
| GNMA_19-15E                                               | 2049-02-20      | 1.8001%  | N/A     | $3356000.00        | $93923.44          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78       | 2051-08-20      | 3.0000%  | N/A     | $5900000.00        | $667999.74         | Agency Collateralized Mortgage Obligation |
| GNMA_09-94D                                               | 2039-10-16      | 4.9614%  | N/A     | $11543539.00       | $264152.11         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123       | 2030-12-25      | 1.6210%  | N/A     | $60000.00          | $53246.39          | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                               | 2047-05-25      | 1.6295%  | N/A     | $141990914.00      | $2881453.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                               | 2048-02-15      | 1.6634%  | N/A     | $11000000.00       | $300927.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-160A                                              | 2055-09-20      | 0.9446%  | N/A     | $90000000.00       | $4929480.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163      | 2046-02-16      | 1.0047%  | N/A     | $265344000.00      | $230918.61         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                               | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $2309515.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941F                                               | 2049-11-25      | 3.0000%  | N/A     | $2000000.00        | $1441493.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2742249.62        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                               | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $98636.18          | Agency Collateralized Mortgage Obligation |
| GNMA_20-11B                                               | 2050-01-20      | 1.8501%  | N/A     | $2254000.00        | $70077.46          | Agency Collateralized Mortgage Obligation |
| FHLMC_5585F                                               | 2055-10-25      | 1.6000%  | N/A     | $25000000.00       | $1942830.56        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3042                                    | 2035-09-15      | 5.5000%  | N/A     | $6932506.00        | $490031.09         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                               | 2057-12-16      | 0.6976%  | N/A     | $22500000.00       | $181567.01         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                    | 2045-05-25      | 1.1295%  | N/A     | $41575000.00       | $402242.32         | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                 | 2034-04-25      | 5.8801%  | N/A     | $12979557.00       | $4766193.58        | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                              | 2045-12-20      | 4.0000%  | N/A     | $20431000.00       | $428078.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                               | 2049-08-25      | 1.5795%  | N/A     | $44070264.00       | $1624720.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $944688.86         | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                               | 2043-03-25      | 1.6295%  | N/A     | $13066000.00       | $279274.83         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                               | 2049-08-25      | 1.5795%  | N/A     | $104126044.00      | $3936418.43        | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                 | 2048-10-25      | 2.9668%  | N/A     | $20439073.00       | $2466626.94        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                               | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1169727.30        | Agency Collateralized Mortgage Obligation |
| GNMA_22-127C                                              | 2052-03-20      | 3.5000%  | N/A     | $7200000.00        | $1272468.07        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                               | 2062-02-16      | 0.7876%  | N/A     | $23000000.00       | $619738.69         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                                | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $780475.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-98G                                               | 2050-07-20      | 1.9501%  | N/A     | $2722000.00        | $166294.40         | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                               | 2043-11-16      | 3.2500%  | N/A     | $135000.00         | $170374.71         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                               | 2055-08-16      | 4.0000%  | N/A     | $588235.00         | $540131.03         | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                               | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1764766.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579B                                               | 2055-09-25      | 5.0000%  | N/A     | $975000.00         | $962377.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                               | 2050-08-25      | 1.7940%  | N/A     | $25942664.00       | $1688265.36        | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                               | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $668897.65         | Agency Collateralized Mortgage Obligation |
| FNMA_25-83B                                               | 2055-10-25      | 0.3500%  | N/A     | $160083933.00      | $6410819.01        | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                              | 2042-12-25      | 1.6795%  | N/A     | $240214.00         | $3210.72           | Agency Collateralized Mortgage Obligation |
| FNMA_14-90                                                | 2045-01-25      | 1.6795%  | N/A     | $188839821.00      | $2754638.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                              | 2064-08-20      | 1.5112%  | N/A     | $52000000.00       | $953885.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                               | 2050-11-25      | 3.0000%  | N/A     | $30000000.00       | $3356274.91        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                    | 2049-10-25      | 1.4795%  | N/A     | $50404811.00       | $3373324.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2066-02-16      | 0.9474%  | N/A     | $96176688.00       | $7797321.14        | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                               | 2045-12-20      | 3.5000%  | N/A     | $16818861.00       | $504546.82         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                               | 2050-03-25      | 1.5795%  | N/A     | $110398000.00      | $4281273.51        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                               | 2050-07-20      | 1.9501%  | N/A     | $3037000.00        | $231597.33         | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                               | 2049-10-25      | 1.5795%  | N/A     | $55888578.00       | $1313818.27        | Agency Collateralized Mortgage Obligation |
| FNMA_18-96C                                               | 2047-09-25      | 4.0000%  | N/A     | $10000000.00       | $661390.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_2608B                                               | 2033-04-15      | 5.2500%  | N/A     | $1000.00           | $1018.03           | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                               | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2824596.46        | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                               | 2045-07-20      | 3.5000%  | N/A     | $77028571.00       | $507164.48         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                               | 2049-09-25      | 1.5795%  | N/A     | $70650117.00       | $7959506.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                | 2042-06-15      | 2.0634%  | N/A     | $88571428.00       | $827585.80         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2026-11-25      | 3.3470%  | N/A     | $80000.00          | $76055.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A      | 2051-05-20      | 3.0000%  | N/A     | $200000.00         | $16313.50          | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                | 2042-07-15      | 1.6134%  | N/A     | $110603899.00      | $604115.15         | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                               | 2065-07-16      | 0.9809%  | N/A     | $33296039.00       | $2412497.26        | Agency Collateralized Mortgage Obligation |
| GNMA_13-38                                                | 2040-12-16      | 4.5000%  | N/A     | $30913676.00       | $124542.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                               | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1123349.07        | Agency Collateralized Mortgage Obligation |
| GNMA_20-112A                                              | 2050-08-20      | 2.0001%  | N/A     | $10863366.00       | $644201.52         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                | 2045-11-25      | 1.7795%  | N/A     | $24418550.00       | $360217.97         | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2049-11-25      | 1.5295%  | N/A     | $69606673.00       | $6761035.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                                | 2055-04-30      | 5.9060%  | N/A     | $3063000.00        | $2873438.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579B                                               | 2055-09-25      | 0.8440%  | N/A     | $131918985.00      | $4866652.03        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                               | 2049-07-25      | 1.6295%  | N/A     | $84449463.00       | $2486809.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                               | 2050-02-25      | 1.5795%  | N/A     | $118078268.00      | $4480611.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568A                                               | 2055-08-25      | 5.0000%  | N/A     | $8978480.00        | $8869717.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                               | 2049-02-15      | 2.1134%  | N/A     | $26168899.00       | $775772.95         | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                               | 2049-06-20      | 1.8501%  | N/A     | $19160664.00       | $539797.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_5483C                                               | 2054-12-25      | 0.7140%  | N/A     | $98513675.00       | $1342882.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                                 | 2061-01-16      | 0.9019%  | N/A     | $52000000.00       | $521936.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-45A                                               | 2055-03-20      | 5.0000%  | N/A     | $2804743.00        | $2741821.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                               | 2055-02-25      | 1.1808%  | N/A     | $182000000.00      | $6068030.40        | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                 | 2033-07-25      | 3.0678%  | N/A     | $21909170.00       | $2495858.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                               | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4074118.72        | Agency Collateralized Mortgage Obligation |
| FNMA_12-51A                                               | 2041-03-25      | 3.5000%  | N/A     | $835000.00         | $286414.35         | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                               | 2049-10-25      | 1.5295%  | N/A     | $54205919.00       | $4592062.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                               | 2049-05-15      | 1.5634%  | N/A     | $9396431.00        | $246693.53         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122J                                              | 2048-08-20      | 1.8501%  | N/A     | $24689850.00       | $940201.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                               | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $4072.73           | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                | 2055-02-25      | 0.0000%  | N/A     | $70000000.00       | $501635.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                               | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $479813.56         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167F                                              | 2050-11-20      | 2.0501%  | N/A     | $7396000.00        | $726595.93         | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                               | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $1001523.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_3942                                                | 2041-10-15      | 2.0334%  | N/A     | $40600000.00       | $292058.69         | Agency Collateralized Mortgage Obligation |
| FNMA_25-32A                                               | 2052-04-25      | 5.0000%  | N/A     | $7330528.00        | $6962672.73        | Agency Collateralized Mortgage Obligation |
| GNMA_20-96C                                               | 2049-08-20      | 1.8501%  | N/A     | $8144000.00        | $300908.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                               | 2044-03-25      | 1.4795%  | N/A     | $43898226.00       | $1314510.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                               | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $260677.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                               | 2050-01-15      | 1.5134%  | N/A     | $48543875.00       | $5033650.45        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3F                                                | 2051-02-25      | 2.5000%  | N/A     | $28140000.00       | $2703346.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                                | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $44221.91          | Agency Collateralized Mortgage Obligation |
| GNMA_21-191F                                              | 2051-05-20      | 3.0000%  | N/A     | $3900000.00        | $373123.20         | Agency Collateralized Mortgage Obligation |
| FNMA_25-29K                                               | 2055-05-25      | 0.3000%  | N/A     | $50000000.00       | $544686.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                               | 2051-05-20      | 1.8112%  | N/A     | $59318398.00       | $7131410.42        | Agency Collateralized Mortgage Obligation |
| FNMA_24-5D                                                | 2051-10-25      | 3.0000%  | N/A     | $8800000.00        | $1386220.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22       | 2045-02-20      | 1.3501%  | N/A     | $27000000.00       | $798171.97         | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                | 2055-07-25      | 1.0000%  | N/A     | $2666162.00        | $83719.33          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135F                                              | 2051-08-20      | 0.0000%  | N/A     | $32416186.00       | $381178.58         | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                               | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $988659.75         | Agency Collateralized Mortgage Obligation |
| GNMA_21-15B                                               | 2051-01-20      | 3.0000%  | N/A     | $9333333.00        | $914987.75         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                             | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $19482620.38       | Agency Collateralized Mortgage Obligation |
| GNMA_19-90H                                               | 2049-07-20      | 1.8501%  | N/A     | $29690784.00       | $914810.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                               | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1963583.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                               | 2051-09-25      | 1.4940%  | N/A     | $17311159.00       | $1183091.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                              | 2050-11-20      | 2.0000%  | N/A     | $2200000.00        | $173620.63         | Agency Collateralized Mortgage Obligation |
| GNMA_13-86A                                               | 2043-06-16      | 4.5000%  | N/A     | $12100000.00       | $254922.23         | Agency Collateralized Mortgage Obligation |
| GNMA_21-159E                                              | 2051-09-20      | 3.0000%  | N/A     | $5800000.00        | $546446.13         | Agency Collateralized Mortgage Obligation |
| GNMA_21-107                                               | 2051-06-20      | 3.0000%  | N/A     | $3100000.00        | $352136.52         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                               | 2049-10-25      | 1.5795%  | N/A     | $36516371.00       | $993177.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B                                              | 2054-08-20      | 2.3112%  | N/A     | $100792169.00      | $5957313.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                               | 2042-04-15      | 1.9634%  | N/A     | $62000000.00       | $273450.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134      | 2047-09-20      | 1.9501%  | N/A     | $50000000.00       | $1010382.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                               | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $971575.23         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146D                                              | 2041-11-20      | 3.5000%  | N/A     | $4325000.00        | $269749.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2059-10-16      | 0.2500%  | N/A     | $10000000.00       | $113857.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                               | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $412361.18         | Agency Collateralized Mortgage Obligation |
| GNMA_21-142L                                              | 2051-08-20      | 2.0501%  | N/A     | $5735000.00        | $609938.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                               | 2065-05-16      | 4.0000%  | N/A     | $1165197.00        | $909989.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531E                                               | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $9639983.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                               | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $706598.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                               | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1345561.07        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                                    | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7494455.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                | 2043-12-15      | 1.5134%  | N/A     | $14600000.00       | $94156.63          | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                               | 2045-06-25      | 1.1295%  | N/A     | $160000000.00      | $1378422.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                               | 2049-12-25      | 1.5295%  | N/A     | $46553866.00       | $2118674.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5005                                                | 2040-08-25      | 4.0000%  | N/A     | $35713338.00       | $1301334.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8D                                                | 2054-08-20      | 0.0000%  | N/A     | $100000000.00      | $1099172.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5543D                                               | 2055-06-25      | 6.0000%  | N/A     | $3177175.00        | $617937.33         | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                              | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $331769.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                                | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $908995.66         | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                 | 2063-02-25      | 5.7786%  | N/A     | $3531092.00        | $1374385.77        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151      | 2049-12-20      | 3.5000%  | N/A     | $8400000.00        | $409716.07         | Agency Collateralized Mortgage Obligation |
| FNMA_21-47A                                               | 2049-10-25      | 2.5000%  | N/A     | $450000.00         | $41050.23          | Agency Collateralized Mortgage Obligation |
| GNMA_25-102B                                              | 2055-06-20      | 5.0000%  | N/A     | $200000.00         | $176755.51         | Agency Collateralized Mortgage Obligation |
| GNMA_14-19                                                | 2044-02-16      | 1.8386%  | N/A     | $38181818.00       | $299919.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $56681.34          | Agency Collateralized Mortgage Obligation |
| GNMA_24-132A                                              | 2054-08-20      | 0.8612%  | N/A     | $39000000.00       | $1277243.48        | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                               | 2062-01-16      | 0.6179%  | N/A     | $25700000.00       | $676992.58         | Agency Collateralized Mortgage Obligation |
| GNMA_23-166C                                              | 2053-11-20      | 0.7512%  | N/A     | $50000000.00       | $601519.71         | Agency Collateralized Mortgage Obligation |
| FNMA_24-100E                                              | 2054-06-25      | 5.8060%  | N/A     | $9991000.00        | $8103475.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                | 2055-02-25      | 0.0440%  | N/A     | $70000000.00       | $314591.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $74602.09          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                          | 2045-01-25      | 2.1488%  | N/A     | $4474000.00        | $121592.97         | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                               | 2046-06-20      | 3.5000%  | N/A     | $11455473.00       | $362590.33         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                                | 2044-07-20      | 1.1201%  | N/A     | $15000000.00       | $379936.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                              | 2055-07-20      | 0.1000%  | N/A     | $170000000.00      | $502519.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                | 2045-01-15      | 1.1134%  | N/A     | $82000000.00       | $789633.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5482E                                               | 2051-03-25      | 2.0000%  | N/A     | $56176492.00       | $6908241.04        | Agency Collateralized Mortgage Obligation |
| GNMA_13-169                                               | 2043-11-20      | 1.8001%  | N/A     | $50655000.00       | $782773.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-125                                               | 2064-11-16      | 0.8544%  | N/A     | $119993468.00      | $7918148.21        | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                               | 2050-06-25      | 1.5795%  | N/A     | $31926820.00       | $1930092.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-127                                               | 2062-11-16      | 2.0000%  | N/A     | $4300000.00        | $2784556.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $28297.03          | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                | 2049-09-25      | 1.6295%  | N/A     | $61607054.00       | $1868678.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188B                                              | 2053-12-20      | 2.6612%  | N/A     | $30000000.00       | $1296753.19        | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                | 2042-08-25      | 4.9705%  | N/A     | $150000.00         | $15076.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $338155.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $94252.60          | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                              | 2050-10-20      | 2.0501%  | N/A     | $10000000.00       | $791511.49         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                               | 2049-11-25      | 1.5795%  | N/A     | $33282680.00       | $1236321.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                               | 2041-04-15      | 2.0634%  | N/A     | $21899370.00       | $310343.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-157A                                              | 2054-09-20      | 1.0112%  | N/A     | $30000000.00       | $1066984.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                               | 2044-03-15      | 3.0000%  | N/A     | $7711038.00        | $9626455.94        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_00-32                                     | 2030-10-18      | 4.9509%  | N/A     | $200000.00         | $93.38             | Agency Collateralized Mortgage Obligation |
| GNMA_23-23B                                               | 2053-02-20      | 0.0000%  | N/A     | $50000000.00       | $670783.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                | 2045-05-15      | 1.1134%  | N/A     | $36726000.00       | $445438.74         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                               | 2044-06-25      | 1.7295%  | N/A     | $32328000.00       | $261276.43         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                              | 2050-08-20      | 1.9501%  | N/A     | $10000000.00       | $682420.56         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                | 2046-10-25      | 1.5295%  | N/A     | $18582352.00       | $652417.22         | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                | 2049-07-25      | 1.5795%  | N/A     | $14527000.00       | $596393.68         | Agency Collateralized Mortgage Obligation |
| GNMA_18-164B                                              | 2048-12-20      | 1.8501%  | N/A     | $8149158.00        | $200432.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                               | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3627312.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                               | 2065-05-16      | 0.9068%  | N/A     | $20254243.00       | $1315610.79        | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                               | 2052-05-25      | 5.5000%  | N/A     | $7900053.00        | $958847.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                               | 2042-07-15      | 2.2134%  | N/A     | $23218083.00       | $173108.61         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                              | 2048-08-20      | 1.9501%  | N/A     | $22045674.00       | $421574.70         | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                               | 2048-04-25      | 4.0000%  | N/A     | $3252448.00        | $3675704.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-154C                                              | 2051-09-20      | 4.5000%  | N/A     | $1849019.00        | $196028.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                               | 2049-06-15      | 1.5634%  | N/A     | $23750082.00       | $2346598.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                              | 2049-08-20      | 4.0000%  | N/A     | $611990.00         | $130247.82         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78C                                               | 2055-09-25      | 1.4940%  | N/A     | $70535902.00       | $5155659.13        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                    | 2042-09-25      | 4.8705%  | N/A     | $226474.00         | $23006.40          | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                  | 2049-10-25      | 1.5795%  | N/A     | $45076729.00       | $1456972.72        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                | 2049-11-25      | 1.5795%  | N/A     | $96587793.00       | $8776877.66        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014       | 2055-10-25      | 2.7725%  | N/A     | $4539000.00        | $595218.79         | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                               | 2049-10-25      | 1.5295%  | N/A     | $22607858.00       | $544659.08         | Agency Collateralized Mortgage Obligation |
| FNMA_14-81                                                | 2039-12-25      | 3.0000%  | N/A     | $3299000.00        | $4174197.07        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                | 2045-05-25      | 1.1795%  | N/A     | $61902119.00       | $923394.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                               | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1046202.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                               | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $137544.01         | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                               | 2049-12-25      | 1.5295%  | N/A     | $4500000.00        | $154068.63         | Agency Collateralized Mortgage Obligation |
| FNMA_22-31                                                | 2052-03-25      | 2.0000%  | N/A     | $5876311.00        | $4437093.06        | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                               | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6623491.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                | 2050-06-25      | 1.5795%  | N/A     | $65266187.00       | $2469156.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585B                                               | 2055-10-25      | 4.5000%  | N/A     | $1820132.00        | $1672402.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                              | 2051-08-20      | 3.0000%  | N/A     | $5292123.00        | $641874.38         | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                               | 2053-11-25      | 1.5940%  | N/A     | $74472971.00       | $2844810.43        | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                               | 2034-10-25      | 5.6798%  | N/A     | $10636777.00       | $3953928.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4468                                                | 2044-08-15      | 3.0000%  | N/A     | $1000000.00        | $116698.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110      | 2049-09-20      | 1.8501%  | N/A     | $34167000.00       | $947198.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                               | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $28326.11          | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                               | 2055-10-25      | 4.5000%  | N/A     | $5000000.00        | $4937805.00        | Agency Collateralized Mortgage Obligation |
| GNMA_19-98E                                               | 2049-08-20      | 4.6999%  | N/A     | $100000.00         | $23290.73          | Agency Collateralized Mortgage Obligation |
| GNMA_24-107                                               | 2054-06-20      | 1.3112%  | N/A     | $30000000.00       | $753228.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                               | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2157895.58        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                               | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $391953.00         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                               | 2057-01-16      | 0.4918%  | N/A     | $35098788.00       | $213894.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                               | 2066-07-16      | 4.0000%  | N/A     | $1514119.00        | $1116828.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-149E                                              | 2051-08-20      | 3.0000%  | N/A     | $5900000.00        | $543498.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                              | 2052-04-20      | 6.0000%  | N/A     | $9375000.00        | $719551.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                               | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4341788.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                               | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1550913.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                               | 2049-10-25      | 1.5795%  | N/A     | $37957596.00       | $845520.94         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                               | 2045-08-20      | 1.9501%  | N/A     | $22237939.00       | $270663.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                               | 2035-08-15      | 1.5634%  | N/A     | $200000000.00      | $192006.12         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                | 2044-11-25      | 1.6295%  | N/A     | $100000000.00      | $850229.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                               | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $424352.17         | Agency Collateralized Mortgage Obligation |
| FNMA_22-4G                                                | 2052-02-25      | 2.5000%  | N/A     | $10000000.00       | $6284174.84        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                               | 2049-03-25      | 1.4795%  | N/A     | $50544901.00       | $4579383.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                                | 2049-04-20      | 1.2901%  | N/A     | $50000000.00       | $950877.48         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                              | 2052-09-20      | 0.3112%  | N/A     | $15500000.00       | $454225.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                               | 2055-08-25      | 0.7940%  | N/A     | $40625000.00       | $1533014.65        | Agency Collateralized Mortgage Obligation |
| GNMA_19-103B                                              | 2049-08-20      | 1.8001%  | N/A     | $12656000.00       | $409153.35         | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                               | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8460437.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167D                                              | 2053-11-20      | 1.1112%  | N/A     | $30000000.00       | $431604.14         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                               | 2049-08-25      | 1.5295%  | N/A     | $52006853.00       | $5448586.65        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                               | 2052-07-25      | 1.0440%  | N/A     | $8786000.00        | $429120.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $0.17              | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                                | 2046-06-20      | 3.5000%  | N/A     | $60441196.00       | $466722.93         | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                               | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $9697996.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                               | 2048-03-15      | 1.7134%  | N/A     | $25941382.00       | $465203.48         | Agency Collateralized Mortgage Obligation |
| GNMA_19-56B                                               | 2049-05-20      | 1.9001%  | N/A     | $38251837.00       | $679229.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                               | 2054-06-25      | 1.4440%  | N/A     | $50000000.00       | $1688870.08        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                               | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $91302.09          | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                 | 2028-10-25      | 2.3698%  | N/A     | $28128058.00       | $1897039.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                                | 2062-10-16      | 1.0185%  | N/A     | $12900000.00       | $733788.11         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159       | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $96947.89          | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                               | 2059-10-16      | 4.7500%  | N/A     | $314465.00         | $287258.56         | Agency Collateralized Mortgage Obligation |
| GNMA_20-160A                                              | 2050-10-20      | 2.0501%  | N/A     | $10000000.00       | $1003292.94        | Agency Collateralized Mortgage Obligation |
| GNMA_23-33                                                | 2063-05-16      | 0.9366%  | N/A     | $110000000.00      | $7229804.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                               | 2063-10-16      | 0.9926%  | N/A     | $22000000.00       | $1219224.75        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                              | 2050-08-20      | 1.9501%  | N/A     | $3823000.00        | $228452.88         | Agency Collateralized Mortgage Obligation |
| GNMA_20-104D                                              | 2050-07-20      | 3.0000%  | N/A     | $37916667.00       | $3576423.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                               | 2055-07-25      | 1.0000%  | N/A     | $5744681.00        | $201574.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                | 2042-08-15      | 1.5634%  | N/A     | $15661571.00       | $331643.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                               | 2054-05-25      | 0.6440%  | N/A     | $50000000.00       | $1569210.06        | Agency Collateralized Mortgage Obligation |
| GNMA_15-99                                                | 2044-05-20      | 2.5000%  | N/A     | $1720362.00        | $230011.02         | Agency Collateralized Mortgage Obligation |
| FHMS_KLU3FX                                               | 2031-01-25      | 1.7580%  | N/A     | $3000000.00        | $2705214.50        | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                               | 2057-03-16      | 0.4964%  | N/A     | $64102666.00       | $215884.25         | Agency Collateralized Mortgage Obligation |
| GNMA_21-15G                                               | 2050-12-20      | 3.0000%  | N/A     | $2532000.00        | $211775.19         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                               | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $258652.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                               | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2341029.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84        | 2043-08-15      | 3.5000%  | N/A     | $9400000.00        | $4788388.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5539C                                               | 2055-05-25      | 0.6773%  | N/A     | $150000000.00      | $4329807.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-41C                                               | 2049-02-20      | 1.8001%  | N/A     | $54440000.00       | $2909966.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_5293C                                               | 2051-04-25      | 2.5000%  | N/A     | $3400000.00        | $443405.03         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104      | 2047-02-25      | 1.9579%  | N/A     | $7599992.00        | $561070.84         | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                               | 2041-10-20      | 1.8501%  | N/A     | $72589000.00       | $781342.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30       | 2053-09-16      | 0.5330%  | N/A     | $100000000.00      | $173710.81         | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                | 2055-02-25      | 0.7440%  | N/A     | $77000000.00       | $2032980.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160B                                              | 2055-09-20      | 4.5000%  | N/A     | $6840223.00        | $6531345.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579C                                               | 2055-09-25      | 0.8940%  | N/A     | $20000000.00       | $1054103.24        | Agency Collateralized Mortgage Obligation |
| GNMA_21-175G                                              | 2051-10-20      | 3.0000%  | N/A     | $3125000.00        | $374455.72         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                               | 2055-08-25      | 1.5008%  | N/A     | $46668685.00       | $3498355.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585E                                               | 2055-10-25      | 6.0000%  | N/A     | $5788988.00        | $5907368.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585E                                               | 2055-10-25      | 4.5000%  | N/A     | $2385656.00        | $2188736.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                               | 2050-02-25      | 1.5795%  | N/A     | $136016008.00      | $4566081.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-110                                               | 2054-04-16      | 4.0000%  | N/A     | $10220881.00       | $9540218.83        | Agency Collateralized Mortgage Obligation |

### Security 21: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399980828.00
- **C.18.a - Value (excl. sponsor support):** $399980828.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $659003367.49
- **C.18.a - Value (excl. sponsor support):** $659003367.49
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1698045088.54
- **C.18.a - Value (excl. sponsor support):** $1698045088.54
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2938354005.30
- **C.18.a - Value (excl. sponsor support):** $2938354005.30
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDSC4PR2
- **C.18 - Value (incl. sponsor support):** $2600000000.00
- **C.18.a - Value (excl. sponsor support):** $2600000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $4070315.00        | $3961111.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2089642.00        | $2083788.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $3134387.00        | $3113810.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $3862500.00        | $3215717.45        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $489204.00         | $508436.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $961085.00         | $875127.18         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $2877967.00        | $3007250.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | N/A     | $1395460.00        | $1451268.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $5377943.00        | $5508294.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | N/A     | $1037368.00        | $1037130.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $4761904.00        | $4734098.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $10645087.00       | $10326866.21       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $13402384.00       | $12865229.04       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $3101025.00        | $3127873.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | N/A     | $7000000.00        | $5751663.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $12833290.00       | $12244699.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $1192396.00        | $1218686.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1042954.00        | $1076727.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $6737902.00        | $6767406.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $2353740.00        | $2417200.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $3609996.00        | $3735764.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $4016338.00        | $4103393.16        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $18194306.00       | $17789848.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $2920328.00        | $3027148.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | N/A     | $12217510.00       | $12178851.09       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1716141.00        | $1773363.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $38316204.00       | $39654686.82       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $4073770.00        | $4197746.00        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1066219.00        | $1085356.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $3037550.00        | $3014146.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $95090784.00       | $94007001.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $89805.00          | $90039.13          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $5481002.00        | $5471923.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 2.5000%  | N/A     | $64001886.00       | $53941684.53       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $105441831.00      | $109418710.21      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | N/A     | $169000000.00      | $36874354.67       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $91808.00          | $85429.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $16540622.00       | $16251021.18       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $16692799.00       | $15688006.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1253060.00        | $1292474.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $5842104.00        | $5872231.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $1006893.00        | $949303.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | N/A     | $1588226.00        | $920161.67         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $12432900.00       | $12913000.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1065847.00        | $1020990.64        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $1131831.00        | $1189493.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $4035072.00        | $4125645.47        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $1011912.00        | $1064389.68        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | N/A     | $159906.00         | $163204.09         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $32264955.00       | $30806632.84       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $2578688.00        | $2670765.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $12106055.00       | $12350757.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1678207.00        | $1740676.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $427794.00         | $398850.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $3610126.00        | $3727751.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $60477416.00       | $57515759.39       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $5168836.00        | $5106684.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1153650.00        | $1180312.54        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $109387490.00      | $112492709.11      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.0000%  | N/A     | $5153426.00        | $4647355.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $6149758.00        | $6138083.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.0000%  | N/A     | $10173571.00       | $9596144.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $10802789.00       | $10921765.46       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $3579095.00        | $3733688.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $38424574.00       | $36104848.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1810077.00        | $1865761.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $2300000.00        | $1622261.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $2973730.00        | $3025865.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1022358.00        | $1041263.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $6307114.00        | $6160059.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | N/A     | $1025982.00        | $1017914.97        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $54327000.00       | $54139624.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1156902.00        | $1171270.89        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.0000%  | N/A     | $19741688.00       | $18468422.64       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $6193400.00        | $6406758.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1044259.00        | $1066043.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $9251416.00        | $8394867.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2863487.00        | $2913573.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $2123490.00        | $2188724.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1336590.00        | $1260645.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-11-01      | 4.0000%  | N/A     | $109765.00         | $98621.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $3414734.00        | $2779871.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $30512433.00       | $25948784.11       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $240256.00         | $161960.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $138651.00         | $141095.80         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $34497131.00       | $32570061.50       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $2414089.00        | $2525800.30        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.0000%  | N/A     | $1068638.00        | $1055488.73        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $30346715.00       | $23890931.37       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $4186021.00        | $4339142.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1455771.00        | $1505333.39        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $30369863.00       | $29068868.83       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $12243945.00       | $11406895.57       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $3439744.00        | $3272524.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $89064938.00       | $77361349.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $3090350.00        | $3199848.74        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1137580.00        | $1180547.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $3785951.00        | $3650290.09        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $2874900.00        | $2524077.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $15431044.00       | $15785326.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $56852620.00       | $55237115.35       | Agency Mortgage-Backed Securities         |
| FHLMC_M044                             | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $37013053.32       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $8932931.00        | $9178059.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $1942489.00        | $1869871.08        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 4.0000%  | N/A     | $43500000.00       | $41211387.66       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | N/A     | $640000.00         | $610897.77         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 7.0000%  | N/A     | $1188763.00        | $1052983.70        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $113913639.00      | $116422194.58      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $13558247.00       | $13943358.76       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $13093675.00       | $13553241.16       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $2663309.00        | $1914316.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $4564109.00        | $3818851.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1084950.00        | $1125477.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1179056.00        | $1212171.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $5186451.00        | $3920415.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $4308982.00        | $4345031.23        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1523674.00        | $1554147.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $15657074.00       | $10622339.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $2615256.00        | $2667728.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $17045629.00       | $16777682.58       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $95704.00          | $63128.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | N/A     | $1012758.00        | $1014427.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $2739780.00        | $2760161.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.0000%  | N/A     | $1031357.00        | $1026617.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $8607299.00        | $8756690.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $42887194.00       | $43537645.02       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $4502312.00        | $4155143.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | N/A     | $5793859.00        | $6026803.96        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $51077664.00       | $52452793.88       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $18450031.00       | $18413145.29       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | N/A     | $14424744.00       | $13467111.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1181984.00        | $1226860.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $8180809.00        | $8297710.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $1086198.00        | $1084355.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $48798385.00       | $47902124.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1555756.00        | $928883.14         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $1294584.00        | $1285028.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $12053912.00       | $11966895.84       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $38557657.00       | $37012673.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $31196492.00       | $31484674.85       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $2044246.00        | $2092131.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $3420461.00        | $3347809.81        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $2071642.00        | $1939488.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $45052283.00       | $43967923.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $769589.00         | $612896.58         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $1033747.00        | $873229.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $2733717.00        | $2405972.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1182947.00        | $809750.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $9370400.00        | $9668738.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $6276581.00        | $6025782.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $28441963.00       | $29136533.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | N/A     | $2669104.00        | $2643478.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $4011650.00        | $3726681.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $441896.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1078850.00        | $1102694.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $4325837.00        | $4382982.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $8200000.00        | $5434055.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1418050.00        | $1472503.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $5644866.00        | $5799075.86        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $2750006.00        | $2823237.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2783403.00        | $2846269.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1177930.00        | $1202733.82        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $621348.00         | $643665.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $73648403.00       | $74625758.25       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $2511966.00        | $2513553.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1155000.00        | $1091731.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1844266.00        | $1915897.47        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $6973584.00        | $7183031.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $4069179.00        | $3957252.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $78682720.00       | $76107765.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.5000%  | N/A     | $3996532.00        | $3784195.95        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $4205339.00        | $3824879.20        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $5060045.00        | $5225882.65        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $2857113.00        | $2944240.28        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $132296262.00      | $129825961.82      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1245191.00        | $1297387.58        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $8962120.00        | $7885118.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $24467593.00       | $24399142.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $38192813.00       | $39216652.62       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $6955849.00        | $7075498.41        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1135000.00        | $1106629.09        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $6821711.00        | $7098133.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $5224516.00        | $5411626.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $99997669.00       | $103512483.26      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 7.0000%  | N/A     | $102883.00         | $107592.92         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $121990149.00      | $127983809.62      | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $21344071.00       | $16419548.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $5039472.00        | $5227296.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $6690388.00        | $6422449.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $16676799.00       | $17171206.72       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $3541405.00        | $3669129.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $120700.00         | $103752.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | N/A     | $2704855.00        | $2659507.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | N/A     | $63331.00          | $18859.22          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $2142600.00        | $1970565.03        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $6700000.00        | $5285287.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1139520.00        | $1183476.94        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $297260.00         | $291160.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2126160.00        | $2168758.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1677270.00        | $1701074.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $8036325.00        | $7821789.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $3757750.00        | $3546796.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1519245.00        | $1577573.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1105215.00        | $1147578.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $5528423.00        | $5613732.07        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1047055.00        | $1085734.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $2046144.00        | $1678355.89        | Agency Mortgage-Backed Securities         |

### Security 26: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $448975156.49
- **C.18.a - Value (excl. sponsor support):** $448975156.49
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627094111.53
- **C.18.a - Value (excl. sponsor support):** $627094111.53
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC0TN5
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | N/A     | $6827200.00        | $6907945.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | N/A     | $12709300.00       | $12782351.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $26360900.00       | $22990995.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $658000.00         | $646946.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $55871300.00       | $56485563.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $482555200.00      | $479324010.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $5422000.00        | $5143244.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $34000000.00       | $34384540.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $52105900.00       | $44994395.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $17306900.00       | $17614987.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $1994000.00        | $1981186.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | N/A     | $6000000.00        | $6108447.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $185000.00         | $187123.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $425103000.00      | $433935067.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $144563000.00      | $145959623.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $301800.00         | $300672.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $48171000.00       | $49484514.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $202168400.00      | $207049087.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $154330400.00      | $155816062.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $81465700.00       | $80036773.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $17084600.00       | $16785260.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $31040100.00       | $28916417.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $84860800.00       | $79164858.24       | U.S. Treasuries (including strips) |

### Security 29: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213647510.98
- **C.18.a - Value (excl. sponsor support):** $213647510.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266670148.27
- **C.18.a - Value (excl. sponsor support):** $266670148.27
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74999728.50
- **C.18.a - Value (excl. sponsor support):** $74999728.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $110381254.70
- **C.18.a - Value (excl. sponsor support):** $110381254.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99626572.96
- **C.18.a - Value (excl. sponsor support):** $99626572.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $361483841.25
- **C.18.a - Value (excl. sponsor support):** $361483841.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 35: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDRZ5X55
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $24900.00          | $24670.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $375000.00         | $386611.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $600.00            | $596.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $10241600.00       | $7628463.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $100.00            | $76.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $518300.00         | $506947.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $200.00            | $150.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $19623300.00       | $10675188.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $5395900.00        | $4263235.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $29000.00          | $29579.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $1874800.00        | $1862771.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $471124500.00      | $476792598.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $93.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $9900.00           | $9824.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $62.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $1630700.00        | $1672568.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $100.00            | $101.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $491900.00         | $467931.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $115900.00         | $108733.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $97.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | N/A     | $399900.00         | $398294.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $5166000.00        | $5155709.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $15000.00          | $15443.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $64.18             | U.S. Treasuries (including strips) |

### Security 36: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $2313924608.00     | $1488692508.24     | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $360849096.00      | $222008769.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.0000%  | N/A     | $177759680.00      | $171198723.29      | Agency Mortgage-Backed Securities |

### Security 37: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_22-159G                                         | 2052-09-20      | 0.3112%  | N/A     | $12500000.00       | $366311.08         | Agency Collateralized Mortgage Obligation |
| GNMA_14-21                                           | 2044-02-16      | 1.2886%  | N/A     | $124834176.00      | $1031056.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N                                          | 2055-02-20      | 1.5112%  | N/A     | $47178624.00       | $2702391.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $91096448.00       | $922100.29         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.7440%  | N/A     | $200000000.00      | $5378057.53        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                           | 2055-02-25      | 0.7440%  | N/A     | $101000000.00      | $2964907.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                          | 2055-03-25      | 0.8440%  | N/A     | $198948000.00      | $6459258.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 1.5112%  | N/A     | $160000000.00      | $6618784.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.2515%  | N/A     | $155000000.00      | $2002843.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535E                                          | 2055-05-25      | 0.7440%  | N/A     | $110000000.00      | $3312645.36        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61D                                          | 2053-03-25      | 1.1440%  | N/A     | $40621440.00       | $1100479.46        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                          | 2053-11-25      | 1.5940%  | N/A     | $143872000.00      | $4093109.69        | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                          | 2048-04-25      | 1.7295%  | N/A     | $20327840.00       | $538447.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                          | 2055-05-20      | 0.0000%  | N/A     | $722500000.00      | $7533556.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-152G                                         | 2053-10-20      | 0.9112%  | N/A     | $20000000.00       | $740194.42         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172F                                         | 2052-10-20      | 3.7824%  | N/A     | $3441600.00        | $2503383.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352    | 2053-11-25      | 1.7040%  | N/A     | $100000000.00      | $3027824.46        | Agency Collateralized Mortgage Obligation |
| FHLMC_5451C                                          | 2054-09-25      | 1.5440%  | N/A     | $121147904.00      | $3804595.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.8616%  | N/A     | $113352960.00      | $4381110.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59D                                          | 2051-04-20      | 0.0000%  | N/A     | $111599232.00      | $518572.76         | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                         | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $162589.10         | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                                          | 2054-09-25      | 0.8440%  | N/A     | $159435520.00      | $5296602.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5554C                                          | 2055-07-25      | 2.6440%  | N/A     | $25000000.00       | $2036107.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                                         | 2054-08-20      | 0.8612%  | N/A     | $100000000.00      | $3635463.16        | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                                          | 2050-03-25      | 0.0440%  | N/A     | $201469952.00      | $6961415.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.3940%  | N/A     | $150000000.00      | $5023805.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-27A                                          | 2054-05-25      | 2.0640%  | N/A     | $45000000.00       | $2741567.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155G                                         | 2051-09-20      | 2.0501%  | N/A     | $25000000.00       | $2503805.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                           | 2055-01-20      | 1.5112%  | N/A     | $95000000.00       | $2464366.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_4297                                           | 2039-07-15      | 0.0000%  | N/A     | $11078000.00       | $2069718.26        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34B                                          | 2055-05-25      | 0.7940%  | N/A     | $150000000.00      | $5330966.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                          | 2055-02-25      | 0.6940%  | N/A     | $202000000.00      | $4546686.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9F                                           | 2054-03-25      | 2.6440%  | N/A     | $3000000.00        | $150690.62         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $2096823.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                          | 2054-08-20      | 1.5112%  | N/A     | $54468608.00       | $2632061.14        | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                | 2046-04-20      | 1.8501%  | N/A     | $50000000.00       | $1069461.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5269E                                          | 2052-10-25      | 0.8240%  | N/A     | $82672000.00       | $2169918.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 1.1112%  | N/A     | $96000000.00       | $3767873.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 0.5940%  | N/A     | $50000000.00       | $1360277.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473J                                          | 2054-11-25      | 0.7640%  | N/A     | $93937792.00       | $2366040.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-61E                                          | 2054-09-25      | 2.8440%  | N/A     | $34441344.00       | $2938976.47        | Agency Collateralized Mortgage Obligation |
| FNMA_07-1                                            | 2037-02-25      | 2.0295%  | N/A     | $257335295.00      | $134625.55         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 1.4582%  | N/A     | $130500000.00      | $5207158.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                                          | 2054-06-25      | 1.4440%  | N/A     | $78348672.00       | $3385004.86        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68  | 2040-06-20      | 2.3301%  | N/A     | $170503936.00      | $466061.32         | Agency Collateralized Mortgage Obligation |
| FNMA_17-35A                                          | 2047-05-25      | 1.6795%  | N/A     | $21000000.00       | $668587.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                          | 2048-01-15      | 1.7134%  | N/A     | $50000000.00       | $918395.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $100000000.00      | $1803535.71        | Agency Collateralized Mortgage Obligation |
| GNMA_17-161A                                         | 2047-10-20      | 2.0001%  | N/A     | $9999999.00        | $494164.09         | Agency Collateralized Mortgage Obligation |
| GNMA_23-112H                                         | 2053-08-20      | 1.3112%  | N/A     | $80558208.00       | $2847399.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                         | 2054-07-20      | 2.2112%  | N/A     | $200000000.00      | $9757033.05        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.6974%  | N/A     | $77973760.00       | $2110431.70        | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                          | 2052-08-25      | 0.9940%  | N/A     | $50000000.00       | $3409112.86        | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                          | 2052-10-25      | 0.7840%  | N/A     | $110000000.00      | $4249957.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 5.0803%  | N/A     | $5848704.00        | $4230364.94        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-21                                | 2048-04-25      | 1.7295%  | N/A     | $57325888.00       | $1111935.98        | Agency Collateralized Mortgage Obligation |
| FNMA_23-6D                                           | 2053-03-25      | 1.3440%  | N/A     | $75000000.00       | $2318253.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81S                                          | 2054-11-20      | 1.0000%  | N/A     | $8715536.00        | $234948.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-160J                                         | 2054-09-20      | 0.4112%  | N/A     | $200000000.00      | $5499353.25        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82A                                          | 2054-11-25      | 0.2440%  | N/A     | $179000000.00      | $3671542.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 1.3412%  | N/A     | $100000000.00      | $2735183.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149A                                         | 2053-10-20      | 1.0612%  | N/A     | $80000000.00       | $1808716.64        | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                            | 2046-01-20      | 1.4001%  | N/A     | $4771000.00        | $60185.74          | Agency Collateralized Mortgage Obligation |
| FNMA_22-56B                                          | 2052-09-25      | 0.8440%  | N/A     | $200000000.00      | $8198983.97        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                          | 2052-05-20      | 3.4836%  | N/A     | $34601000.00       | $25309349.16       | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 1.4612%  | N/A     | $100000000.00      | $5507813.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_43-47                                          | 2054-06-15      | 1.5134%  | N/A     | $66018944.00       | $1228477.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5259                                           | 2052-09-25      | 0.9440%  | N/A     | $103908352.00      | $3669082.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 0.6940%  | N/A     | $102000000.00      | $2353721.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153A                                         | 2053-10-20      | 1.3112%  | N/A     | $100000000.00      | $2488817.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                          | 2054-05-25      | 1.5940%  | N/A     | $103500000.00      | $4587675.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 2.1112%  | N/A     | $83333248.00       | $8397863.80        | Agency Collateralized Mortgage Obligation |
| GNMA_13-106F                                         | 2043-07-20      | 1.9001%  | N/A     | $120785664.00      | $1091503.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                          | 2055-03-20      | 0.9112%  | N/A     | $38620352.00       | $2334526.22        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 1.5440%  | N/A     | $100000000.00      | $2939573.24        | Agency Collateralized Mortgage Obligation |
| GNMA_19-106A                                         | 2049-08-20      | 0.0000%  | N/A     | $50000000.00       | $268473.82         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-89                                | 2042-08-25      | 1.0795%  | N/A     | $79393536.00       | $364829.14         | Agency Collateralized Mortgage Obligation |
| GNMA_23-53E                                          | 2053-04-20      | 1.7612%  | N/A     | $91416448.00       | $4020580.82        | Agency Collateralized Mortgage Obligation |
| FNMA_25-40D                                          | 2054-10-25      | 2.6440%  | N/A     | $73054976.00       | $8017522.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                          | 2054-09-25      | 2.7440%  | N/A     | $84000000.00       | $6481054.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 1.0112%  | N/A     | $497300000.00      | $14439790.76       | Agency Collateralized Mortgage Obligation |
| FNMA_25-25                                           | 2055-04-25      | 0.9440%  | N/A     | $50000000.00       | $1713417.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_4944B                                          | 2050-01-25      | 1.5795%  | N/A     | $34828992.00       | $1152640.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 2.6614%  | N/A     | $212000000.00      | $10982022.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                          | 2053-11-25      | 1.6940%  | N/A     | $100000000.00      | $3234897.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                          | 2053-11-25      | 1.6140%  | N/A     | $125000000.00      | $4130293.64        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                         | 2050-08-20      | 1.9501%  | N/A     | $9000000.00        | $537817.41         | Agency Collateralized Mortgage Obligation |
| GNMA_24-180H                                         | 2054-11-20      | 2.2112%  | N/A     | $75000000.00       | $1953392.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 1.5540%  | N/A     | $50000000.00       | $2441649.21        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103E                                         | 2050-05-20      | 3.7377%  | N/A     | $37900416.00       | $25478423.74       | Agency Collateralized Mortgage Obligation |
| GNMA_23-183E                                         | 2053-12-20      | 1.4112%  | N/A     | $150000000.00      | $3739005.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137D                                         | 2051-03-20      | 1.8612%  | N/A     | $28556864.00       | $3397411.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $307000000.00      | $5248584.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.7487%  | N/A     | $272222000.00      | $9132927.92        | Agency Collateralized Mortgage Obligation |
| FHR_43-72                                            | 2044-08-15      | 1.6134%  | N/A     | $121841120.00      | $1215595.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                         | 2054-10-20      | 1.0612%  | N/A     | $738826240.00      | $28220611.88       | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.2501%  | N/A     | $30000000.00       | $335495.79         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                         | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $468999.86         | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 1.7940%  | N/A     | $37500000.00       | $1310916.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 1.6112%  | N/A     | $60000000.00       | $3187766.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438D                                          | 2054-08-25      | 1.5440%  | N/A     | $147517184.00      | $4374976.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                          | 2055-03-20      | 0.9612%  | N/A     | $150000000.00      | $6381567.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139Z                                         | 2051-08-20      | 0.0000%  | N/A     | $155389000.00      | $371267.96         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.1612%  | N/A     | $259000000.00      | $9647772.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124C                                         | 2052-07-20      | 0.0000%  | N/A     | $500000000.00      | $10101143.15       | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $57850000.00       | $713280.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                          | 2054-04-20      | 1.6112%  | N/A     | $114978560.00      | $3494978.56        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                         | 2052-10-20      | 2.5560%  | N/A     | $9232000.00        | $6762398.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-11-20      | 1.7612%  | N/A     | $9248816.00        | $123352.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-199A                                         | 2054-12-20      | 0.0000%  | N/A     | $50000000.00       | $503658.15         | Agency Collateralized Mortgage Obligation |
| GNMA_23-40J                                          | 2053-03-20      | 1.1112%  | N/A     | $140000000.00      | $2758730.19        | Agency Collateralized Mortgage Obligation |
| GNMA_22-207F                                         | 2052-12-20      | 0.5112%  | N/A     | $150000000.00      | $2033019.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9A                                           | 2055-01-20      | 5.2866%  | N/A     | $18181791.00       | $18205593.11       | Agency Collateralized Mortgage Obligation |
| FNMA_19-41B                                          | 2049-08-25      | 1.5795%  | N/A     | $17460992.00       | $616114.84         | Agency Collateralized Mortgage Obligation |
| FNMA_16-32D                                          | 2046-06-25      | 1.5295%  | N/A     | $21263648.00       | $485935.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.4440%  | N/A     | $153114368.00      | $6978388.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                          | 2053-02-20      | 0.6112%  | N/A     | $100000000.00      | $2989742.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                           | 2053-10-25      | 2.1440%  | N/A     | $150000000.00      | $6121328.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $72271.72          | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                           | 2055-02-25      | 0.0000%  | N/A     | $100000000.00      | $1320346.32        | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                         | 2047-09-20      | 1.9501%  | N/A     | $20658816.00       | $582760.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-100C                                         | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1577942.50        | Agency Collateralized Mortgage Obligation |
| GNMA_22-188A                                         | 2052-11-20      | 4.4615%  | N/A     | $3967728.00        | $2685664.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.6940%  | N/A     | $125000000.00      | $4255070.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                          | 2054-09-25      | 1.5440%  | N/A     | $100000000.00      | $4755644.60        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                          | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $1320238.69        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176                                          | 2051-09-20      | 0.0000%  | N/A     | $125621120.00      | $237260.55         | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.6612%  | N/A     | $8842000.00        | $431020.57         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81T                                          | 2053-12-20      | 1.0000%  | N/A     | $4613680.00        | $110436.52         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140C                                         | 2055-08-20      | 0.2112%  | N/A     | $200000000.00      | $4723656.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75E                                          | 2049-10-20      | 1.8001%  | N/A     | $44926976.00       | $4418709.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.3601%  | N/A     | $43058496.00       | $719497.30         | Agency Collateralized Mortgage Obligation |
| FNMA_19-26B                                          | 2049-06-25      | 1.5795%  | N/A     | $31982688.00       | $894833.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 0.9812%  | N/A     | $130000000.00      | $4560316.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 0.7612%  | N/A     | $40000000.00       | $1361298.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-8E                                           | 2054-08-20      | 0.8612%  | N/A     | $109033600.00      | $3572816.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                         | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $4806319.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0000%  | N/A     | $250000000.00      | $2338024.01        | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 2.5440%  | N/A     | $50000000.00       | $2210355.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.8209%  | N/A     | $205000000.00      | $3837840.30        | Agency Collateralized Mortgage Obligation |
| FNMA_25-53A                                          | 2055-07-25      | 0.0000%  | N/A     | $325000000.00      | $4361271.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                          | 2055-02-25      | 0.6440%  | N/A     | $162000000.00      | $3604101.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                         | 2054-10-20      | 1.0612%  | N/A     | $333273088.00      | $11713561.65       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.7440%  | N/A     | $250000000.00      | $5621902.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 0.6944%  | N/A     | $352869376.00      | $12009319.84       | Agency Collateralized Mortgage Obligation |
| GNMA_25-43E                                          | 2055-03-20      | 0.9612%  | N/A     | $150000000.00      | $9432830.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                         | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $837423.85         | Agency Collateralized Mortgage Obligation |
| GNMA_22-152D                                         | 2052-09-20      | 1.5912%  | N/A     | $61300416.00       | $4460958.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-154G                                         | 2053-10-20      | 1.3112%  | N/A     | $50000000.00       | $781707.69         | Agency Collateralized Mortgage Obligation |
| GNMA_22-211A                                         | 2052-12-20      | 1.1112%  | N/A     | $25000000.00       | $427645.70         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                          | 2049-02-20      | 1.8001%  | N/A     | $41953984.00       | $853931.89         | Agency Collateralized Mortgage Obligation |
| FNMA_14-70C                                          | 2044-11-25      | 1.6795%  | N/A     | $100000000.00      | $1222850.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                          | 2054-12-25      | 2.1440%  | N/A     | $238951424.00      | $10496023.86       | Agency Collateralized Mortgage Obligation |
| GNMA_21-160P                                         | 2051-09-20      | 2.0501%  | N/A     | $67568640.00       | $6412362.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1818939.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484F                                          | 2054-12-25      | 1.4940%  | N/A     | $65857280.00       | $2949343.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 1.5612%  | N/A     | $67000000.00       | $5638680.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                          | 2053-06-20      | 4.9460%  | N/A     | $16570848.00       | $13205472.76       | Agency Collateralized Mortgage Obligation |
| GNMA_24-151K                                         | 2054-09-20      | 1.5812%  | N/A     | $150000000.00      | $7888708.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                          | 2053-04-20      | 1.1112%  | N/A     | $100000000.00      | $4000039.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 1.0884%  | N/A     | $512685056.00      | $24042671.22       | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                          | 2053-11-25      | 1.3940%  | N/A     | $82000000.00       | $3789946.86        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124E                                         | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $6366288.18        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.6940%  | N/A     | $100000000.00      | $4006017.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 0.3940%  | N/A     | $170645504.00      | $4631120.65        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.8440%  | N/A     | $50000000.00       | $2850257.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137H                                         | 2052-08-20      | 1.6112%  | N/A     | $68200000.00       | $3303515.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                         | 2050-09-20      | 2.1001%  | N/A     | $137805568.00      | $10783273.16       | Agency Collateralized Mortgage Obligation |
| GNMA_21-205C                                         | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $1971299.59        | Agency Collateralized Mortgage Obligation |
| GNMA_11-13                                           | 2041-01-20      | 1.6886%  | N/A     | $30000000.00       | $262791.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                          | 2054-05-25      | 2.2440%  | N/A     | $179168256.00      | $5534679.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 2.1112%  | N/A     | $50000000.00       | $1687806.96        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.5940%  | N/A     | $150000000.00      | $4087971.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                          | 2055-04-20      | 0.1612%  | N/A     | $181870080.00      | $4010732.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 2.9612%  | N/A     | $33333312.00       | $934226.44         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                           | 2052-01-20      | 0.0000%  | N/A     | $59837376.00       | $1569414.00        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9B                                           | 2054-03-25      | 1.4940%  | N/A     | $9281008.00        | $400576.68         | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                          | 2044-12-16      | 1.2053%  | N/A     | $32907456.00       | $308073.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-01-20      | 1.5401%  | N/A     | $99200000.00       | $323948.66         | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL003TS R23F003                            | 2052-12-25      | 0.0000%  | N/A     | $65864240.00       | $2875454.23        | Agency Mortgage-Backed Securities         |
| FNMA_22-57A                                          | 2052-09-25      | 0.9440%  | N/A     | $200000000.00      | $8546733.81        | Agency Collateralized Mortgage Obligation |
| FNMA_24-95G                                          | 2054-12-25      | 0.6940%  | N/A     | $216500000.00      | $5866533.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491A                                          | 2055-01-25      | 0.8440%  | N/A     | $276681216.00      | $8889847.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                          | 2054-11-25      | 0.3440%  | N/A     | $236500000.00      | $5289229.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20B                                          | 2055-01-20      | 1.1112%  | N/A     | $35962240.00       | $2436961.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_3964B                                          | 2041-11-15      | 1.5134%  | N/A     | $56750784.00       | $329765.25         | Agency Collateralized Mortgage Obligation |
| FNMA_15-53A                                          | 2045-07-25      | 1.7295%  | N/A     | $42378880.00       | $517038.02         | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                           | 2049-03-25      | 1.3295%  | N/A     | $15739808.00       | $287751.89         | Agency Collateralized Mortgage Obligation |
| FNMA_25-13D                                          | 2055-03-25      | 0.8440%  | N/A     | $358040064.00      | $11677606.08       | Agency Collateralized Mortgage Obligation |
| GNMA_25-45C                                          | 2055-03-20      | 0.9612%  | N/A     | $86000000.00       | $5809652.32        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76A                                          | 2053-09-25      | 2.8440%  | N/A     | $57059840.00       | $5440135.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 1.4112%  | N/A     | $140000000.00      | $4967220.61        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49J                                          | 2051-03-20      | 2.0501%  | N/A     | $81031168.00       | $3938243.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_4096                                           | 2042-08-15      | 0.0172%  | N/A     | $3900360.00        | $1615006.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473L                                          | 2054-11-25      | 1.4940%  | N/A     | $50000000.00       | $2026246.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-11B                                          | 2054-03-25      | 2.6440%  | N/A     | $50500000.00       | $2536625.45        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                               | 2040-02-15      | 1.7534%  | N/A     | $76754688.00       | $169519.56         | Agency Collateralized Mortgage Obligation |
| FNMA_24-72C                                          | 2054-10-25      | 0.5440%  | N/A     | $25000000.00       | $531269.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_4628C                                          | 2046-11-15      | 1.5134%  | N/A     | $48916672.00       | $1108198.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                         | 2053-10-20      | 1.2112%  | N/A     | $185000000.00      | $2793943.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.6612%  | N/A     | $82843648.00       | $2104862.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85B                                          | 2053-06-20      | 1.6612%  | N/A     | $50000000.00       | $1258156.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                         | 2053-09-20      | 1.1612%  | N/A     | $115000000.00      | $4444813.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 1.2106%  | N/A     | $150000000.00      | $5041142.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 1.6362%  | N/A     | $200000000.00      | $8897809.96        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7C                                           | 2053-09-25      | 2.6440%  | N/A     | $24224400.00       | $1216796.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137A                                         | 2055-08-20      | 2.7112%  | N/A     | $50000000.00       | $4442632.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                         | 2054-06-20      | 0.8112%  | N/A     | $150000000.00      | $4691881.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5382B                                          | 2054-02-25      | 1.9940%  | N/A     | $39072448.00       | $1606573.29        | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                          | 2046-02-20      | 1.8701%  | N/A     | $25989728.00       | $714308.57         | Agency Collateralized Mortgage Obligation |
| FNMA_24-63A                                          | 2054-09-25      | 1.5440%  | N/A     | $11949184.00       | $452925.99         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.7440%  | N/A     | $171000000.00      | $4951137.62        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.0940%  | N/A     | $200000000.00      | $3646776.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.2612%  | N/A     | $150000000.00      | $8766014.43        | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                          | 2052-10-25      | 0.8440%  | N/A     | $75000000.00       | $2982885.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 1.4312%  | N/A     | $175000000.00      | $6010704.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 1.7612%  | N/A     | $4795176.00        | $287111.67         | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.0612%  | N/A     | $200000000.00      | $7845352.15        | Agency Collateralized Mortgage Obligation |
| GNMA_18-8F                                           | 2048-01-20      | 0.0000%  | N/A     | $130400000.00      | $532172.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                          | 2054-08-25      | 0.8440%  | N/A     | $150000000.00      | $3912515.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 0.9112%  | N/A     | $25000000.00       | $1032985.03        | Agency Collateralized Mortgage Obligation |
| GNMA_19-119F                                         | 2049-09-16      | 1.7886%  | N/A     | $17339000.00       | $1265351.32        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 1.4940%  | N/A     | $105302656.00      | $4498083.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $50000000.00       | $620256.13         | Agency Collateralized Mortgage Obligation |
| GNMA_23-132A                                         | 2053-09-20      | 2.1112%  | N/A     | $125000000.00      | $4221015.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_4833D                                          | 2044-04-15      | 1.5134%  | N/A     | $46303120.00       | $1067630.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 0.8612%  | N/A     | $180000000.00      | $3656761.47        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3616                               | 2039-12-15      | 1.8134%  | N/A     | $32999999.00       | $52035.21          | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                          | 2049-03-20      | 1.8001%  | N/A     | $34000000.00       | $716908.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_5225F                                          | 2045-03-25      | 1.1295%  | N/A     | $34469888.00       | $2515050.91        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 1.0000%  | N/A     | $6150000.00        | $105340.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                          | 2045-07-15      | 1.6934%  | N/A     | $8284032.00        | $165075.28         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 1.7050%  | N/A     | $1523328.00        | $74471.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 1.4649%  | N/A     | $438898688.00      | $17830182.22       | Agency Collateralized Mortgage Obligation |
| FNMA_25-6A                                           | 2055-02-25      | 0.6940%  | N/A     | $101300000.00      | $2755764.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60C                                          | 2065-03-20      | 1.0612%  | N/A     | $201500000.00      | $4862077.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.5940%  | N/A     | $252000000.00      | $5523738.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                          | 2056-08-15      | 1.6134%  | N/A     | $26045408.00       | $1062116.67        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.5940%  | N/A     | $205000000.00      | $5319829.69        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4635                               | 2046-12-15      | 1.6134%  | N/A     | $106139904.00      | $1017682.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5334C                                          | 2053-09-25      | 1.3440%  | N/A     | $75000000.00       | $2313216.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 0.0000%  | N/A     | $78025216.00       | $3009453.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-32A                                          | 2083-09-20      | 1.6112%  | N/A     | $100000000.00      | $3494968.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.1112%  | N/A     | $31631520.00       | $2105546.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473B                                          | 2054-11-25      | 1.0000%  | N/A     | $100000.00         | $2007.46           | Agency Collateralized Mortgage Obligation |
| FNMA_24-64G                                          | 2054-09-25      | 0.8940%  | N/A     | $92109184.00       | $2882304.91        | Agency Collateralized Mortgage Obligation |
| GNMA_22-124H                                         | 2052-07-20      | 1.6112%  | N/A     | $28123584.00       | $1423088.37        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 1.0000%  | N/A     | $999994.00         | $16986.15          | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                          | 2041-10-16      | 1.8386%  | N/A     | $15000000.00       | $210731.74         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                          | 2054-11-25      | 0.8583%  | N/A     | $175000000.00      | $4608982.36        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                          | 2054-08-25      | 2.6740%  | N/A     | $140208640.00      | $6130409.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180A                                         | 2054-11-20      | 0.2612%  | N/A     | $125000000.00      | $1635255.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137C                                         | 2055-08-20      | 13.9827% | N/A     | $11538448.00       | $14391254.80       | Agency Collateralized Mortgage Obligation |
| FNMA_25-77A                                          | 2055-05-25      | 2.7940%  | N/A     | $31365000.00       | $3724883.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 2.7112%  | N/A     | $39889000.00       | $3533904.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108C                                         | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $2240087.98        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36E                                          | 2054-06-25      | 1.5440%  | N/A     | $50000000.00       | $1766991.80        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                         | 2054-12-20      | 2.2612%  | N/A     | $40000000.00       | $3739172.17        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108D                                         | 2052-06-20      | 0.0000%  | N/A     | $500000000.00      | $2022795.80        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                           | 2046-10-25      | 1.6295%  | N/A     | $37262335.00       | $506453.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                         | 2054-07-20      | 2.2112%  | N/A     | $200000000.00      | $4753475.31        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 2.1940%  | N/A     | $74500000.00       | $4059429.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155E                                         | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $110298.03         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50A                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $440052.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5235C                                          | 2052-06-25      | 0.0000%  | N/A     | $50000000.00       | $550106.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                          | 2053-10-25      | 1.6940%  | N/A     | $1760128.00        | $62234.01          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51G                                          | 2054-03-20      | 1.5112%  | N/A     | $133000000.00      | $4796870.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.6940%  | N/A     | $125000000.00      | $4419707.63        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103J                                         | 2050-07-20      | 2.5779%  | N/A     | $43571392.00       | $26676113.36       | Agency Collateralized Mortgage Obligation |
| GNMA_24-190A                                         | 2054-11-20      | 0.8612%  | N/A     | $17000000.00       | $1034848.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23H                                          | 2054-02-20      | 1.6112%  | N/A     | $116395008.00      | $4547741.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.7665%  | N/A     | $397737472.00      | $11586038.54       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.4112%  | N/A     | $400000000.00      | $7027398.10        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_08-3443                            | 2037-03-15      | 1.2434%  | N/A     | $83500000.00       | $269707.82         | Agency Collateralized Mortgage Obligation |

### Security 38: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDSC4Q67
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $42387328.00       | $16522495.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $46574305.28       | $28133488.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $62115840.00       | $16019302.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $66247229.44       | $63045103.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $4632500.00        | $2430376.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $4325000.00        | $3017526.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $44649431.04       | $26260473.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $450400.00         | $276601.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 0.0000%  | N/A     | $71456358.40       | $44860873.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $9883804.02        | $2746679.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $61770956.80       | $19538091.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $1944000.00        | $1134559.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $124000.00         | $106754.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $2424700.00        | $1167927.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $12278700.00       | $4099771.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $1600000.00        | $1129723.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $18843200.00       | $18408352.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $32285982.72       | $10978848.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $4616300.00        | $2323171.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.0000%  | N/A     | $99133030.40       | $28420547.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $65981000.00       | $47052568.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $44265881.60       | $24966045.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $29074200.00       | $8646463.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $74808500.00       | $36604247.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $61600.00          | $68727.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $15454900.00       | $5223462.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $178809600.00      | $181735550.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $878300.00         | $403598.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $350000.00         | $162822.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $26917847.04       | $6854064.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $21216819.20       | $10674139.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $18055127.04       | $7314041.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $40836608.00       | $12748494.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $34267095.04       | $9422731.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $1376400.00        | $770924.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $66945841.74       | $46705101.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $127080800.00      | $35299233.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2533500.00        | $1291236.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $26338368.00       | $8434203.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $14439260.16       | $3892261.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $142000.00         | $112295.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $79756400.00       | $24020873.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $4539558.40        | $1976242.27        | U.S. Treasuries (including strips) |

### Security 39: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $777668405.06
- **C.18.a - Value (excl. sponsor support):** $777668405.06
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 40: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSC4QW0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 NOTE K 29 | 2029-04-30      | 2.8750%  | N/A     | $212300.00         | $209139.52         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30     | 2030-05-31      | 4.0000%  | N/A     | $4772100.00        | $4890893.47        | U.S. Treasuries (including strips) |

### Security 41: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-81C                                         | 2055-05-20      | 2.6612%  | N/A     | $37693943.00       | $3268775.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H14B                                        | 2075-05-20      | 1.7105%  | N/A     | $77012223.00       | $2381594.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-85                                          | 2063-03-16      | 0.2000%  | N/A     | $532854143.00      | $3909911.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-30A                                         | 2055-02-20      | 2.2112%  | N/A     | $50000000.00       | $3633370.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-96A                                         | 2051-06-20      | 2.0501%  | N/A     | $37934856.00       | $1982613.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-146C                                        | 2054-09-20      | 1.5112%  | N/A     | $34279437.00       | $2615421.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12A                                        | 2075-05-20      | 1.7469%  | N/A     | $96435714.00       | $3372290.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                         | 2053-05-20      | 1.0112%  | N/A     | $114387549.00      | $3729576.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-144                                         | 2065-06-16      | 0.8291%  | N/A     | $75411759.00       | $4815372.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80B                                         | 2055-05-20      | 0.6112%  | N/A     | $88105482.00       | $3220263.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-32                                          | 2063-06-16      | 0.6997%  | N/A     | $22285761.00       | $1076846.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152B                                        | 2055-09-20      | 0.8826%  | N/A     | $100000000.00      | $4517817.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-85E                                         | 2055-05-20      | 0.7812%  | N/A     | $50000000.00       | $1932561.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-20G                                         | 2053-02-20      | 1.3612%  | N/A     | $166970000.00      | $3994875.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-84F                                         | 2055-05-20      | 0.7612%  | N/A     | $74005558.00       | $2840462.64        | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                                         | 2060-08-16      | 0.8261%  | N/A     | $123770784.00      | $4589839.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-203                                         | 2063-07-16      | 0.8700%  | N/A     | $67884979.00       | $4014515.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20A                                        | 2074-10-20      | 0.2767%  | N/A     | $119121673.00      | $2724569.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H22B                                        | 2072-10-20      | 0.6002%  | N/A     | $58480020.00       | $3497570.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-29A                                         | 2064-08-16      | 0.2544%  | N/A     | $77781585.00       | $3034113.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113B                                        | 2053-08-20      | 0.6612%  | N/A     | $85875000.00       | $2516775.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53H                                         | 2053-04-20      | 1.2112%  | N/A     | $150000000.00      | $3102574.65        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H12C                                        | 2068-07-20      | 1.5268%  | N/A     | $101132296.00      | $2344035.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140E                                        | 2052-08-20      | 0.0000%  | N/A     | $100000000.00      | $2534780.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9D                                          | 2054-01-20      | 2.6612%  | N/A     | $50114968.00       | $1889175.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4U                                          | 2054-01-20      | 2.5612%  | N/A     | $110000000.00      | $4741845.55        | Agency Collateralized Mortgage Obligation |
| GNMA_11-21B                                         | 2041-02-16      | 0.9772%  | N/A     | $15000000.00       | $3403681.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-26                                          | 2064-02-16      | 0.7307%  | N/A     | $50000000.00       | $2649956.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-68K                                         | 2052-04-20      | 1.2612%  | N/A     | $29507903.00       | $2041942.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H04B                                        | 2075-01-20      | 2.1867%  | N/A     | $44721445.00       | $2012614.19        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H16A                                        | 2068-09-20      | 1.9276%  | N/A     | $122402019.00      | $2599151.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-7C                                          | 2053-01-20      | 2.5112%  | N/A     | $59688105.00       | $2664230.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7H                                          | 2055-01-20      | 2.0612%  | N/A     | $46260320.00       | $2375952.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08C                                        | 2074-05-20      | 0.7190%  | N/A     | $62700513.00       | $4701351.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-54                                          | 2065-07-16      | 0.8921%  | N/A     | $25271278.00       | $1784259.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112C                                        | 2053-08-20      | 0.8612%  | N/A     | $100000000.00      | $2202406.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88C                                         | 2052-06-20      | 0.0000%  | N/A     | $150000000.00      | $2115154.96        | Agency Collateralized Mortgage Obligation |
| GNMA_21-86E                                         | 2051-05-20      | 2.5000%  | N/A     | $20178825.00       | $1838072.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H14C                                        | 2071-07-20      | 1.4668%  | N/A     | $48327160.00       | $3185224.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H18                                         | 2071-12-20      | 1.3402%  | N/A     | $50029030.00       | $4012833.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13B                                        | 2075-05-20      | 0.5468%  | N/A     | $57485571.00       | $4332402.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63E                                         | 2050-11-20      | 0.0000%  | N/A     | $143296246.00      | $2112611.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-70                                          | 2060-02-16      | 0.7607%  | N/A     | $50349118.00       | $2973139.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-145                                         | 2066-02-16      | 0.7189%  | N/A     | $72841515.00       | $3805139.70        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H17B                                        | 2070-10-20      | 1.6492%  | N/A     | $88586088.00       | $3339764.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-63D                                         | 2053-05-20      | 1.1112%  | N/A     | $130000000.00      | $2439108.06        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                         | 2063-01-16      | 0.7500%  | N/A     | $253250845.00      | $4376765.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184A                                        | 2063-12-20      | 0.0000%  | N/A     | $10714286.00       | $2313052.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-109                                         | 2064-09-16      | 0.7314%  | N/A     | $50000000.00       | $3043679.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H04C                                        | 2074-03-20      | 0.7931%  | N/A     | $48510292.00       | $2747251.90        | Agency Collateralized Mortgage Obligation |
| GNMA_18-157                                         | 2060-11-16      | 0.7869%  | N/A     | $123320915.00      | $2358797.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                                          | 2066-11-16      | 0.7358%  | N/A     | $35112034.00       | $2163613.99        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A                                        | 2072-02-20      | 1.3542%  | N/A     | $54701150.00       | $4413630.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                         | 2066-07-16      | 0.6767%  | N/A     | $55425770.00       | $3502555.28        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159N                                        | 2050-11-20      | 4.0000%  | N/A     | $45158236.00       | $4268464.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                         | 2065-05-16      | 0.7941%  | N/A     | $41772526.00       | $2666429.77        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88G                                         | 2052-06-20      | 1.1212%  | N/A     | $54862753.00       | $3672975.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-195A                                        | 2061-07-16      | 0.5930%  | N/A     | $100000000.00      | $3698786.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-74                                          | 2066-10-16      | 0.8611%  | N/A     | $51858754.00       | $3801655.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135A                                        | 2053-09-20      | 1.3612%  | N/A     | $97588200.00       | $2241542.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-61C                                         | 2055-04-20      | 0.9612%  | N/A     | $78954475.00       | $3486027.06        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B                                         | 2051-02-20      | 2.5000%  | N/A     | $45988001.00       | $4676211.86        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                         | 2052-05-20      | 3.4836%  | N/A     | $2799000.00        | $2047364.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-38F                                         | 2052-01-20      | 3.0000%  | N/A     | $28157352.00       | $3884610.95        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                         | 2062-10-16      | 0.9899%  | N/A     | $45000000.00       | $2400000.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H17B                                        | 2073-09-20      | 1.9693%  | N/A     | $89413609.00       | $3592865.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64D                                         | 2054-04-20      | 1.0112%  | N/A     | $132397189.00      | $3198059.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-117A                                        | 2053-08-20      | 0.8612%  | N/A     | $100000000.00      | $1918760.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65D                                         | 2054-04-20      | 0.8112%  | N/A     | $117922779.00      | $3045235.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D                                        | 2052-06-20      | 0.0000%  | N/A     | $100000000.00      | $2758114.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135F                                        | 2053-09-20      | 2.0612%  | N/A     | $156300507.00      | $1927120.93        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H06B                                        | 2068-12-20      | 1.1354%  | N/A     | $101821732.00      | $2065483.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H18A                                        | 2073-07-20      | 0.6646%  | N/A     | $50000000.00       | $3369864.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                                         | 2054-12-20      | 2.2612%  | N/A     | $35805111.00       | $2641962.56        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127A                                        | 2050-06-20      | 3.5000%  | N/A     | $50703921.00       | $3732381.38        | Agency Collateralized Mortgage Obligation |
| GNMA_18-173                                         | 2060-07-16      | 0.8945%  | N/A     | $179111909.00      | $3732597.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-35A                                         | 2053-02-20      | 1.4112%  | N/A     | $110000000.00      | $3875112.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-85A                                         | 2053-06-20      | 0.9112%  | N/A     | $100000000.00      | $2584601.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4A                                          | 2054-01-20      | 1.0112%  | N/A     | $100000000.00      | $2094046.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-13B                                         | 2054-01-20      | 1.5512%  | N/A     | $150000000.00      | $3765050.58        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H26A                                        | 2071-08-20      | 0.7666%  | N/A     | $51417388.00       | $1937705.26        | Agency Collateralized Mortgage Obligation |
| GNMA_19-35A                                         | 2049-03-20      | 1.7501%  | N/A     | $173295441.00      | $1793921.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62C                                         | 2055-04-20      | 0.0000%  | N/A     | $200000000.00      | $2325576.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-152E                                        | 2052-09-20      | 0.1612%  | N/A     | $150000000.00      | $4219177.29        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23D                                         | 2054-02-20      | 1.5112%  | N/A     | $75000000.00       | $2822222.05        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39A                                         | 2054-03-20      | 1.5612%  | N/A     | $63000000.00       | $1897722.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-67A                                         | 2065-10-16      | 0.7408%  | N/A     | $52843906.00       | $3217985.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-142C                                        | 2065-05-16      | 0.9496%  | N/A     | $30000000.00       | $2271937.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23A                                        | 2073-09-20      | 0.6283%  | N/A     | $71306322.00       | $4368693.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                        | 2053-12-20      | 1.3612%  | N/A     | $107227777.00      | $2158629.20        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114E                                        | 2052-06-20      | 1.6612%  | N/A     | $37098220.00       | $2372021.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                        | 2055-08-20      | 2.1112%  | N/A     | $53219918.00       | $3215572.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-187                                         | 2064-04-16      | 0.7825%  | N/A     | $80000000.00       | $4785884.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H22A                                        | 2070-12-20      | 1.0245%  | N/A     | $69071282.00       | $2528332.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137E                                        | 2053-09-20      | 1.3112%  | N/A     | $150000000.00      | $2312733.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H18                                         | 2071-12-20      | 1.0801%  | N/A     | $50661679.00       | $3901936.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-68H                                         | 2053-05-20      | 1.1112%  | N/A     | $125000000.00      | $2345459.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                          | 2055-01-20      | 2.1612%  | N/A     | $70000000.00       | $2064230.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43G                                         | 2050-04-20      | 4.0000%  | N/A     | $24131714.00       | $4823600.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-12E                                         | 2052-01-20      | 3.0000%  | N/A     | $43048333.00       | $3553570.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                        | 2055-07-20      | 2.7112%  | N/A     | $43530630.00       | $3847842.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G                                        | 2055-07-20      | 0.9612%  | N/A     | $52703413.00       | $3545801.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-148B                                        | 2053-10-20      | 1.1612%  | N/A     | $100000000.00      | $2344822.88        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H14                                         | 2069-08-20      | 1.1415%  | N/A     | $86681134.00       | $2422254.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79C                                         | 2053-06-20      | 1.6112%  | N/A     | $125000000.00      | $2863792.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187E                                        | 2051-10-20      | 2.5000%  | N/A     | $21978059.00       | $2722281.59        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                        | 2069-12-20      | 1.3296%  | N/A     | $78800583.00       | $3037452.27        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129                                         | 2050-09-20      | 3.0000%  | N/A     | $40337355.00       | $3137353.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114E                                        | 2053-08-20      | 1.6112%  | N/A     | $150000000.00      | $2665055.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43C                                         | 2053-03-20      | 1.8812%  | N/A     | $86905000.00       | $2382062.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76A                                         | 2053-05-20      | 1.0612%  | N/A     | $100000000.00      | $1833391.67        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97G                                         | 2064-12-20      | 1.5612%  | N/A     | $134702920.00      | $3683245.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64T                                         | 2054-04-20      | 1.0612%  | N/A     | $100000000.00      | $3801575.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187D                                        | 2051-11-20      | 2.0000%  | N/A     | $27337372.00       | $3178893.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84S                                         | 2054-05-20      | 1.0612%  | N/A     | $50000000.00       | $1812725.23        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205L                                        | 2052-12-20      | 1.5112%  | N/A     | $100000000.00      | $3544907.74        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48C                                         | 2053-03-20      | 1.7112%  | N/A     | $100000000.00      | $3405460.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109E                                        | 2054-07-20      | 1.5112%  | N/A     | $95000000.00       | $2256880.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                        | 2054-08-20      | 2.2612%  | N/A     | $70929155.00       | $4263929.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                        | 2055-08-20      | 0.9612%  | N/A     | $100000000.00      | $4112722.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104G                                        | 2054-12-20      | 2.1112%  | N/A     | $45346487.00       | $3863050.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                         | 2054-05-20      | 0.8612%  | N/A     | $100000000.00      | $4147949.50        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H18                                         | 2071-12-20      | 1.1801%  | N/A     | $50209180.00       | $4149539.35        | Agency Collateralized Mortgage Obligation |
| GNMA_19-H18                                         | 2069-10-20      | 2.2743%  | N/A     | $49857711.00       | $2375124.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28F                                         | 2052-02-20      | 3.5000%  | N/A     | $31300538.00       | $3468028.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-7G                                          | 2055-01-20      | 7.0000%  | N/A     | $13059209.00       | $1805827.91        | Agency Collateralized Mortgage Obligation |
| GNMA_24-104A                                        | 2054-06-20      | 1.6112%  | N/A     | $100000000.00      | $2696625.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97J                                         | 2055-06-20      | 2.7112%  | N/A     | $44304133.00       | $4236203.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58J                                         | 2054-04-20      | 0.9312%  | N/A     | $90000000.00       | $2364561.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-159H                                        | 2049-12-20      | 3.5000%  | N/A     | $86999066.00       | $4160600.74        | Agency Collateralized Mortgage Obligation |
| GNMA_16-17F                                         | 2045-08-20      | 0.0000%  | N/A     | $3934450.00        | $2396796.51        | Agency Collateralized Mortgage Obligation |
| GNMA_22-82                                          | 2064-02-16      | 0.5399%  | N/A     | $88552213.00       | $3479349.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-35                                          | 2063-11-16      | 0.9849%  | N/A     | $25223457.00       | $1845381.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80C                                         | 2055-05-20      | 0.7112%  | N/A     | $100000000.00      | $2400200.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12C                                        | 2072-06-20      | 2.3390%  | N/A     | $88435676.00       | $2396605.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113D                                        | 2053-08-20      | 1.3612%  | N/A     | $100000000.00      | $2487921.89        | Agency Collateralized Mortgage Obligation |
| GNMA_19-123                                         | 2049-10-20      | 1.9001%  | N/A     | $72453000.00       | $1805427.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H10B                                        | 2066-12-20      | 1.8362%  | N/A     | $125129269.00      | $3466921.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13C                                        | 2075-06-20      | 0.6448%  | N/A     | $30144219.00       | $2391804.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63M                                         | 2055-04-20      | 0.8612%  | N/A     | $87160912.00       | $2737031.79        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                         | 2066-07-16      | 1.0453%  | N/A     | $30515462.00       | $2546566.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144A                                        | 2054-09-20      | 0.9612%  | N/A     | $100000000.00      | $2868405.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136D                                        | 2055-08-20      | 0.2412%  | N/A     | $80000000.00       | $1928004.26        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67J                                         | 2053-05-20      | 1.6912%  | N/A     | $91300568.00       | $3513898.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58N                                         | 2054-04-20      | 0.9112%  | N/A     | $75000000.00       | $2483653.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03A                                        | 2074-12-20      | 0.6900%  | N/A     | $39344744.00       | $2487897.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144B                                        | 2054-09-20      | 0.9312%  | N/A     | $100000000.00      | $4072559.09        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                           | 2061-01-16      | 0.9019%  | N/A     | $208030459.00      | $2088051.92        | Agency Collateralized Mortgage Obligation |
| GNMA_22-118                                         | 2064-06-16      | 0.6360%  | N/A     | $50000000.00       | $2289118.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-100B                                        | 2065-10-16      | 0.7420%  | N/A     | $57431784.00       | $3399767.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-109K                                        | 2054-07-20      | 0.9112%  | N/A     | $80000000.00       | $2689450.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-80A                                         | 2054-07-20      | 0.6112%  | N/A     | $180000000.00      | $3931327.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11B                                        | 2074-07-20      | 0.7649%  | N/A     | $51900346.00       | $4265036.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                        | 2053-12-20      | 2.0112%  | N/A     | $75000000.00       | $2667549.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136E                                        | 2055-08-20      | 2.1112%  | N/A     | $64665784.00       | $4552922.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-184C                                        | 2053-12-20      | 2.6612%  | N/A     | $60000000.00       | $2808457.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                          | 2055-01-20      | 1.6182%  | N/A     | $63977269.00       | $3940681.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                        | 2053-11-20      | 1.6112%  | N/A     | $65879676.00       | $3505336.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88D                                         | 2052-06-20      | 3.0000%  | N/A     | $51887506.00       | $4658484.77        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115B                                        | 2050-08-20      | 0.0000%  | N/A     | $90437500.00       | $2420778.14        | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05A                                        | 2068-02-20      | 2.3919%  | N/A     | $146045000.00      | $2729302.45        | Agency Collateralized Mortgage Obligation |
| GNMA_15-118                                         | 2045-08-20      | 1.4001%  | N/A     | $107142857.00      | $2211237.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39C                                         | 2054-03-20      | 0.9312%  | N/A     | $50000000.00       | $1807363.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173C                                        | 2054-10-20      | 1.1112%  | N/A     | $100000000.00      | $4495449.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                         | 2053-05-20      | 1.0612%  | N/A     | $100000000.00      | $1872789.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11A                                        | 2074-05-20      | 0.5959%  | N/A     | $45294920.00       | $2884111.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40L                                         | 2047-03-20      | 4.0000%  | N/A     | $19907536.00       | $2116842.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-144F                                        | 2047-02-16      | 1.8386%  | N/A     | $36876188.00       | $3407637.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97C                                         | 2055-06-20      | 0.8112%  | N/A     | $50000000.00       | $3235568.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186C                                        | 2054-11-20      | 1.6612%  | N/A     | $79858328.00       | $2749368.48        | Agency Collateralized Mortgage Obligation |
| GNMA_18-136                                         | 2060-04-16      | 1.2092%  | N/A     | $97455104.00       | $1194779.49        | Agency Collateralized Mortgage Obligation |
| GNMA_24-187C                                        | 2054-11-20      | 1.4612%  | N/A     | $100000000.00      | $3400459.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23A                                        | 2073-09-20      | 0.4707%  | N/A     | $57054461.00       | $2917948.23        | Agency Collateralized Mortgage Obligation |
| GNMA_23-67D                                         | 2053-05-20      | 1.0612%  | N/A     | $100000000.00      | $1806234.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184H                                        | 2054-11-20      | 1.6112%  | N/A     | $100000000.00      | $2648565.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58P                                         | 2054-04-20      | 1.5112%  | N/A     | $100000000.00      | $2774074.21        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131J                                        | 2053-09-20      | 1.2612%  | N/A     | $95000000.00       | $2043380.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-25 | 2060-02-16      | 0.4696%  | N/A     | $150000000.00      | $2247936.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-51                                          | 2062-10-16      | 1.0185%  | N/A     | $40000000.00       | $2275311.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C                                        | 2055-07-20      | 2.7112%  | N/A     | $18136909.00       | $2018215.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                         | 2054-04-20      | 1.0612%  | N/A     | $100000000.00      | $3922676.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H21B                                        | 2069-12-20      | 2.2300%  | N/A     | $93975285.00       | $2882858.14        | Agency Collateralized Mortgage Obligation |

### Security 42: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.0000%  | N/A     | $5745000.00        | $5792436.28        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 4.0000%  | N/A     | $1086658.00        | $10235.79          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.5000%  | N/A     | $12389904.00       | $7122303.60        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $5249112.00        | $5420439.52        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | N/A     | $1028562.00        | $200199.45         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 7.0000%  | N/A     | $10555216.00       | $11088458.74       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $76735.00          | $78095.11          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-07-15      | 5.5000%  | N/A     | $467304.00         | $38333.25          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2025-11-15      | 0.0000%  | N/A     | $79000.00          | $78587.38          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-08-01      | 3.0000%  | N/A     | $1660000.00        | $317282.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-05-01      | 5.5000%  | N/A     | $3060000.00        | $25730.46          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-03-15      | 5.8000%  | N/A     | $435095.00         | $461584.33         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $120777472.00      | $43176910.40       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.5000%  | N/A     | $1613432.00        | $1737836.34        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.0000%  | N/A     | $136836.00         | $118170.61         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-05-20      | 4.5000%  | N/A     | $300000.00         | $8828.88           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.9400%  | N/A     | $5850000.00        | $4303364.52        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.0000%  | N/A     | $58562368.00       | $58360303.81       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-08-01      | 4.0000%  | N/A     | $1500000.00        | $1135130.08        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 3.0000%  | N/A     | $2393264.00        | $2133042.76        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-11-15      | 0.0000%  | N/A     | $69000.00          | $66130.91          | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 2.0000%  | N/A     | $1516000.00        | $745688.21         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $12980000.00       | $12865255.96       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $203564.00         | $213271.42         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.5000%  | N/A     | $3150000.00        | $43388.08          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.5000%  | N/A     | $1836902.00        | $1947948.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.0000%  | N/A     | $72673280.00       | $49584316.65       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-06-20      | 3.0000%  | N/A     | $1104052.00        | $56478.82          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 4.0000%  | N/A     | $198000.00         | $49939.95          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.0000%  | N/A     | $1649000.00        | $181090.45         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-08-20      | 2.0000%  | N/A     | $420000.00         | $35535.10          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-02-20      | 6.0000%  | N/A     | $5140973.00        | $83857.24          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 6.5000%  | N/A     | $3343876.00        | $3170236.88        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2026-09-15      | 0.0000%  | N/A     | $70000.00          | $67442.97          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2039-06-03      | 3.4900%  | N/A     | $3000000.00        | $2608303.50        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-06-15      | 5.8400%  | N/A     | $1199340.00        | $1278651.03        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $1000000.00        | $27245.25          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1276954.00        | $1332009.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-03-23      | 0.0000%  | N/A     | $8212000.00        | $7473897.23        | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                     | 2035-02-15      | 4.6250%  | N/A     | $35024800.00       | $36644005.27       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-07-15      | 5.8500%  | N/A     | $1739152.00        | $1850135.09        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $5733704.00        | $5447865.35        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 4.0000%  | N/A     | $17579872.00       | $16116153.72       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 6.5000%  | N/A     | $8653168.00        | $8521417.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-12-01      | 6.0000%  | N/A     | $783774.00         | $727142.54         | Agency Mortgage-Backed Securities   |

### Security 43: U.S. Treasury Bills

- **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):** $2788867992.48
- **C.18.a - Value (excl. sponsor support):** $2788867992.48
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 44: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99759096.20
- **C.18.a - Value (excl. sponsor support):** $99759096.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $201890257.44
- **C.18.a - Value (excl. sponsor support):** $201890257.44
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 46: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $3134528.00        | $3193339.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.0000%  | N/A     | $124963840.00      | $98100045.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 5.5000%  | N/A     | $79536896.00       | $57397494.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $86560895.10       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-02-20      | 7.0000%  | N/A     | $204000.00         | $77477.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $7110088.00        | $7243491.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.0000%  | N/A     | $5516712.00        | $5391175.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.8300%  | N/A     | $65845632.00       | $56454216.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-10-15      | 3.6400%  | N/A     | $4624112.00        | $4183451.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 5.0000%  | N/A     | $1884130.00        | $15202.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $170958336.00      | $173453389.18      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.5000%  | N/A     | $4141976.00        | $500010.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $79457009.78       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $15818600.00       | $16388628.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-05-20      | 3.0000%  | N/A     | $3351992.00        | $316581.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $309162240.00      | $191489803.06      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1886945.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-12-20      | 5.5000%  | N/A     | $386127.00         | $274061.35         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 4.0000%  | N/A     | $142000.00         | $116403.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $206170624.00      | $122955267.53      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $360406016.00      | $182963483.17      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $995796.00         | $1043665.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4759744.00        | $4737845.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.8000%  | N/A     | $3013370.00        | $2566351.52        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-04-15      | 5.5000%  | N/A     | $5000000.00        | $155926.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $4016312.00        | $4181038.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2058-02-15      | 5.2500%  | N/A     | $2667229.00        | $2680268.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 5.0000%  | N/A     | $200000.00         | $18013.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-07-20      | 5.5000%  | N/A     | $3000000.00        | $8720.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1046992.00        | $1082587.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1316892.00        | $1367883.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-05-15      | 2.6400%  | N/A     | $12565696.00       | $10391154.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-10-20      | 4.0000%  | N/A     | $710000.00         | $68162.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1392664.00        | $1406183.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1842360.00        | $1906474.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-05-20      | 5.0000%  | N/A     | $246754.00         | $22085.92          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 3.6800%  | N/A     | $16015936.00       | $14502037.89       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 4.2300%  | N/A     | $2379200.00        | $2233226.20        | Agency Mortgage-Backed Securities |

### Security 47: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDSC4PA9
- **C.18 - Value (incl. sponsor support):** $3000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 0.0000%  | N/A     | $2425486.07        | $1927211.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $41263.18          | $32405.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $1471000.00        | $1100383.02        | U.S. Treasuries (including strips) |

### Security 48: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1346880973.07
- **C.18.a - Value (excl. sponsor support):** $1346880973.07
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 49: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDSC4Q91
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $56248400.00       | $54139534.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $561222400.00      | $761860519.93      | U.S. Treasuries (including strips) |

### Security 50: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213999625.50
- **C.18.a - Value (excl. sponsor support):** $213999625.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 51: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214657355.39
- **C.18.a - Value (excl. sponsor support):** $214657355.39
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDSC4Q75
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2055-02-15      | 0.0000%  | N/A     | $25528000.00       | $6362675.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-02-15      | 0.0000%  | N/A     | $40695562.24       | $37314656.32       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-06-01      | 4.5600%  | N/A     | $16671300.00       | $16968888.26       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2055-08-15      | 0.0000%  | N/A     | $1356655.76        | $328305.27         | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-06-01      | 2.3000%  | N/A     | $4742000.00        | $3926597.82        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-12-20      | 6.0000%  | N/A     | $992959.00         | $53741.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-12-01      | 4.1500%  | N/A     | $1804000.00        | $1543197.80        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2045-02-15      | 0.0000%  | N/A     | $50000.00          | $19788.55          | U.S. Treasuries (including strips) |

### Security 53: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $426440931.91
- **C.18.a - Value (excl. sponsor support):** $426440931.91
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 54: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99551865.00
- **C.18.a - Value (excl. sponsor support):** $99551865.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 55: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2244790775.60
- **C.18.a - Value (excl. sponsor support):** $2244790775.60
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 56: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $334231590.68
- **C.18.a - Value (excl. sponsor support):** $334231590.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 57: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDSC4QZ3
- **C.18 - Value (incl. sponsor support):** $207000000.00
- **C.18.a - Value (excl. sponsor support):** $207000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 4.0000%  | N/A     | $706683.00         | $102539.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $217176.00         | $135281.26         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $30443328.00       | $30051657.85       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-01-01      | 3.0000%  | N/A     | $27000.00          | $2930.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1448245.00        | $1468062.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $73533.00          | $66863.52          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | N/A     | $1563838.00        | $1631761.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 4.5000%  | N/A     | $33000.00          | $25377.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-09-01      | 4.5000%  | N/A     | $866000.00         | $2531.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.0000%  | N/A     | $1500000.00        | $1113564.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 2.0000%  | N/A     | $390000.00         | $204024.69         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 1.5000%  | N/A     | $341460.00         | $236053.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $5672422.00        | $4721842.47        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $482827.00         | $449670.12         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | N/A     | $100000.00         | $101450.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $12517413.00       | $12181254.31       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1905067.00        | $1902265.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $28017346.00       | $25992450.75       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-07-01      | 3.0000%  | N/A     | $3431181.00        | $2019716.58        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-06-01      | 7.0000%  | N/A     | $42000.00          | $6318.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $82000.00          | $62312.01          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | N/A     | $2650000.00        | $2066612.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | N/A     | $904000.00         | $741564.73         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | N/A     | $510533.00         | $364493.99         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $3975587.00        | $4121011.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.5000%  | N/A     | $382965.00         | $294014.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.5000%  | N/A     | $4493000.00        | $3319959.89        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 4.5000%  | N/A     | $1168981.00        | $1133730.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1241168.00        | $1284846.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 2.5000%  | N/A     | $4539289.00        | $3514531.83        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 7.5000%  | N/A     | $134228.00         | $132126.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $80000.00          | $74932.37          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $117224.00         | $84276.14          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-01-01      | 7.0000%  | N/A     | $548341.00         | $605.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | N/A     | $863637.00         | $856577.52         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1115696.00        | $1149827.99        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-07-01      | 2.5000%  | N/A     | $213871.00         | $125954.39         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-04-01      | 4.5000%  | N/A     | $1425000.00        | $56254.20          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 6.0000%  | N/A     | $1147965.00        | $1168171.10        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $120076.00         | $119290.10         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1814350.00        | $1880717.72        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 5.5000%  | N/A     | $3100629.00        | $2181193.45        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-12-01      | 2.0000%  | N/A     | $3600000.00        | $2045570.18        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-11-01      | 4.5000%  | N/A     | $5907500.00        | $123725.90         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | N/A     | $346200.00         | $320859.41         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.0000%  | N/A     | $3493354.00        | $3335485.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $1956369.00        | $1433999.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | N/A     | $1416294.00        | $1499596.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-04-01      | 4.5000%  | N/A     | $3569181.00        | $3349203.00        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | N/A     | $3000.00           | $1167.51           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-09-01      | 4.5000%  | N/A     | $3600000.00        | $74695.98          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1408047.00        | $1420809.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 7.0000%  | N/A     | $1254531.00        | $846026.76         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-01      | 2.5000%  | N/A     | $3150000.00        | $807615.15         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 3.5000%  | N/A     | $210000.00         | $161597.60         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-02-01      | 2.0000%  | N/A     | $500000.00         | $325732.49         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-12-01      | 5.5000%  | N/A     | $1636002.00        | $5785.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 6.0000%  | N/A     | $652877.00         | $672045.68         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | N/A     | $5798220.00        | $4070895.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $5303866.00        | $5521150.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 6.5000%  | N/A     | $1300000.00        | $947400.81         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-09-01      | 5.0000%  | N/A     | $1426000.00        | $956395.66         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $1074884.00        | $1124745.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1045231.00        | $1086222.17        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $2370700.00        | $2457418.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.0000%  | N/A     | $8000.00           | $4474.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | N/A     | $1500000.00        | $279551.55         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-10-01      | 4.5000%  | N/A     | $6571000.00        | $374597.45         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.0000%  | N/A     | $48007235.00       | $42445532.83       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 7.0000%  | N/A     | $1491400.00        | $1582093.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $21033311.00       | $16862573.91       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 4.0000%  | N/A     | $1692671.00        | $1558539.64        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-02-01      | 6.0000%  | N/A     | $1499262.00        | $1379594.11        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-06-01      | 6.0000%  | N/A     | $58343.00          | $35522.68          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-03-01      | 5.5000%  | N/A     | $4354065.00        | $4225881.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-01      | 5.0000%  | N/A     | $1157762.00        | $1169537.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 5.0000%  | N/A     | $5347259.00        | $977963.61         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 4.0000%  | N/A     | $715000.00         | $521966.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.0000%  | N/A     | $1000000.00        | $912798.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1090224.00        | $1142607.79        | Agency Mortgage-Backed Securities |

### Security 58: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $157120009.58
- **C.18.a - Value (excl. sponsor support):** $157120009.58
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **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):** $5191216.32
- **C.18.a - Value (excl. sponsor support):** $5191216.32
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426503945.13
- **C.18.a - Value (excl. sponsor support):** $426503945.13
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDRDUDQ0
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $646100300.00      | $663000022.50      | U.S. Treasuries (including strips) |

### Security 62: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500111375.00
- **C.18.a - Value (excl. sponsor support):** $500111375.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2128517378.84
- **C.18.a - Value (excl. sponsor support):** $2128517378.84
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 64: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856676490.00
- **C.18.a - Value (excl. sponsor support):** $856676490.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDRZ7MX2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $66.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $81023800.00       | $76211418.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $400.00            | $249.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $200.00            | $126.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $100.00            | $57.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $800.00            | $788.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $75874400.00       | $76787244.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |

### Security 66: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1809143654.98
- **C.18.a - Value (excl. sponsor support):** $1809143654.98
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3111790154.26
- **C.18.a - Value (excl. sponsor support):** $3111790154.26
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 68: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598203533.35
- **C.18.a - Value (excl. sponsor support):** $598203533.35
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185582562.25
- **C.18.a - Value (excl. sponsor support):** $185582562.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $430094488.20
- **C.18.a - Value (excl. sponsor support):** $430094488.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **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: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDSC4QE0
- **C.18 - Value (incl. sponsor support):** $367000000.00
- **C.18.a - Value (excl. sponsor support):** $367000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-11-01      | 5.0000%  | N/A     | $2200000.00        | $1678059.41        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-03-01      | 4.0000%  | N/A     | $16000.00          | $5337.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 4.0000%  | N/A     | $57153.00          | $17489.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-07-01      | 3.5000%  | N/A     | $42000.00          | $17686.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-02-01      | 5.0000%  | N/A     | $35000.00          | $466.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-05-01      | 3.0000%  | N/A     | $75000.00          | $22432.78          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-09-01      | 4.5000%  | N/A     | $133800.00         | $4326.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-07-01      | 4.0000%  | N/A     | $2880.00           | $2.24              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-09-01      | 3.5000%  | N/A     | $4000.00           | $432.19            | Agency Mortgage-Backed Securities         |
| GNMA_24-137B                                         | 2054-08-20      | 1.8112%  | N/A     | $70476190.00       | $4809886.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-01-01      | 4.0000%  | N/A     | $198000.00         | $22553.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2046-03-01      | 3.5000%  | N/A     | $166000.00         | $17710.27          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 4.5000%  | N/A     | $2552.00           | $2.30              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 2.5000%  | N/A     | $29000.00          | $18120.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680654.00       | $3603989.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-01-01      | 4.5000%  | N/A     | $90000.00          | $16295.18          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-03-01      | 4.5000%  | N/A     | $72000.00          | $6.05              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 5.5000%  | N/A     | $4340.00           | $3751.53           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-06-01      | 2.5000%  | N/A     | $15000.00          | $2867.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 3.5000%  | N/A     | $20000.00          | $17439.77          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-08-01      | 6.5000%  | N/A     | $12303.00          | $10.60             | Agency Mortgage-Backed Securities         |
| GNMA_24-126L                                         | 2054-08-20      | 2.2612%  | N/A     | $25100000.00       | $1724331.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 4.0000%  | N/A     | $1400000.00        | $13849.79          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2049-01-01      | 4.0000%  | N/A     | $2917457.00        | $2340770.12        | Agency Mortgage-Backed Securities         |
| GNMA_24-51C                                          | 2054-03-20      | 0.9112%  | N/A     | $50000000.00       | $1980748.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.2112%  | N/A     | $8719664.00        | $628936.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-03-01      | 5.0000%  | N/A     | $32000.00          | $19803.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 5.0000%  | N/A     | $10000.00          | $7485.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2028-06-01      | 6.0000%  | N/A     | $39215.00          | $4.94              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-04-01      | 6.0000%  | N/A     | $63000.00          | $21.73             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-08-01      | 3.5000%  | N/A     | $90000.00          | $12698.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-12-01      | 2.5000%  | N/A     | $155000.00         | $91812.36          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-05-01      | 5.5000%  | N/A     | $2368660.00        | $1993641.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-05-01      | 4.5000%  | N/A     | $34000.00          | $22735.71          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-02-01      | 4.0000%  | N/A     | $238000.00         | $485.65            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-05-01      | 3.0000%  | N/A     | $28000.00          | $3818.85           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-11-01      | 4.5000%  | N/A     | $20000.00          | $3977.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $66.22             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 1.5000%  | N/A     | $6200.00           | $4295.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-12-01      | 5.0000%  | N/A     | $10000.00          | $231.53            | Agency Mortgage-Backed Securities         |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333333.00      | $9305969.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 2.0000%  | N/A     | $10000.00          | $7148.47           | Agency Mortgage-Backed Securities         |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080385.00       | $368278.34         | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 1.6612%  | N/A     | $30008158.00       | $1480327.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74563021.00       | $6868413.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 4.5000%  | N/A     | $215000.00         | $9.44              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-11-01      | 4.0000%  | N/A     | $55000.00          | $5588.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 3.0000%  | N/A     | $6000.00           | $4620.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-01-01      | 3.0000%  | N/A     | $903000.00         | $144404.91         | Agency Mortgage-Backed Securities         |
| GNMA_24-64L                                          | 2054-04-20      | 1.0112%  | N/A     | $100000000.00      | $2919546.05        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-09-01      | 4.5000%  | N/A     | $11696.00          | $9.26              | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381626.00       | $1583836.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-03-01      | 6.0000%  | N/A     | $158265.00         | $687.24            | Agency Mortgage-Backed Securities         |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3794555.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-08-01      | 3.5000%  | N/A     | $220000.00         | $22402.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-03-01      | 4.0000%  | N/A     | $2224000.00        | $3865.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 6.0000%  | N/A     | $2000.00           | $1617.93           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-09-01      | 3.0000%  | N/A     | $225000.00         | $19179.30          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2028-08-01      | 6.0000%  | N/A     | $4384.00           | $2.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-07-01      | 3.5000%  | N/A     | $15000.00          | $11458.50          | Agency Mortgage-Backed Securities         |
| GNMA_24-64C                                          | 2054-04-20      | 1.5112%  | N/A     | $25000000.00       | $1321987.96        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-07-01      | 4.5000%  | N/A     | $13000.00          | $11953.56          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-02-01      | 4.0000%  | N/A     | $32000.00          | $9044.68           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-12-01      | 4.0000%  | N/A     | $66000.00          | $1113.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-03-01      | 3.5000%  | N/A     | $110000.00         | $15347.33          | Agency Mortgage-Backed Securities         |
| GNMA_25-20A                                          | 2055-01-20      | 1.5812%  | N/A     | $40790443.00       | $2718707.60        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-09-01      | 4.5000%  | N/A     | $10000.00          | $5823.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 3.0000%  | N/A     | $1546059.00        | $1343476.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 3.5000%  | N/A     | $1000.00           | $839.64            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2027-12-01      | 5.0000%  | N/A     | $230000.00         | $1433.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-11-01      | 5.5000%  | N/A     | $144000.00         | $111639.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 6.0000%  | N/A     | $4170.00           | $3457.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-11-01      | 4.5000%  | N/A     | $15041.00          | $2047.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-02-01      | 4.0000%  | N/A     | $397250.00         | $986.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-05-01      | 5.0000%  | N/A     | $1022059.00        | $167419.80         | Agency Mortgage-Backed Securities         |
| GNMA_24-155G                                         | 2054-09-20      | 1.6512%  | N/A     | $65692570.00       | $4747549.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-07-01      | 3.5000%  | N/A     | $4000.00           | $488.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-12-01      | 2.0000%  | N/A     | $10000000.00       | $4406223.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-05-01      | 3.5000%  | N/A     | $79000.00          | $19292.09          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-09-01      | 5.0000%  | N/A     | $7178.00           | $5.34              | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                          | 2055-03-20      | 1.5612%  | N/A     | $112615051.00      | $9944907.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-01-01      | 4.0000%  | N/A     | $9616.00           | $7.04              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.0000%  | N/A     | $42697000.00       | $23981337.15       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-09-01      | 4.5000%  | N/A     | $7040.00           | $6.78              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-07-01      | 4.5000%  | N/A     | $16960.00          | $2.98              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-10-01      | 2.5000%  | N/A     | $6083.00           | $3972.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-10-01      | 4.5000%  | N/A     | $70000.00          | $212.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 6.0000%  | N/A     | $960710.00         | $934548.76         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-05-01      | 5.5000%  | N/A     | $323094.00         | $6507.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-08-01      | 4.5000%  | N/A     | $8000.00           | $4667.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-11-01      | 5.5000%  | N/A     | $250000.00         | $997.26            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-05-01      | 2.5000%  | N/A     | $2006000.00        | $1120720.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $16000.00          | $1346.75           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 6.5000%  | N/A     | $210000.00         | $132719.93         | Agency Mortgage-Backed Securities         |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876786.00       | $4443181.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 5.0000%  | N/A     | $4217230.00        | $3114699.76        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-02-01      | 2.5000%  | N/A     | $5706.00           | $3787.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-02-01      | 4.0000%  | N/A     | $10392.00          | $4.39              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-06-01      | 3.0000%  | N/A     | $22000.00          | $3200.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-01-01      | 4.0000%  | N/A     | $178000.00         | $43.37             | Agency Mortgage-Backed Securities         |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280415.00       | $4828119.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-01-01      | 5.0000%  | N/A     | $22170.00          | $4.47              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-02-01      | 5.0000%  | N/A     | $12000.00          | $8758.22           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 6.0000%  | N/A     | $9000.00           | $8311.40           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-06-01      | 4.5000%  | N/A     | $15712.00          | $2.20              | Agency Mortgage-Backed Securities         |
| GNMA_25-2K                                           | 2055-01-20      | 1.5712%  | N/A     | $27259840.00       | $3229171.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-03-01      | 4.0000%  | N/A     | $16000.00          | $277.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-06-01      | 3.0000%  | N/A     | $53000.00          | $11592.76          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-11-01      | 4.5000%  | N/A     | $10499.00          | $6652.68           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-09-01      | 5.5000%  | N/A     | $821562.00         | $6748.36           | Agency Mortgage-Backed Securities         |
| GNMA_25-116Q                                         | 2055-07-20      | 1.5112%  | N/A     | $76237059.00       | $4604350.00        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-03-01      | 6.0000%  | N/A     | $7261708.00        | $6866964.85        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2031-11-01      | 6.0000%  | N/A     | $2304.00           | $2.18              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-06-01      | 4.5000%  | N/A     | $6000.00           | $838.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 5.5000%  | N/A     | $120000.00         | $2341.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-03-01      | 4.0000%  | N/A     | $9000.00           | $871.82            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.5000%  | N/A     | $300000.00         | $223656.65         | Agency Mortgage-Backed Securities         |
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $275826.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-01-01      | 5.5000%  | N/A     | $1821349.00        | $1650391.66        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-09-01      | 4.5000%  | N/A     | $361109.00         | $27853.50          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-06-01      | 4.0000%  | N/A     | $7232.00           | $1.81              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-02-01      | 6.0000%  | N/A     | $1779530.00        | $1208061.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-09-01      | 2.5000%  | N/A     | $142000.00         | $14167.33          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-01-01      | 5.0000%  | N/A     | $525000.00         | $498188.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2035-10-01      | 5.0000%  | N/A     | $345000.00         | $2478.46           | Agency Mortgage-Backed Securities         |
| GNMA_24-44J                                          | 2054-03-20      | 2.2612%  | N/A     | $118750000.00      | $11879134.13       | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 2.8612%  | N/A     | $42086484.00       | $3433796.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-11-01      | 4.0000%  | N/A     | $33000.00          | $20094.58          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-08-01      | 6.0000%  | N/A     | $10000.00          | $7316.39           | Agency Mortgage-Backed Securities         |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $269044.09         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-04-01      | 3.0000%  | N/A     | $44000.00          | $10714.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-06-01      | 6.5000%  | N/A     | $1500000.00        | $18174.79          | Agency Mortgage-Backed Securities         |
| GNMA_24-H18J                                         | 2073-01-20      | 0.7859%  | N/A     | $49862311.00       | $1806520.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-01-01      | 2.0000%  | N/A     | $25000.00          | $14288.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-03-01      | 2.0000%  | N/A     | $563000.00         | $111596.35         | Agency Mortgage-Backed Securities         |
| GNMA_24-125G                                         | 2054-08-20      | 1.6112%  | N/A     | $62421422.00       | $4785573.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-09-01      | 6.0000%  | N/A     | $5982000.00        | $5252604.05        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-01-01      | 6.0000%  | N/A     | $1317331.00        | $962520.82         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-01-01      | 3.0000%  | N/A     | $1500000.00        | $938110.47         | Agency Mortgage-Backed Securities         |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $8094502.09        | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.8501%  | N/A     | $67575036.00       | $1917178.85        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-05-01      | 4.5000%  | N/A     | $37856.00          | $5.88              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-06-01      | 4.0000%  | N/A     | $2621.00           | $1.65              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-06-01      | 4.5000%  | N/A     | $8818.00           | $6952.92           | Agency Mortgage-Backed Securities         |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144366.00       | $6259207.98        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-11-01      | 6.0000%  | N/A     | $900000.00         | $786681.66         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5000.00           | $3542.00           | Agency Mortgage-Backed Securities         |
| GNMA_24-155C                                         | 2054-09-20      | 1.7612%  | N/A     | $53191489.00       | $3618538.39        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-04-01      | 4.5000%  | N/A     | $12473.00          | $93.32             | Agency Mortgage-Backed Securities         |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130983.00       | $1190983.15        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-02-01      | 3.0000%  | N/A     | $1478953.00        | $309565.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-07-01      | 6.0000%  | N/A     | $10000.00          | $6672.46           | Agency Mortgage-Backed Securities         |
| GNMA_24-51F                                          | 2054-03-20      | 1.4612%  | N/A     | $24679500.00       | $1224636.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $470000.00         | $72346.75          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-02-01      | 4.0000%  | N/A     | $18684.00          | $3405.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-05-01      | 4.0000%  | N/A     | $96000.00          | $31.28             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2051-10-01      | 3.5000%  | N/A     | $10000.00          | $5362.25           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-10-01      | 5.5000%  | N/A     | $22000.00          | $13469.70          | Agency Mortgage-Backed Securities         |
| GNMA_23-57B                                          | 2053-04-20      | 1.8112%  | N/A     | $56262306.00       | $4472028.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-04-01      | 5.0000%  | N/A     | $3000.00           | $2198.87           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-05-01      | 4.0000%  | N/A     | $81000.00          | $12791.52          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-09-01      | 5.5000%  | N/A     | $4000.00           | $2774.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 4.5000%  | N/A     | $8106.00           | $4790.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.0000%  | N/A     | $32000.00          | $12271.81          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-07-01      | 4.0000%  | N/A     | $125000.00         | $1641.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-08-01      | 5.5000%  | N/A     | $156574.00         | $3313.88           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-05-01      | 6.0000%  | N/A     | $14172991.00       | $14578123.41       | Agency Mortgage-Backed Securities         |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2333317.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.3112%  | N/A     | $37500000.00       | $3977236.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-01-01      | 4.0000%  | N/A     | $163000.00         | $17826.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 4.5000%  | N/A     | $18465.00          | $3.67              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-08-01      | 5.0000%  | N/A     | $330336.00         | $3558.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-11-01      | 6.0000%  | N/A     | $22001.00          | $231.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2055-02-01      | 6.0000%  | N/A     | $511912.00         | $518939.76         | Agency Mortgage-Backed Securities         |
| GNMA_24-43D                                          | 2054-03-20      | 0.9312%  | N/A     | $75000000.00       | $2061234.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-04-01      | 6.0000%  | N/A     | $4944097.00        | $3787.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-04-01      | 4.0000%  | N/A     | $10000.00          | $22.86             | Agency Mortgage-Backed Securities         |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662874.00       | $3402687.06        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2032-01-01      | 6.0000%  | N/A     | $9864.00           | $4.95              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-05-01      | 4.0000%  | N/A     | $17000.00          | $462.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 6.0000%  | N/A     | $15000.00          | $22.51             | Agency Mortgage-Backed Securities         |
| GNMA_24-126P                                         | 2054-08-20      | 2.2612%  | N/A     | $40000000.00       | $3469547.33        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 3.0000%  | N/A     | $8250971.00        | $5318105.50        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-09-01      | 4.5000%  | N/A     | $8081.00           | $7.15              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 3.0000%  | N/A     | $16000.00          | $12468.97          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-02-01      | 5.5000%  | N/A     | $3000000.00        | $10385.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2030-07-01      | 2.5000%  | N/A     | $15500.00          | $1460.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 4.5000%  | N/A     | $1235800.00        | $1003473.86        | Agency Mortgage-Backed Securities         |
| GNMA_24-77F                                          | 2054-05-20      | 0.7612%  | N/A     | $50000000.00       | $1337057.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-10-01      | 2.0000%  | N/A     | $73000.00          | $10404.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 3.0000%  | N/A     | $5287783.00        | $824235.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-03-01      | 5.0000%  | N/A     | $30000.00          | $24366.92          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-12-01      | 3.5000%  | N/A     | $5577000.00        | $729420.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.5000%  | N/A     | $6000.00           | $4336.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-07-01      | 4.0000%  | N/A     | $92000.00          | $17368.73          | Agency Mortgage-Backed Securities         |
| GNMA_24-159C                                         | 2054-10-20      | 1.1112%  | N/A     | $50000000.00       | $3328240.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-06-01      | 4.5000%  | N/A     | $6788.00           | $0.73              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-10-01      | 6.0000%  | N/A     | $260000.00         | $3238.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2043-06-01      | 3.0000%  | N/A     | $34850.00          | $3545.48           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2050-12-01      | 2.5000%  | N/A     | $7000.00           | $3210.82           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-06-01      | 5.5000%  | N/A     | $354000.00         | $315450.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-02-01      | 3.0000%  | N/A     | $700000.00         | $501562.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-04-01      | 3.5000%  | N/A     | $368706.00         | $64434.27          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-02-01      | 3.0000%  | N/A     | $79000.00          | $11091.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-02-01      | 6.0000%  | N/A     | $10848.00          | $6.51              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-03-01      | 4.0000%  | N/A     | $80000.00          | $147.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 5.5000%  | N/A     | $10000.00          | $8419.73           | Agency Mortgage-Backed Securities         |
| GNMA_24-204F                                         | 2054-12-20      | 1.6612%  | N/A     | $64600000.00       | $6397276.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-08-01      | 5.5000%  | N/A     | $12421264.00       | $10361868.34       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-05-01      | 5.5000%  | N/A     | $52000.00          | $9390.44           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-11-01      | 7.0000%  | N/A     | $5300.00           | $3560.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2039-10-01      | 5.0000%  | N/A     | $45423905.00       | $1873464.79        | Agency Mortgage-Backed Securities         |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014707.00       | $2126554.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-12-01      | 5.0000%  | N/A     | $725000.00         | $680841.15         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-10-01      | 4.0000%  | N/A     | $741000.00         | $33341.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 4.5000%  | N/A     | $1475000.00        | $1100434.14        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 4.5000%  | N/A     | $16232.00          | $8.30              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2032-05-01      | 6.5000%  | N/A     | $152860.00         | $5.82              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2034-02-01      | 5.5000%  | N/A     | $26000.00          | $219.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-04-01      | 4.0000%  | N/A     | $4646926.00        | $1924041.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2049-09-01      | 5.0000%  | N/A     | $30000.00          | $24300.69          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2028-12-01      | 4.5000%  | N/A     | $10000.00          | $32.80             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 5.5000%  | N/A     | $873360.00         | $756275.93         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-03-01      | 4.0000%  | N/A     | $112000.00         | $15190.54          | Agency Mortgage-Backed Securities         |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957296.00       | $2960894.67        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-03-01      | 2.5000%  | N/A     | $4406147.00        | $3159082.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 4.0000%  | N/A     | $15000.00          | $12386.60          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-03-01      | 4.5000%  | N/A     | $410496.00         | $10717.09          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-06-01      | 2.5000%  | N/A     | $30000.00          | $17825.51          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-08-01      | 5.0000%  | N/A     | $14776.00          | $7.32              | Agency Mortgage-Backed Securities         |
| GNMA_41-97Z                                          | 2054-12-20      | 1.6112%  | N/A     | $75000000.00       | $6663366.70        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-08-01      | 5.5000%  | N/A     | $16000.00          | $9432.16           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-04-01      | 4.0000%  | N/A     | $4232.00           | $2.59              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-06-01      | 6.0000%  | N/A     | $625260.00         | $575868.72         | Agency Mortgage-Backed Securities         |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864966.00       | $1638583.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-04-01      | 4.5000%  | N/A     | $10000.00          | $751.79            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-07-01      | 4.5000%  | N/A     | $27320.00          | $4.67              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-09-01      | 4.5000%  | N/A     | $77857.00          | $4.23              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-01-01      | 3.0000%  | N/A     | $9000.00           | $1591.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-04-01      | 2.0000%  | N/A     | $3000.00           | $1758.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-03-01      | 6.0000%  | N/A     | $54000.00          | $47602.88          | Agency Mortgage-Backed Securities         |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218204.00       | $2658001.58        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-07-01      | 5.5000%  | N/A     | $111000.00         | $91275.74          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-02-01      | 6.5000%  | N/A     | $1696.00           | $1.29              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-10-01      | 5.0000%  | N/A     | $1507200.00        | $1202768.14        | Agency Mortgage-Backed Securities         |
| GNMA_23-128A                                         | 2053-08-20      | 1.5112%  | N/A     | $46526598.00       | $2054968.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-04-01      | 3.0000%  | N/A     | $52000.00          | $7065.63           | Agency Mortgage-Backed Securities         |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495166.00       | $2479746.56        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 4.2670%  | N/A     | $3500.00           | $3493.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-11-01      | 5.5000%  | N/A     | $23000.00          | $13338.37          | Agency Mortgage-Backed Securities         |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516358.00       | $5293538.61        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105631.00       | $4427650.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $33000.00          | $23572.08          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-06-01      | 4.5000%  | N/A     | $83935.00          | $5.08              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2028-03-01      | 2.0000%  | N/A     | $660000.00         | $21784.82          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 3.5000%  | N/A     | $18000.00          | $6641.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-10-01      | 5.5000%  | N/A     | $4000.00           | $3016.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-05-01      | 3.5000%  | N/A     | $1674013.00        | $1525696.57        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-07-01      | 5.0000%  | N/A     | $51000.00          | $19822.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-06-01      | 6.0000%  | N/A     | $1122.00           | $0.72              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-07-01      | 4.0000%  | N/A     | $15618.00          | $10.99             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $429027.56         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-09-01      | 4.0000%  | N/A     | $340000.00         | $1809.08           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-02-01      | 4.5000%  | N/A     | $1500000.00        | $93631.47          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-06-01      | 3.5000%  | N/A     | $104000.00         | $77134.53          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-07-01      | 3.0000%  | N/A     | $15000.00          | $10068.03          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-02-01      | 4.5000%  | N/A     | $6661973.00        | $897148.97         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-09-01      | 3.0000%  | N/A     | $2320000.00        | $723051.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 5.5000%  | N/A     | $6785.00           | $6129.74           | Agency Mortgage-Backed Securities         |
| GNMA_24-112C                                         | 2054-07-20      | 2.2112%  | N/A     | $14883077.00       | $1044923.93        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-02-01      | 3.0000%  | N/A     | $9000.00           | $1745.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-01-01      | 6.0000%  | N/A     | $3000.00           | $2244.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-11-01      | 4.5000%  | N/A     | $32000.00          | $6799.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-09-01      | 4.0000%  | N/A     | $103974.00         | $15473.62          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-10-01      | 4.5000%  | N/A     | $5789.00           | $3183.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-05-01      | 4.5000%  | N/A     | $90000.00          | $2760.29           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-01-01      | 3.0000%  | N/A     | $3893977.00        | $739657.62         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-11-01      | 4.5000%  | N/A     | $39000.00          | $23923.33          | Agency Mortgage-Backed Securities         |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333333.00       | $5132499.81        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2052-10-01      | 4.0000%  | N/A     | $10566012.00       | $8940532.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2044-02-01      | 4.0000%  | N/A     | $41000.00          | $4348.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-05-01      | 5.0000%  | N/A     | $28000.00          | $16108.19          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-05-01      | 4.5000%  | N/A     | $25000.00          | $2537.51           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-08-01      | 3.5000%  | N/A     | $155201.00         | $9384.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-11-01      | 5.0000%  | N/A     | $7745978.00        | $6391586.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-04-01      | 4.5000%  | N/A     | $131570.00         | $2137.16           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-06-01      | 4.0000%  | N/A     | $1085000.00        | $178767.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2040-08-01      | 4.5000%  | N/A     | $192000.00         | $4389.38           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-02-01      | 4.0000%  | N/A     | $1928.00           | $1.70              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-01-01      | 4.5000%  | N/A     | $3000.00           | $1892.58           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2038-10-01      | 4.0000%  | N/A     | $20000.00          | $2207.00           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-03-01      | 5.5000%  | N/A     | $25000.00          | $16491.44          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-11-01      | 4.5000%  | N/A     | $7233.00           | $3.62              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2031-04-01      | 6.5000%  | N/A     | $1152.00           | $0.83              | Agency Mortgage-Backed Securities         |
| GNMA_25-83C                                          | 2055-05-20      | 1.4112%  | N/A     | $18000000.00       | $1426167.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 1.6612%  | N/A     | $14105893.00       | $1153955.48        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-08-01      | 3.5000%  | N/A     | $217000.00         | $20966.87          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-05-01      | 5.0000%  | N/A     | $4000.00           | $2720.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 2.0000%  | N/A     | $2434156.00        | $1652896.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-10-01      | 4.5000%  | N/A     | $75000.00          | $61.59             | Agency Mortgage-Backed Securities         |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333333.00       | $2869242.34        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2054-02-01      | 7.0000%  | N/A     | $16814000.00       | $13634285.93       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-11-01      | 3.0000%  | N/A     | $33000.00          | $19671.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-07-01      | 4.5000%  | N/A     | $174000.00         | $174.59            | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                          | 2055-04-20      | 1.5612%  | N/A     | $26019713.00       | $1554718.54        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-08-01      | 4.5000%  | N/A     | $3000.00           | $2336.09           | Agency Mortgage-Backed Securities         |
| GNMA_25-139C                                         | 2055-08-20      | 5.4388%  | N/A     | $1016.00           | $1015.80           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-11-01      | 5.0000%  | N/A     | $15000.00          | $12900.82          | Agency Mortgage-Backed Securities         |
| GNMA_24-96H                                          | 2054-06-20      | 0.9612%  | N/A     | $60000000.00       | $2522112.89        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1782665.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 2.7612%  | N/A     | $60000000.00       | $3595883.88        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 5.5000%  | N/A     | $7000.00           | $4552.55           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-09-01      | 3.0000%  | N/A     | $19000.00          | $4279.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2029-06-01      | 6.0000%  | N/A     | $9464.00           | $6.70              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 3.0000%  | N/A     | $100000.00         | $15612.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-10-01      | 3.5000%  | N/A     | $100874.00         | $5087.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-11-01      | 5.0000%  | N/A     | $2500000.00        | $430944.73         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 6.0000%  | N/A     | $4000.00           | $3349.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2043-12-01      | 4.0000%  | N/A     | $95000.00          | $10261.68          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2026-07-01      | 4.0000%  | N/A     | $26000.00          | $0.79              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2029-01-01      | 4.0000%  | N/A     | $100000.00         | $573.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 4.5000%  | N/A     | $9543.00           | $7119.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2027-01-01      | 4.5000%  | N/A     | $7238.00           | $3.09              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-03-01      | 4.5000%  | N/A     | $405000.00         | $35.15             | Agency Mortgage-Backed Securities         |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3269522.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 1.5312%  | N/A     | $70000000.00       | $7147622.17        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-07-01      | 4.5000%  | N/A     | $24000.00          | $2334.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-11-01      | 3.5000%  | N/A     | $86000.00          | $8649.84           | Agency Mortgage-Backed Securities         |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927349.00       | $4677597.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 2.2612%  | N/A     | $30100000.00       | $3185830.84        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-11-01      | 6.5000%  | N/A     | $425000.00         | $2475.69           | Agency Mortgage-Backed Securities         |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1290512.42        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-04-01      | 3.5000%  | N/A     | $4000.00           | $3167.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-10-01      | 5.0000%  | N/A     | $9532397.00        | $9480287.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-02-01      | 5.5000%  | N/A     | $4020.00           | $3556.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $81730.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2048-01-01      | 3.5000%  | N/A     | $250000.00         | $27011.07          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-10-01      | 4.0000%  | N/A     | $5000.00           | $376.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2046-08-01      | 3.0000%  | N/A     | $15000.00          | $3562.35           | Agency Mortgage-Backed Securities         |
| GNMA_25-60A                                          | 2055-04-20      | 1.5612%  | N/A     | $41952601.00       | $4746571.13        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2037-09-01      | 6.5000%  | N/A     | $305260.00         | $1513.50           | Agency Mortgage-Backed Securities         |
| GNMA_24-137B                                         | 2054-08-20      | 1.8112%  | N/A     | $40000000.00       | $3561096.15        | Agency Collateralized Mortgage Obligation |

### Security 72: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499706625.00
- **C.18.a - Value (excl. sponsor support):** $499706625.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-760       X3     20570325 FLT     | 2057-03-25      | 5.2119%  | N/A     | $24396000.00       | $6459536.24        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2721.53           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9558%  | N/A     | $62248000.00       | $24923603.58       | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 1.6440%  | N/A     | $26210120.00       | $1717017.83        | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $17432.09          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $96837.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SA                                       | 2053-10-20      | 2.0612%  | N/A     | $75000000.00       | $3921599.83        | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $304483.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 0.7612%  | N/A     | $163449087.00      | $7098463.23        | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 1.6634%  | N/A     | $20500000.00       | $550186.88         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 8.6081%  | N/A     | $41272141.00       | $24466028.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0112%  | N/A     | $50000000.00       | $74305.08          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.2478%  | N/A     | $7000000.00        | $1191058.95        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.8725%  | N/A     | $500000.00         | $478118.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $184060066.31      | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $4002888.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 3.0781%  | N/A     | $108643404.00      | $13697392.18       | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $749912.88         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.0634%  | N/A     | $22372053.00       | $483489.03         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12707689.60       | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 1.7134%  | N/A     | $50000000.00       | $293347.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $81572479.99       | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 4.4705%  | N/A     | $7000000.00        | $7251.62           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.6971%  | N/A     | $19940000.00       | $616781.95         | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $2008910.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 S                                        | 2055-02-20      | 1.5612%  | N/A     | $100000000.00      | $5071502.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.0832%  | N/A     | $6098639.00        | $879662.80         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3707.89           | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $326207.27         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.4138%  | N/A     | $143846917.00      | $407818.33         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $91614.92          | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $212047.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $9042.21           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.5990%  | N/A     | $66534907.00       | $100106.77         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4330718.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.2612%  | N/A     | $80000000.00       | $5811546.89        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $59252.47          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.0501%  | N/A     | $132338141.00      | $16352937.80       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3660%  | N/A     | $324636000.00      | $10313306.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $245157.30         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       X3     20570325 FLT     | 2057-03-25      | 5.4868%  | N/A     | $42900147.00       | $15567042.97       | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $194839.54         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.6630%  | N/A     | $101474124.00      | $2296371.76        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $19301.68          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 0.9612%  | N/A     | $67567336.00       | $2827041.85        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-168       A-2    20341225 FLT     | 2034-12-25      | 4.1300%  | N/A     | $4500000.00        | $4411970.75        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB79         X1     20400725 FLT     | 2040-07-25      | 0.4088%  | N/A     | $23692000.00       | $914952.75         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 1.8386%  | N/A     | $57270053.00       | $766216.01         | Agency Collateralized Mortgage Obligation |
| FNRM CL004EZ R25F004                                   | 2050-11-25      | 2.5000%  | N/A     | $1375000.00        | $913042.67         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.7424%  | N/A     | $168448788.00      | $438199.29         | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $358948.89         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB11         B      20360125 FLT     | 2036-01-25      | 12.2830% | N/A     | $4242000.00        | $945006.97         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $291142.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.2112%  | N/A     | $50000000.00       | $1723731.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 1.5612%  | N/A     | $83109805.00       | $3911548.02        | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $24731.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.6888%  | N/A     | $100000000.00      | $51609015.81       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $7269538.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.8588%  | N/A     | $100000000.00      | $99786341.37       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.4692% | N/A     | $75693532.00       | $13052763.45       | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $678867.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $242405.88         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.4692% | N/A     | $67165464.00       | $15489291.41       | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $264964.92         | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 1.9795%  | N/A     | $13150872.00       | $235214.77         | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $27638.02          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 3.0824%  | N/A     | $4493000.00        | $687465.16         | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $537857.91         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-203 DZ                                       | 2054-10-20      | 5.0000%  | N/A     | $2000000.00        | $1975789.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3365%  | N/A     | $6195173.00        | $739407.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 1.5795%  | N/A     | $82285920.00       | $1204755.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $3537.23           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 2.7240%  | N/A     | $30000000.00       | $1532407.11        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.8294%  | N/A     | $10500000.00       | $1157669.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.1440%  | N/A     | $97987347.00       | $9089255.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 FC                                       | 2055-09-20      | 5.2054%  | N/A     | $57046000.00       | $57236358.68       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.7295%  | N/A     | $209249861.00      | $4678233.28        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 1.5795%  | N/A     | $14507222.00       | $729132.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS                                       | 2053-10-20      | 1.0812%  | N/A     | $250000000.00      | $6397187.37        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.7072%  | N/A     | $24717000.00       | $107574.74         | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6137926.26        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.4752%  | N/A     | $76718426.00       | $411764.87         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.4814%  | N/A     | $9800000.00        | $2435016.34        | Agency Collateralized Mortgage Obligation |
| FNRA CL099SL R24F099                                   | 2055-01-25      | 1.5640%  | N/A     | $58257019.00       | $3709497.43        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $8893188.11        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2015-K51          D      20481025 0.00000 | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $82724369.38       | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $84241.90          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $2441606.69        | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $31879.74          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.0134%  | N/A     | $4814646.00        | $40124.25          | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5835692.02        | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $574331.79         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.4268%  | N/A     | $148083821.00      | $314832.96         | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 0.9765%  | N/A     | $14260417.00       | $1661023.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 1.5612%  | N/A     | $33000000.00       | $2777260.73        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1907544.06        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.4692% | N/A     | $75910000.00       | $15314541.81       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.2883%  | N/A     | $79334227.00       | $401871.79         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-167       X3     20561225 FLT     | 2056-12-25      | 5.4901%  | N/A     | $15000000.00       | $5468393.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.0000%  | N/A     | $100000000.00      | $1403814.42        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.8801%  | N/A     | $15327418.00       | $5628346.26        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.9661%  | N/A     | $45627000.00       | $44095251.56       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.7209%  | N/A     | $9700000.00        | $1112413.33        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $4967775.45        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.0961%  | N/A     | $18391622.00       | $3537430.84        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0938%  | N/A     | $124273360.00      | $3051458.32        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.8560% | N/A     | $12000000.00       | $13592457.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SA                                       | 2055-09-20      | 0.9946%  | N/A     | $50000000.00       | $2284014.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.2112%  | N/A     | $90000000.00       | $5125863.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.5488%  | N/A     | $200000000.00      | $123970677.67      | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9883%  | N/A     | $299054265.00      | $14953743.93       | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 0.6440%  | N/A     | $213060287.00      | $5814984.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 0.7501%  | N/A     | $132412992.00      | $204415.71         | Agency Collateralized Mortgage Obligation |
| FHLMC STACR REMIC TR 2025-DNA3 M-1    20450925 FLT     | 2045-09-25      | 5.4704%  | N/A     | $2500000.00        | $2506880.95        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.4692% | N/A     | $39927982.00       | $12210837.78       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.7020%  | N/A     | $1625000.00        | $185228.24         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-W02       A-2    20261225 FLT     | 2026-12-25      | 3.3600%  | N/A     | $1710000.00        | $1699443.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $89096569.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $2592517.94        | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 2.6440%  | N/A     | $29000000.00       | $1456676.00        | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7756262.42        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $220278.65         | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 1.6134%  | N/A     | $21428571.00       | $384995.83         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.6547%  | N/A     | $8048000.00        | $6875207.37        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.6047% | N/A     | $76047000.00       | $14127103.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 1.7501%  | N/A     | $23898589.00       | $883129.32         | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.4692% | N/A     | $58664060.00       | $28184888.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $233091.37         | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $6362.29           | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.6047%  | N/A     | $70480000.00       | $52821782.01       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 3.0480%  | N/A     | $20902000.00       | $3032093.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 FH                                       | 2055-04-20      | 5.6388%  | N/A     | $15000000.00       | $14853353.94       | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 2.6640%  | N/A     | $63668669.00       | $4258176.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $57404.90          | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2923803.58        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.3116%  | N/A     | $256952913.00      | $361539.66         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $74190.63          | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.0961%  | N/A     | $7025000.00        | $1936857.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-046 SB                                       | 2055-03-20      | 0.9412%  | N/A     | $115000000.00      | $4722113.79        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 1.6795%  | N/A     | $19429077.00       | $1733705.83        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.8613%  | N/A     | $15000000.00       | $5751879.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.7845%  | N/A     | $14432000.00       | $1149164.08        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.2792%  | N/A     | $44262383.00       | $28617242.41       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $76779675.06       | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.1095%  | N/A     | $104663303.00      | $1150665.61        | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 1.6634%  | N/A     | $21176438.00       | $390840.60         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.7769%  | N/A     | $177390777.00      | $691337.08         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.6707%  | N/A     | $72000000.00       | $1698618.61        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.7060%  | N/A     | $27750000.00       | $24535403.67       | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $11184.08          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13798431.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $28814.95          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $753359.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-155 SA                                       | 2054-09-20      | 1.6112%  | N/A     | $82459203.00       | $4987212.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 2.8112%  | N/A     | $68104006.00       | $5412079.31        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4461%  | N/A     | $373283616.00      | $10577354.09       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.6877%  | N/A     | $251299455.00      | $601867.59         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.5714%  | N/A     | $15000000.00       | $3728227.96        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.8576%  | N/A     | $155000000.00      | $2131223.44        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 5.8312%  | N/A     | $18305750.00       | $626290.00         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $673063.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 1.6295%  | N/A     | $39628741.00       | $1485582.93        | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $61933.94          | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3420955.04        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         X1     20400625 FLT     | 2040-06-25      | 0.4416%  | N/A     | $21411000.00       | $559562.89         | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $872403.39         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $15496.56          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 1.5440%  | N/A     | $50000000.00       | $3170286.75        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 2.0405%  | N/A     | $34625000.00       | $2731281.70        | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2015418.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $48181.96          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 EF                                       | 2055-05-20      | 5.4888%  | N/A     | $32064605.00       | $31817469.58       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.4991%  | N/A     | $20000000.00       | $2712613.84        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $714598.20         | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1849.09           | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $234612.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 1.6295%  | N/A     | $111696174.00      | $1961442.83        | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $94819.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $839321.11         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $1038709.81        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 11.1060% | N/A     | $11000000.00       | $12263729.55       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.1935%  | N/A     | $623416713.00      | $8802687.69        | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 1.5295%  | N/A     | $10012996.00       | $669872.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB                                       | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $42064.61          | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $235196.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.4886%  | N/A     | $30000000.00       | $288187.64         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.2028%  | N/A     | $13487621.00       | $2040110.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $67425.31          | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $188510.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.5388%  | N/A     | $50000000.00       | $49970136.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $306432.08         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.4903%  | N/A     | $9600000.00        | $1297897.23        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $111990.56         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 4.5097%  | N/A     | $5886000.00        | $1915601.73        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $6871135.35        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3914%  | N/A     | $4265750.00        | $282918.92         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1955%  | N/A     | $1916000.00        | $29584.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $62982833.80       | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12357.50          | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 1.9795%  | N/A     | $135801587.00      | $3267.79           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7453.59           | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $149651.92         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 3.0553%  | N/A     | $9500000.00        | $676753.28         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0874%  | N/A     | $17926832.00       | $1274607.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.1001%  | N/A     | $142784000.00      | $457253.44         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $266061.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 1.9501%  | N/A     | $3328000.00        | $158119.59         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 1.7795%  | N/A     | $58135875.00       | $1240872.87        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-758       X3     20561125 FLT     | 2056-11-25      | 5.3497%  | N/A     | $6400000.00        | $1653538.92        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.7074%  | N/A     | $145462875.00      | $3192869.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 FP                                        | 2049-07-20      | 4.5000%  | N/A     | $20000000.00       | $4628495.19        | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.5434%  | N/A     | $2000000.00        | $531.40            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-059       A-2    20260925 FLT     | 2026-09-25      | 3.1200%  | N/A     | $1000000.00        | $993471.53         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.4692% | N/A     | $62395000.00       | $28786317.37       | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2630035.85        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $13365.55          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.8344%  | N/A     | $271423788.00      | $2026917.89        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $72733000.00       | $1791426.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $14099577.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SB                                       | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1211990.67        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $70158.56          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 0.7940%  | N/A     | $100000000.00      | $3797934.78        | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $179336.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 IB                                       | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $4947.80           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.2877%  | N/A     | $5300000.00        | $1226764.33        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.3329%  | N/A     | $242892125.00      | $4884745.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $191084.36         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $507262.87         | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 8.3560%  | N/A     | $11000000.00       | $11388889.15       | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $758619.78         | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5629%  | N/A     | $2624331.00        | $368949.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-064 GZ                                       | 2045-05-20      | 2.0000%  | N/A     | $8483566.00        | $7799352.43        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 1.6295%  | N/A     | $120580856.00      | $1909315.27        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB18         B      20360625 FLT     | 2036-06-25      | 12.2830% | N/A     | $4553000.00        | $870543.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 0.8612%  | N/A     | $80000000.00       | $3017540.83        | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 1.6134%  | N/A     | $77000000.00       | $539556.73         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.7027%  | N/A     | $65000000.00       | $3705366.81        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $40773.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $21495.84          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.6798%  | N/A     | $12000000.00       | $4460668.91        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $241008.82         | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $68489.26          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.5741%  | N/A     | $7800000.00        | $1984211.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1738.02           | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 1.7498%  | N/A     | $85000000.00       | $3684097.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $71474.44          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $43365.06          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.4009%  | N/A     | $243903642.00      | $530578.98         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 3.0678%  | N/A     | $7733000.00        | $880931.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.4001%  | N/A     | $30081589.00       | $324670.81         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $24072.46          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0000%  | N/A     | $100000000.00      | $42226.40          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 1.2716%  | N/A     | $89500000.00       | $2934952.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 0.7612%  | N/A     | $150000000.00      | $5672414.80        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             X3     20570225 FLT     | 2057-02-25      | 5.4351%  | N/A     | $9000000.00        | $2490392.65        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $9088.48           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 10.6047% | N/A     | $78177000.00       | $37806845.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $77386.18          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 1.7501%  | N/A     | $41202319.00       | $115071.88         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $632957.40         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $129835.79         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 3.6723%  | N/A     | $4062000.00        | $1829530.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9562%  | N/A     | $25000000.00       | $1733758.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2606965.06        | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.5134%  | N/A     | $58554444.00       | $5390890.49        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.2033%  | N/A     | $23700000.00       | $3848416.40        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $294213.21         | Agency Collateralized Mortgage Obligation |
| FNRA CL099SB R24F099                                   | 2055-01-25      | 1.4940%  | N/A     | $70000000.00       | $3245219.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 FB                                       | 2055-01-20      | 5.3888%  | N/A     | $23400000.00       | $22370326.89       | Agency Collateralized Mortgage Obligation |
| FNRA CL105SB R24F105                                   | 2055-01-25      | 0.9440%  | N/A     | $50000000.00       | $1901217.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $9375.94           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF53         C      20251027 FLT     | 2025-10-27      | 10.4692% | N/A     | $54431987.00       | $13379265.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-165 EL                                       | 2067-09-16      | 5.0000%  | N/A     | $13000000.00       | $12183493.11       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.1117%  | N/A     | $13000000.00       | $558689.51         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.7786%  | N/A     | $14073972.00       | $5477927.73        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.4662%  | N/A     | $68497124.00       | $187215.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 2.6640%  | N/A     | $50000000.00       | $3029502.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 IO                                       | 2048-06-20      | 1.0333%  | N/A     | $9914899.00        | $1014872.81        | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 1.9634%  | N/A     | $5000000.00        | $1745.91           | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.0301%  | N/A     | $22473927.00       | $70992.33          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.2770%  | N/A     | $12000000.00       | $3546167.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.0612%  | N/A     | $50000000.00       | $3248464.79        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $34829558.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 6.0000%  | N/A     | $100000000.00      | $81597395.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 SA                                       | 2055-07-20      | 1.5112%  | N/A     | $50000000.00       | $3474195.90        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $259930.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 0.6940%  | N/A     | $200000000.00      | $6749885.77        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.8053%  | N/A     | $5000000.00        | $1362817.59        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54248856.49       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.4769%  | N/A     | $150000000.00      | $3635024.65        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.8766%  | N/A     | $13400000.00       | $1718781.14        | Agency Collateralized Mortgage Obligation |
| FNRM CL075IB R21F075                                   | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2558813.60        | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 0.8940%  | N/A     | $172071737.00      | $5061056.69        | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4691.12           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $19479000.00       | $19272737.41       | Agency Collateralized Mortgage Obligation |

### Security 74: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDSC4P19
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $132003600.00      | $135660099.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $54.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $2987000.00        | $2969646.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $103800.00         | $106015.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $200.00            | $203.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $100.00            | $101.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $94.37             | U.S. Treasuries (including strips) |

### Security 75: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDSC4QP5
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 BOND 40   | 2040-05-15      | 4.3750%  | N/A     | $400.00            | $402.82            | U.S. Treasuries (including strips) |
| BILL 11/25/25   | 2025-11-25      | 0.0000%  | N/A     | $200.00            | $198.76            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49   | 2049-08-15      | 2.2500%  | N/A     | $400.00            | $257.26            | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32   | 2032-04-15      | 3.3750%  | N/A     | $22300.00          | $46031.03          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31 | 2031-07-31      | 4.1250%  | N/A     | $24901600.00       | $25453111.57       | U.S. Treasuries (including strips) |

### Security 76: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSC4QU4
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2053-11-01      | 6.5000%  | N/A     | $2568906.00        | $2113512.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 2054-04-01      | 5.0000%  | N/A     | $3358916.00        | $3036487.80        | Agency Mortgage-Backed Securities |

### Security 77: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $1869993400.00     | $1888631717.72     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $882264000.00      | $1171368308.64     | U.S. Treasuries (including strips) |

### Security 78: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC81Y4
- **C.18 - Value (incl. sponsor support):** $570000000.00
- **C.18.a - Value (excl. sponsor support):** $570000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $114257400.00      | $114968508.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $71867900.00       | $68350271.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $190000000.00      | $191536150.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $200000000.00      | $206545147.60      | U.S. Treasuries (including strips) |

### Security 79: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDS51LL3
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $93990600.00       | $85861634.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $21155900.00       | $21096947.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $55556000.00       | $54472658.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $998900.00         | $981233.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $1000.00           | $866.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $3862700.00        | $3937675.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $77210500.00       | $78927718.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $107717700.00      | $110432051.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $47348800.00       | $46116330.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $6583700.00        | $6172929.79        | U.S. Treasuries (including strips) |

### Security 80: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $427995844.43
- **C.18.a - Value (excl. sponsor support):** $427995844.43
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631615383.00
- **C.18.a - Value (excl. sponsor support):** $631615383.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1628627571.96
- **C.18.a - Value (excl. sponsor support):** $1628627571.96
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 83: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245819215.86
- **C.18.a - Value (excl. sponsor support):** $245819215.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $161998524.07
- **C.18.a - Value (excl. sponsor support):** $161998524.07
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PN1
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $522900.00         | $521774.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $8308600.00        | $6122615.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $200.00            | $204.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $100.00            | $98.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $200.00            | $189.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | N/A     | $6271900.00        | $6108037.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $79390200.00       | $52259174.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $89.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $13000200.00       | $12331833.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $8569600.00        | $7718060.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $655200.00         | $653032.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $100.00            | $92.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $200.00            | $198.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $223000.00         | $226948.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $59297200.00       | $34986830.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $1200.00           | $1169.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | N/A     | $43578900.00       | $43403974.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $267600.00         | $273054.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $6100.00           | $5832.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $4000.00           | $4032.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $521400.00         | $411951.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | N/A     | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $68321800.00       | $48465640.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $800.00            | $809.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $9950000.00        | $10052176.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $4746200.00        | $3154667.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $93.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | N/A     | $49998600.00       | $50285985.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $531478700.00      | $305541125.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $709200.00         | $612407.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $9238500.00        | $9639801.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $3060700.00        | $3162119.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $402500.00         | $335397.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $100.00            | $84.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $200.00            | $198.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $10685500.00       | $10930335.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $69795500.00       | $59847460.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $411300.00         | $301972.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $9189500.00        | $9372995.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $691100.00         | $693256.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $917400.00         | $765409.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $55520100.00       | $41354188.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $59255400.00       | $59581460.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | N/A     | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $871800.00         | $852558.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $101.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $8379900.00        | $7857607.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $48600.00          | $51095.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $900000.00         | $839591.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $19200.00          | $19492.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $401100.00         | $315246.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $8828100.00        | $8336398.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $324700.00         | $309840.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $201600.00         | $162340.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $100.00            | $81.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $900.00            | $926.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $46300.00          | $46079.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $19924300.00       | $15834299.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $300.00            | $229.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $222800.00         | $208251.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $32000.00          | $30189.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $18159200.00       | $18495262.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | N/A     | $28309400.00       | $18982089.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $19985400.00       | $20503876.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $625700.00         | $454325.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $100.00            | $99.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $100.00            | $112.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $370800.00         | $364102.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $579500.00         | $566807.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $8000.00           | $7839.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $2450000.00        | $2457688.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $49478000.00       | $50505969.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $647400.00         | $672478.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $96800.00          | $94311.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $1291600.00        | $1328123.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $500.00            | $498.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $2000.00           | $1967.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $97.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $2000.00           | $2066.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $11000.00          | $10684.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $23865300.00       | $20843887.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $29449900.00       | $27800793.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $200.00            | $204.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $2031300.00        | $2066337.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | N/A     | $9235800.00        | $7143420.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $100.00            | $94.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $6994900.00        | $7204802.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $71700.00          | $35580.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $500.00            | $528.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $10221400.00       | $10507095.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $5122200.00        | $3081310.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $28216600.00       | $24775197.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $3351600.00        | $3419445.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $1752500.00        | $1654042.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $2934700.00        | $2760399.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | N/A     | $5320100.00        | $4903808.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $100.00            | $96.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $13267600.00       | $13417454.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $4707100.00        | $4792748.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $210400.00         | $206351.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $18871100.00       | $13585908.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $2873500.00        | $2823328.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $23390000.00       | $24325693.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | N/A     | $1384200.00        | $1413062.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $1200.00           | $1176.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $4720900.00        | $4003480.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $8000.00           | $8061.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $100.00            | $102.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $33039000.00       | $34061986.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $8778700.00        | $8899095.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $774700.00         | $783217.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $1292100.00        | $1204534.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $100.00            | $99.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $2968600.00        | $2279929.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $51049900.00       | $51958304.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $1315200.00        | $1111623.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $218900.00         | $215728.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $9604000.00        | $9729853.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $369300.00         | $390253.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $100.00            | $100.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $2000.00           | $1991.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $3000.00           | $2949.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $12000.00          | $11785.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $190000.00         | $187853.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $5854900.00        | $5841053.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $136000.00         | $141299.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $11598200.00       | $8603396.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $457700.00         | $323065.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $692700.00         | $669147.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $25100.00          | $25488.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | N/A     | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $2229800.00        | $2241609.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $7866600.00        | $5609853.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $245628800.00      | $251296864.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | N/A     | $97443300.00       | $99051455.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $504200.00         | $533342.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $56400.00          | $52704.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $87405300.00       | $82213891.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $320600.00         | $313313.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $300.00            | $306.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $800000.00         | $608073.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $90936300.00       | $91775437.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $11165900.00       | $11125568.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | N/A     | $4513700.00        | $4519385.00        | U.S. Treasuries (including strips) |

### Security 86: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PU5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $4246900.00        | $4170191.08        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AN 27 | 2027-05-15      | 4.5000%  | N/A     | $19262200.00       | $19840220.10       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $156571000.00      | $159271693.18      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $344900800.00      | $326717978.52      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1272795455.13
- **C.18.a - Value (excl. sponsor support):** $1272795455.13
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $208434260.89
- **C.18.a - Value (excl. sponsor support):** $208434260.89
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164920901.66
- **C.18.a - Value (excl. sponsor support):** $164920901.66
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Natixis SA

- **C.1 - Title:** Natixis SA
- **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: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDSC4QK6
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2030-12-31      | 3.7500%  | N/A     | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-02-15      | 2.6250%  | N/A     | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2053-08-15      | 4.1250%  | N/A     | $100.00            | $91.25             | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 7.0000%  | N/A     | $1040.00           | $1050.38           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-09-30      | 1.2500%  | N/A     | $908800.00         | $847196.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2034-07-15      | 1.8750%  | N/A     | $100.00            | $104.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-11-15      | 0.8750%  | N/A     | $5357100.00        | $4661326.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-05-31      | 4.0000%  | N/A     | $300.00            | $307.47            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-12-01      | 2.0000%  | N/A     | $1013.00           | $583.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 5.5000%  | N/A     | $6791305.00        | $6477045.31        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-07-31      | 1.8750%  | N/A     | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-10-01      | 2.5000%  | N/A     | $46895280.00       | $26269126.12       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2072-02-20      | 5.6320%  | N/A     | $1000.00           | $1064.83           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-04-30      | 2.8750%  | N/A     | $1000.00           | $985.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-10-31      | 4.1250%  | N/A     | $60514600.00       | $62500092.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-06-30      | 4.0000%  | N/A     | $13332600.00       | $13537788.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-08-15      | 2.2500%  | N/A     | $1100.00           | $1075.32           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-11-15      | 2.2500%  | N/A     | $1000.00           | $980.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2025-11-30      | 4.8750%  | N/A     | $58546900.00       | $59565030.60       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-06-01      | 6.0000%  | N/A     | $110881066.00      | $102703144.12      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2031-05-15      | 1.6250%  | N/A     | $21000.00          | $18824.77          | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-06-01      | 2.0000%  | N/A     | $7374259.00        | $4120533.78        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2048-02-15      | 3.0000%  | N/A     | $200.00            | $152.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-09-30      | 3.5000%  | N/A     | $800.00            | $794.10            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-07-01      | 6.5000%  | N/A     | $58975040.00       | $61057816.70       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $776.99            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-02-15      | 0.0000%  | N/A     | $5387057.63        | $4936279.42        | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 7.0000%  | N/A     | $4999.00           | $3524.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 4.9530%  | N/A     | $20035498.00       | $16567956.44       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 6.0000%  | N/A     | $1088.00           | $1120.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 5.0000%  | N/A     | $45543377.00       | $35199405.74       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-11-01      | 2.5300%  | N/A     | $5360000.00        | $4422448.28        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2042-11-15      | 2.7500%  | N/A     | $24999000.00       | $19645276.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2043-08-15      | 4.3750%  | N/A     | $100.00            | $97.22             | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 4.5000%  | N/A     | $50174592.00       | $37088852.39       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2029-02-28      | 4.2500%  | N/A     | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2029-07-01      | 4.1950%  | N/A     | $1020.00           | $1014.47           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2030-05-15      | 6.2500%  | N/A     | $200.00            | $225.76            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $1041.39           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-04-30      | 3.5000%  | N/A     | $1000.00           | $1011.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $64.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-02-15      | 6.0000%  | N/A     | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2043-02-15      | 3.8750%  | N/A     | $34827100.00       | $31836871.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-11-30      | 4.2500%  | N/A     | $46438800.00       | $47366956.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-08-31      | 3.8750%  | N/A     | $79389000.00       | $79432769.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $73.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-12-31      | 4.3750%  | N/A     | $129972000.00      | $134724751.11      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.5000%  | N/A     | $1143030.00        | $1196385.62        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2027-04-15      | 4.5000%  | N/A     | $2992500.00        | $3090431.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-02-29      | 4.1250%  | N/A     | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-12-01      | 2.0000%  | N/A     | $1000.00           | $596.44            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2035-05-15      | 4.2500%  | N/A     | $22657600.00       | $23238257.64       | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-09-01      | 6.0000%  | N/A     | $5000.00           | $4083.84           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-06-01      | 5.2150%  | N/A     | $36958913.00       | $38714016.83       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2033-08-15      | 3.8750%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |

### Security 91: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219120314.95
- **C.18.a - Value (excl. sponsor support):** $219120314.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDSC4QJ9
- **C.18 - Value (incl. sponsor support):** $602000000.00
- **C.18.a - Value (excl. sponsor support):** $602000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6647827.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 1.6112%  | N/A     | $50000000.00       | $3046311.25        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $6338390.00        | $6575222.61        | Agency Mortgage-Backed Securities         |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $573024.52         | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $14079.64          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $16647.62          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-10-20      | 4.0000%  | N/A     | $100000.00         | $6592.55           | Agency Mortgage-Backed Securities         |
| GNMA_25-157B                                         | 2054-04-20      | 5.5000%  | N/A     | $2724045.00        | $562176.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $11556780.00       | $11885859.76       | Agency Mortgage-Backed Securities         |
| GNMA_25-90A                                          | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $46706.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4682794.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5969576.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 1.6779%  | N/A     | $60000000.00       | $4665662.67        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6646388.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $2013575.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-09-20      | 4.0000%  | N/A     | $1784136.00        | $91565.69          | Agency Mortgage-Backed Securities         |
| GNMA_24-134C                                         | 2054-08-20      | 1.5512%  | N/A     | $224379061.00      | $11578390.63       | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.3501%  | N/A     | $65131833.00       | $665195.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 1.5312%  | N/A     | $100000000.00      | $6779987.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-01-15      | 6.5000%  | N/A     | $589915.00         | $2140.42           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $25131.66          | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 2.7440%  | N/A     | $50000000.00       | $3754935.34        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 1.6112%  | N/A     | $70000000.00       | $2299505.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $6363636.00        | $670017.07         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 0.9612%  | N/A     | $50000000.00       | $1523405.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8   | 2039-02-16      | 1.8386%  | N/A     | $128571429.00      | $329109.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 2.5000%  | N/A     | $44092692.00       | $29060841.51       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19471.12          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $74029.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.8134%  | N/A     | $72226975.00       | $2527669.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-42E                                          | 2051-03-20      | 3.0000%  | N/A     | $40000000.00       | $2741910.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.5612%  | N/A     | $75000000.00       | $3445838.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2049-02-20      | 1.8001%  | N/A     | $32705658.00       | $3016384.80        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2037-09-15      | 6.5000%  | N/A     | $66169.00          | $1434.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 3.5000%  | N/A     | $600000.00         | $75740.87          | Agency Mortgage-Backed Securities         |
| GNMA_25-90J                                          | 2055-05-20      | 1.5112%  | N/A     | $50000000.00       | $2933962.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2026-03-20      | 6.0000%  | N/A     | $355000.00         | $5.48              | Agency Mortgage-Backed Securities         |
| GNMA_25-122B                                         | 2055-07-20      | 2.1112%  | N/A     | $53342121.00       | $4576638.37        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.8501%  | N/A     | $86172451.00       | $2227067.74        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1345497.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 1.5740%  | N/A     | $100000000.00      | $4172202.75        | Agency Collateralized Mortgage Obligation |
| GNMA_15-20                                           | 2045-02-20      | 1.3501%  | N/A     | $57578855.00       | $581954.38         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $91285.15          | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.4612%  | N/A     | $31000000.00       | $1563131.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $19156223.88       | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $126530.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $18020227.79       | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.1112%  | N/A     | $84318800.00       | $8730999.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 0.7612%  | N/A     | $125000000.00      | $4672284.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7112%  | N/A     | $50000000.00       | $3136329.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 2.5000%  | N/A     | $575158.00         | $361097.50         | Agency Mortgage-Backed Securities         |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $231154.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-07-20      | 5.0000%  | N/A     | $371061.00         | $19062.89          | Agency Mortgage-Backed Securities         |
| GNMA_25-110A                                         | 2055-06-20      | 0.8112%  | N/A     | $80000000.00       | $4807674.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.6612%  | N/A     | $37500000.00       | $3387188.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.7112%  | N/A     | $50000000.00       | $3171867.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $125602.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.0000%  | N/A     | $25000.00          | $6699.82           | Agency Mortgage-Backed Securities         |
| GNMA_14-37                                           | 2044-03-20      | 1.3601%  | N/A     | $90727657.00       | $517792.26         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.5612%  | N/A     | $146894968.00      | $7506806.32        | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.3386%  | N/A     | $90187500.00       | $352910.81         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3238278.34        | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $591887.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2036-12-15      | 6.5000%  | N/A     | $252451.00         | $2853.03           | Agency Mortgage-Backed Securities         |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5350318.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-05-25      | 1.4440%  | N/A     | $61422874.00       | $2865779.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $1041667.00        | $159373.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 2.6440%  | N/A     | $78809211.00       | $4186810.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 1.6440%  | N/A     | $100000000.00      | $3894417.28        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $157888.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $26289.91          | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3753352.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9221438.47        | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $634012.43         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2264033.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                          | 2055-03-25      | 1.5940%  | N/A     | $202044975.00      | $9683480.21        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $859903.00         | $886985.85         | Agency Mortgage-Backed Securities         |
| GNMA_25-110P                                         | 2055-06-20      | 0.0612%  | N/A     | $100000000.00      | $1306150.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 0.8612%  | N/A     | $77306893.00       | $2971681.65        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1605158.14        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.8001%  | N/A     | $19880943.00       | $1710728.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.0940%  | N/A     | $50000000.00       | $4472224.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168B                                         | 2054-10-20      | 1.0212%  | N/A     | $100000000.00      | $4200976.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.8712%  | N/A     | $80000000.00       | $2715858.59        | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $995415.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 1.6295%  | N/A     | $42418596.00       | $1229542.59        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7925420.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1865758.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $14516.21          | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7688752.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.5912%  | N/A     | $100000000.00      | $4003770.10        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1973.18           | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.5240%  | N/A     | $110180020.00      | $5368223.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $897211.93         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.5440%  | N/A     | $100000000.00      | $3503550.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.0000%  | N/A     | $18065.00          | $710.40            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 4.0000%  | N/A     | $157000.00         | $22579.43          | Agency Mortgage-Backed Securities         |
| GNMA_24-142D                                         | 2053-10-20      | 1.0312%  | N/A     | $250000000.00      | $6251530.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1731385.52        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $332970.82         | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                           | 2041-06-20      | 1.8301%  | N/A     | $167610000.00      | $467457.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3754470.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $28906.48          | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 0.8112%  | N/A     | $50000000.00       | $2073667.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.9512%  | N/A     | $135000000.00      | $3254350.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122J                                         | 2055-07-20      | 1.4612%  | N/A     | $50000000.00       | $3738250.93        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-06-20      | 3.5000%  | N/A     | $4861869.00        | $944170.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $6760337.00        | $6954047.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.5000%  | N/A     | $4488392.00        | $4678698.63        | Agency Mortgage-Backed Securities         |
| GNMA_24-185B                                         | 2054-11-20      | 1.5512%  | N/A     | $100000000.00      | $5666219.49        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-09-20      | 3.0000%  | N/A     | $1661447.00        | $204010.41         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $276446.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11664.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 3.5000%  | N/A     | $6991222.00        | $6412624.58        | Agency Mortgage-Backed Securities         |
| GNMA_16-42                                           | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $319601.02         | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 1.8001%  | N/A     | $11185079.00       | $509263.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 1.7612%  | N/A     | $130258920.00      | $7799266.76        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-07-20      | 3.0000%  | N/A     | $44000.00          | $12703.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.0001%  | N/A     | $100000.00         | $435.12            | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2687407.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.3601%  | N/A     | $43058548.00       | $719498.18         | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $5391.06           | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $55270.37          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7502114.68        | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1212042.41        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-01-15      | 4.0000%  | N/A     | $67000.00          | $29683.96          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2035-08-15      | 5.0000%  | N/A     | $541613.00         | $10538.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2037-09-15      | 6.5000%  | N/A     | $6189125.00        | $58479.94          | Agency Mortgage-Backed Securities         |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $13817.61          | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $854.68            | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $567769.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | N/A     | $2603911.00        | $1567491.11        | Agency Mortgage-Backed Securities         |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $177593.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4619.71           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $1262086.00        | $1303934.38        | Agency Mortgage-Backed Securities         |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16679.48          | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $327484.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $10476.69          | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.0440%  | N/A     | $26923076.00       | $1483378.22        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3770207.71        | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2140890.42        | Agency Collateralized Mortgage Obligation |
| GNMA_12-84F                                          | 2042-07-16      | 1.7886%  | N/A     | $83772143.00       | $2898418.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | N/A     | $691719.00         | $409627.52         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $10508.51          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3139849.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.0312%  | N/A     | $100000000.00      | $3585241.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168A                                         | 2054-10-20      | 1.0912%  | N/A     | $175000000.00      | $8228294.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134H                                         | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $36329.12          | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                         | 2050-07-20      | 1.9501%  | N/A     | $75209809.00       | $4379369.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $23627585.06       | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 2.2946%  | N/A     | $57046000.00       | $5578322.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 0.7440%  | N/A     | $150000000.00      | $5298656.43        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | N/A     | $987561.00         | $1023442.86        | Agency Mortgage-Backed Securities         |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $26661.95          | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6829658.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.4612%  | N/A     | $30000000.00       | $1512707.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2055-08-20      | 0.0812%  | N/A     | $100000000.00      | $3041195.40        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $670602.58         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17743665.40       | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $512217.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 2.6940%  | N/A     | $87500000.00       | $5896986.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 0.8612%  | N/A     | $70000000.00       | $2190417.76        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $178534.38         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $26832.96          | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.3612%  | N/A     | $20000000.00       | $1508672.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                         | 2055-06-20      | 0.0000%  | N/A     | $100000000.00      | $1273046.14        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5643332.21        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5112.30           | Agency Collateralized Mortgage Obligation |
| GNMA_25-165                                          | 2067-09-16      | 0.9213%  | N/A     | $122318296.00      | $8346283.02        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1634123.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-10-15      | 2.4900%  | N/A     | $1025838.00        | $285678.98         | Agency Mortgage-Backed Securities         |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1099468.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157B                                         | 2055-09-20      | 0.2926%  | N/A     | $100000000.00      | $3048528.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167T                                         | 2051-06-20      | 2.3112%  | N/A     | $103667052.00      | $16254412.17       | Agency Collateralized Mortgage Obligation |
| GNMA_21-114D                                         | 2051-06-20      | 3.0000%  | N/A     | $40000000.00       | $3417271.54        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $9002.39           | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $919576.88         | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2678.02           | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.2500%  | N/A     | $9801437.00        | $6865712.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2052-03-20      | 6.0000%  | N/A     | $9984613.00        | $1188716.35        | Agency Collateralized Mortgage Obligation |
| GNMA_11-69                                           | 2041-05-20      | 1.1301%  | N/A     | $2855000.00        | $8380.42           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2048-01-15      | 3.5000%  | N/A     | $490000.00         | $89510.20          | Agency Mortgage-Backed Securities         |
| GNMA_12-113                                          | 2042-01-20      | 2.5001%  | N/A     | $22004881.00       | $1619.75           | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $920680.94         | Agency Collateralized Mortgage Obligation |
| GNMA_16-116H                                         | 2046-09-20      | 3.0000%  | N/A     | $4724414.00        | $4771042.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2749143.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-08-20      | 6.0000%  | N/A     | $2500000.00        | $523050.83         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $583175.58         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $518957.00         | $537055.25         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $744700.60         | Agency Collateralized Mortgage Obligation |
| GNMA_16-48B                                          | 2046-04-20      | 3.0000%  | N/A     | $1511000.00        | $1454438.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122A                                         | 2055-07-20      | 0.1412%  | N/A     | $100000000.00      | $1419389.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $305536.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 1.5795%  | N/A     | $30403981.00       | $3311338.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $4632.25           | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $70354.11          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.0312%  | N/A     | $125000000.00      | $4066649.54        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $5492691.15        | Agency Collateralized Mortgage Obligation |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5075215.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $26642.37          | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 1.6779%  | N/A     | $140000000.00      | $9115120.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.0440%  | N/A     | $109076657.00      | $5519105.74        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9827.81           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 1.5112%  | N/A     | $57668708.00       | $2487936.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168D                                         | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $4853434.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $599536.84         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $82731.60          | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6776477.50        | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 1.9501%  | N/A     | $64912745.00       | $1319603.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 2.0000%  | N/A     | $520000.00         | $228846.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 6.5000%  | N/A     | $2617686.00        | $2722075.51        | Agency Mortgage-Backed Securities         |
| GNMA_24-203A                                         | 2054-12-20      | 1.0112%  | N/A     | $75000000.00       | $2053338.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3968284.19        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-01-20      | 5.5000%  | N/A     | $1864168.00        | $8426.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 1.5000%  | N/A     | $1102744.00        | $583100.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.0000%  | N/A     | $820982.00         | $848085.93         | Agency Mortgage-Backed Securities         |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3497697.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $73353.35          | Agency Collateralized Mortgage Obligation |
| GNMA_23-165D                                         | 2053-06-20      | 0.9612%  | N/A     | $19863396.00       | $1248704.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $13587.20          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 5.5000%  | N/A     | $825000.00         | $699119.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 2.5000%  | N/A     | $309325.00         | $129804.83         | Agency Mortgage-Backed Securities         |
| GNMA_03-41A                                          | 2033-05-20      | 3.4501%  | N/A     | $25000000.00       | $832.97            | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $153180.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-01-20      | 3.5000%  | N/A     | $1400000.00        | $139358.45         | Agency Mortgage-Backed Securities         |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $22331.49          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5674144.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3479270.33        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2029-05-15      | 6.5000%  | N/A     | $27000.00          | $27.14             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 3.0000%  | N/A     | $1105000.00        | $107601.87         | Agency Mortgage-Backed Securities         |
| GNMA_19-38E                                          | 2049-03-20      | 1.8001%  | N/A     | $38282717.00       | $497379.35         | Agency Collateralized Mortgage Obligation |

### Security 93: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDSC4PB7
- **C.18 - Value (incl. sponsor support):** $128000000.00
- **C.18.a - Value (excl. sponsor support):** $128000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $434700.00         | $330664.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $12709100.00       | $10709396.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $49900.00          | $53187.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $26000.00          | $29348.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $666400.00         | $613084.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $71600.00          | $41226.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $93970500.00       | $97728967.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $53500.00          | $43120.47          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $732800.00         | $625612.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $132400.00         | $105276.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $3688200.00        | $3660543.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $916000.00         | $919007.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $785100.00         | $850135.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $57500.00          | $43391.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $15480400.00       | $11047881.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $702200.00         | $712241.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | N/A     | $269900.00         | $295430.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $174400.00         | $111960.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $977500.00         | $643488.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $59800.00          | $63316.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $1770700.00        | $1932802.28        | U.S. Treasuries (including strips) |

### Security 94: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDSC4P76
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $1906787.00        | $1930018.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $1041563.00        | $1062900.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $2122158.00        | $2107080.00        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $594122812.50
- **C.18.a - Value (excl. sponsor support):** $594122812.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4Q00
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $358500.00         | $368275.49         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $9349600.00        | $9289519.47        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $100.00            | $99.33             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $67275200.00       | $68299565.83       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $328200.00         | $305525.15         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $77728300.00       | $77557968.54       | U.S. Treasuries (including strips) |
| BILL 12/18/25    | 2025-12-18      | 0.0000%  | N/A     | $533900.00         | $529431.79         | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $480500.00         | $448748.32         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $36500.00          | $36792.57          | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $2098400.00        | $2044389.81        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $86100.00          | $91825.87          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $29280000.00       | $28316635.97       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $20000000.00       | $20869566.66       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $672000.00         | $689904.83         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $1072400.00        | $1078079.90        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $5127600.00        | $4863979.83        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $4000.00           | $3269.32           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $14203500.00       | $14610827.97       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $4835000.00        | $4851055.75        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $1891900.00        | $1870926.40        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $1461300.00        | $840084.93         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $500.00            | $525.67            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $91766400.00       | $60036171.28       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $15340400.00       | $15691892.82       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $30544500.00       | $30385744.38       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $2721700.00        | $2537251.26        | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $9604600.00        | $9516151.24        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $39387800.00       | $41632143.12       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $123382200.00      | $109843687.11      | U.S. Treasuries (including strips) |
| BILL 11/06/25    | 2025-11-06      | 0.0000%  | N/A     | $1239400.00        | $1234425.05        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $10000000.00       | $10196835.00       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $12821200.00       | $12072147.03       | U.S. Treasuries (including strips) |
| BILL 11/18/25    | 2025-11-18      | 0.0000%  | N/A     | $100.00            | $99.47             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $38129000.00       | $39493905.26       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $126232600.00      | $132068364.66      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $6500000.00        | $6618692.83        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  | N/A     | $81000.00          | $80824.67          | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $440000.00         | $447110.84         | U.S. Treasuries (including strips) |
| BILL 10/30/25    | 2025-10-30      | 0.0000%  | N/A     | $11308000.00       | $11271316.85       | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $1090000.00        | $1018826.54        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $5314800.00        | $5424025.07        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $100.00            | $104.68            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $5326700.00        | $3627991.40        | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $1416900.00        | $1277611.65        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $166800.00         | $166176.81         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $16169700.00       | $15269090.83       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $100.00            | $91.37             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 41    | 2041-11-15      | 3.1250%  | N/A     | $20114500.00       | $17001031.86       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $2329000.00        | $2196424.85        | U.S. Treasuries (including strips) |

### Security 97: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **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: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDS53DE4
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-08-20      | 7.0000%  | N/A     | $10100152.00       | $10413643.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 4.9500%  | N/A     | $17840000.00       | $17875760.28       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.6800%  | N/A     | $18430233.00       | $19479826.57       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 5.0000%  | N/A     | $20206186.00       | $20097249.96       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 6.5000%  | N/A     | $19703560.00       | $20315870.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 6.5000%  | N/A     | $20260682.00       | $20890305.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 7.0000%  | N/A     | $19246497.00       | $19855608.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-10-15      | 5.7300%  | N/A     | $14739368.00       | $15634649.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 4.6300%  | N/A     | $18912400.00       | $18637086.93       | Agency Mortgage-Backed Securities |

### Security 98: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $634706253.92
- **C.18.a - Value (excl. sponsor support):** $634706253.92
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDSC4Q26
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4  NOTE AV 25 | 2025-12-15      | 4.0000%  | N/A     | $418000.00         | $422917.35         | U.S. Treasuries (including strips) |
| 3 5/8 TPRN 44 | 2044-02-15      | 0.0000%  | N/A     | $3879800.00        | $1617116.16        | U.S. Treasuries (including strips) |

### Security 100: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDS6VG73
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $2818000.00        | $2884139.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $13000000.00       | $9758209.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $672429000.00      | $692292216.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $132930900.00      | $100587748.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $86924000.00       | $85367712.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | N/A     | $287000000.00      | $231109978.75      | U.S. Treasuries (including strips) |

### Security 101: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **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: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDSC4QS9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERM 5160IW 10/25/50 | 2050-10-25      | 3.0000%  | N/A     | $82192000.00       | $5213375.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SN     | 2053-10-20      | 2.1112%  | N/A     | $100000.00         | $2213.28           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YS     | 2053-05-20      | 1.1612%  | N/A     | $100000.00         | $2909.18           | Agency Collateralized Mortgage Obligation |
| 1 5/8 BOND 50        | 2050-11-15      | 1.6250%  | N/A     | $4873500.00        | $2651212.02        | U.S. Treasuries (including strips)        |
| GNRA 2023-176 SA     | 2053-11-20      | 0.7112%  | N/A     | $100000.00         | $1268.60           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-007 IN     | 2051-01-20      | 2.5000%  | N/A     | $100032.00         | $9980.73           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-001 S      | 2045-01-20      | 1.3501%  | N/A     | $100095.00         | $1022.28           | Agency Collateralized Mortgage Obligation |
| 3 3/4 NOTE BD 27     | 2027-06-30      | 3.7500%  | N/A     | $1738300.00        | $1757960.17        | U.S. Treasuries (including strips)        |
| GNRA 2023-083 SE     | 2053-06-20      | 1.0112%  | N/A     | $100000.00         | $1807.69           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 ES     | 2054-03-20      | 1.0112%  | N/A     | $100000.00         | $5024.05           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 SK     | 2052-12-20      | 2.4112%  | N/A     | $100000.00         | $3243.24           | Agency Collateralized Mortgage Obligation |
| FNRA RC052SM R25F052 | 2055-07-25      | 0.7940%  | N/A     | $122212458.00      | $5901412.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-167 SA     | 2050-11-20      | 0.0000%  | N/A     | $100032.00         | $2007.98           | Agency Collateralized Mortgage Obligation |
| FERM 5548HI 01/25/52 | 2052-01-25      | 5.0000%  | N/A     | $33209755.00       | $5843147.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 AO     | 2053-10-20      | 0.0000%  | N/A     | $100000.00         | $40891.08          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 BS     | 2054-08-20      | 1.5612%  | N/A     | $100000.00         | $5359.39           | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 CI     | 2050-08-20      | 3.0000%  | N/A     | $100096.00         | $8290.72           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-46 SA      | 2046-10-20      | 2.0001%  | N/A     | $100032.00         | $5281.19           | Agency Collateralized Mortgage Obligation |
| FNRA CL003IA R22F003 | 2052-02-25      | 1.9993%  | N/A     | $162401807.00      | $4768211.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-049 LI     | 2051-02-20      | 3.0000%  | N/A     | $100000.00         | $7172.51           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-139 IO     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $9825.47           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SD     | 2042-07-16      | 1.8386%  | N/A     | $100032.00         | $1947.15           | Agency Collateralized Mortgage Obligation |
| FERA 05258S 09/25/52 | 2052-09-25      | 0.9440%  | N/A     | $100000000.00      | $4287842.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-162 JI     | 2050-10-20      | 2.5000%  | N/A     | $100000.00         | $9023.53           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 QS     | 2051-10-20      | 0.0000%  | N/A     | $100000.00         | $937.68            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SY     | 2054-06-20      | 2.9112%  | N/A     | $100000.00         | $7217.90           | Agency Collateralized Mortgage Obligation |
| FNRM CL042IO R25F042 | 2054-11-25      | 4.5000%  | N/A     | $14208464.00       | $1972516.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-103 IO     | 2051-03-20      | 3.0000%  | N/A     | $100000.00         | $14409.29          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-096 IO     | 2051-10-20      | 2.5000%  | N/A     | $100000.00         | $10937.97          | Agency Collateralized Mortgage Obligation |
| FERM 5510PO 02/25/55 | 2055-02-25      | 0.0000%  | N/A     | $7142857.00        | $4812991.56        | Agency Collateralized Mortgage Obligation |
| FERM 5510OP 02/25/55 | 2055-02-25      | 0.0000%  | N/A     | $7692308.00        | $5183221.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-041 ST     | 2053-03-20      | 1.9012%  | N/A     | $100032.00         | $5189.71           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-008 MI     | 2054-01-20      | 7.0000%  | N/A     | $100000.00         | $17256.28          | Agency Collateralized Mortgage Obligation |
| FERA 5368SA 12/25/53 | 2053-12-25      | 2.6440%  | N/A     | $100000000.00      | $3623510.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SK     | 2053-10-20      | 1.2112%  | N/A     | $100000.00         | $1399.83           | Agency Collateralized Mortgage Obligation |
| FNRA CL104CS R24F104 | 2055-01-25      | 2.7940%  | N/A     | $50355971.00       | $5278390.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-029 IG     | 2052-02-20      | 3.5000%  | N/A     | $100000.00         | $10664.84          | Agency Collateralized Mortgage Obligation |
| FERM 5453AI 07/25/53 | 2053-07-25      | 4.0000%  | N/A     | $34035687.00       | $4941568.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 DI     | 2052-02-20      | 3.0000%  | N/A     | $100000.00         | $6594.93           | Agency Collateralized Mortgage Obligation |
| GNRA 2018-00 SA      | 2048-07-20      | 1.9501%  | N/A     | $100000.00         | $2696.53           | Agency Collateralized Mortgage Obligation |
| FERA 5304SA 12/25/52 | 2052-12-25      | 1.8940%  | N/A     | $89069445.00       | $3891576.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 KI     | 2049-12-20      | 3.5000%  | N/A     | $100000.00         | $5982.88           | Agency Collateralized Mortgage Obligation |
| GNRM 2020-191 UD     | 2050-12-20      | 4.0000%  | N/A     | $100000.00         | $12516.30          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-011 SA     | 2053-01-20      | 1.2112%  | N/A     | $100000.00         | $4235.42           | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 SA      | 2049-08-20      | 1.8501%  | N/A     | $100032.00         | $4442.41           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 SA     | 2054-05-20      | 0.8112%  | N/A     | $100000.00         | $1912.90           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 ES     | 2053-12-20      | 1.9912%  | N/A     | $100000.00         | $5942.47           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-021 IO     | 2054-02-20      | 6.0000%  | N/A     | $100000.00         | $16239.77          | Agency Collateralized Mortgage Obligation |
| FERA 5468SJ 05/25/54 | 2054-05-25      | 0.1940%  | N/A     | $200000000.00      | $3937817.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-68 HS      | 2048-12-20      | 1.8701%  | N/A     | $100032.00         | $1864.15           | Agency Collateralized Mortgage Obligation |
| FERM 5427LI 10/25/52 | 2052-10-25      | 3.5000%  | N/A     | $39253008.00       | $6061391.47        | Agency Collateralized Mortgage Obligation |
| FERA 5410SG 05/25/54 | 2054-05-25      | 1.3940%  | N/A     | $134401221.00      | $5349722.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-04 KS      | 2048-08-20      | 1.9501%  | N/A     | $100000.00         | $3382.96           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-040 MS     | 2053-03-20      | 1.1112%  | N/A     | $100000.00         | $3924.16           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-41 SL      | 2046-10-20      | 1.8501%  | N/A     | $100000.00         | $3047.39           | Agency Collateralized Mortgage Obligation |
| GNRA 2019-30 SJ      | 2049-03-20      | 1.8001%  | N/A     | $100032.00         | $1613.19           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 KI     | 2051-02-20      | 3.0000%  | N/A     | $100000.00         | $11321.16          | Agency Collateralized Mortgage Obligation |
| FNRM RC078IO R21F078 | 2051-11-25      | 4.5000%  | N/A     | $45991152.00       | $5462341.41        | Agency Collateralized Mortgage Obligation |
| FERA 5251MS 08/25/52 | 2052-08-25      | 0.8440%  | N/A     | $148500000.00      | $6072505.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-041 SM     | 2053-03-20      | 1.8812%  | N/A     | $100096.00         | $3955.46           | Agency Collateralized Mortgage Obligation |
| 2 1/4 BOND 41        | 2041-05-15      | 2.2500%  | N/A     | $3898900.00        | $2926637.16        | U.S. Treasuries (including strips)        |
| FERM 5008MI 09/25/50 | 2050-09-25      | 4.0000%  | N/A     | $63416663.00       | $5250049.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-032 SH     | 2050-03-20      | 1.3501%  | N/A     | $100096.00         | $4789.63           | Agency Collateralized Mortgage Obligation |
| FERM 5490CO 01/25/55 | 2055-01-25      | 0.0000%  | N/A     | $8333334.00        | $5728492.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-139 IA     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $13380.20          | Agency Collateralized Mortgage Obligation |
| FNRA CL004SA R23F004 | 2053-03-25      | 1.8940%  | N/A     | $159780763.00      | $5346017.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 EI     | 2050-03-20      | 3.5000%  | N/A     | $100000.00         | $6594.99           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 SK     | 2053-01-20      | 1.1112%  | N/A     | $100000.00         | $4769.03           | Agency Collateralized Mortgage Obligation |
| FERM 5468PI 11/25/54 | 2054-11-25      | 6.5000%  | N/A     | $24177000.00       | $4907031.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 XB     | 2054-04-20      | 1.5550%  | N/A     | $100000.00         | $6187.82           | Agency Collateralized Mortgage Obligation |
| FERM 5171WI 12/25/51 | 2051-12-25      | 4.5000%  | N/A     | $34408546.00       | $5292185.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 SG     | 2041-11-16      | 2.3386%  | N/A     | $100000.00         | $9925.57           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 SK     | 2053-06-20      | 1.6312%  | N/A     | $100032.00         | $4708.22           | Agency Collateralized Mortgage Obligation |
| FNRA CL051SC R23F051 | 2053-09-25      | 2.5440%  | N/A     | $75000000.00       | $4733432.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-077 ES     | 2049-11-20      | 1.8001%  | N/A     | $100000.00         | $2714.42           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ES     | 2053-09-20      | 2.1112%  | N/A     | $100000.00         | $3036.86           | Agency Collateralized Mortgage Obligation |
| FNRM CL027IO R20F027 | 2050-05-25      | 5.0000%  | N/A     | $92774734.00       | $5573595.33        | Agency Collateralized Mortgage Obligation |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $2181400.00        | $2229716.92        | U.S. Treasuries (including strips)        |
| FERM 5376IO 11/25/51 | 2051-11-25      | 4.0000%  | N/A     | $32571652.00       | $5319588.73        | Agency Collateralized Mortgage Obligation |
| FNRM CL020IE R21F020 | 2051-04-25      | 4.0000%  | N/A     | $53474034.00       | $4790108.46        | Agency Collateralized Mortgage Obligation |
| 3 BOND 49            | 2049-02-15      | 3.0000%  | N/A     | $2756500.00        | $2077885.53        | U.S. Treasuries (including strips)        |
| GNRA 2010-020 SE     | 2040-02-20      | 2.0001%  | N/A     | $100095.00         | $388.52            | Agency Collateralized Mortgage Obligation |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | N/A     | $41629900.00       | $42583761.11       | U.S. Treasuries (including strips)        |
| GNRM 2021-007 IE     | 2051-01-20      | 2.5000%  | N/A     | $101888.00         | $10171.35          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 SL     | 2053-02-20      | 1.8612%  | N/A     | $100096.00         | $6719.37           | Agency Collateralized Mortgage Obligation |
| FERM 5387HI 11/25/51 | 2051-11-25      | 4.0000%  | N/A     | $30369525.00       | $5477245.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-025 SH     | 2053-02-20      | 1.3012%  | N/A     | $100000.00         | $3581.51           | Agency Collateralized Mortgage Obligation |
| FNRM CL052OI R22F052 | 2050-12-25      | 4.0000%  | N/A     | $50571885.00       | $5240710.74        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-093 IO     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $12017.00          | Agency Collateralized Mortgage Obligation |
| FNRA CL015SA R24F015 | 2054-04-25      | 0.9723%  | N/A     | $106000000.00      | $2946997.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 SJ     | 2055-02-20      | 0.8612%  | N/A     | $100000.00         | $3955.51           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 SE     | 2053-03-20      | 1.1112%  | N/A     | $100000.00         | $2040.29           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-006 SA     | 2053-01-20      | 1.8612%  | N/A     | $100000.00         | $3660.75           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 SE     | 2054-11-20      | 1.5012%  | N/A     | $100000.00         | $3624.91           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-064 IQ     | 2051-04-20      | 2.5000%  | N/A     | $100032.00         | $6281.72           | Agency Collateralized Mortgage Obligation |
| GNRM 2021-142 KI     | 2051-08-20      | 3.0000%  | N/A     | $100000.00         | $9534.27           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 SI     | 2053-07-20      | 1.5612%  | N/A     | $100000.00         | $5177.83           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 AS     | 2053-12-20      | 1.5112%  | N/A     | $8814912.00        | $438604.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 LI     | 2054-12-20      | 6.5000%  | N/A     | $100000.00         | $19592.59          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-006 IO     | 2050-08-20      | 3.5000%  | N/A     | $100000.00         | $10785.82          | Agency Collateralized Mortgage Obligation |
| FNRA CL017SA R23F017 | 2053-04-25      | 1.8940%  | N/A     | $102884004.00      | $3954840.67        | Agency Collateralized Mortgage Obligation |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | N/A     | $1520000.00        | $1497426.48        | U.S. Treasuries (including strips)        |
| GNRA 2022-168 SE     | 2052-09-20      | 1.6612%  | N/A     | $100000.00         | $6657.25           | Agency Collateralized Mortgage Obligation |
| FNRA CL033PS R25F033 | 2054-05-25      | 2.6440%  | N/A     | $53730333.00       | $4598711.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-114 SH     | 2053-08-20      | 2.2612%  | N/A     | $100096.00         | $2124.14           | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83587515.63
- **C.18.a - Value (excl. sponsor support):** $83587515.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480867580.98
- **C.18.a - Value (excl. sponsor support):** $480867580.98
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDSC4QQ3
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | N/A     | $16997400.00       | $16891676.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | N/A     | $23000000.00       | $22577720.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $34587000.00       | $34331747.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $12500000.00       | $12472126.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $2175600.00        | $2025293.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $10076900.00       | $10406673.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $24999300.00       | $18865321.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $2202800.00        | $2254432.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $1000.00           | $681.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $27051700.00       | $26335269.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $46296400.00       | $35230217.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $14000.00          | $14089.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $19201600.00       | $16474756.78       | U.S. Treasuries (including strips) |

### Security 105: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDSC4Q59
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $100.00            | $74.18             | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $771000.00         | $781103.36         | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $400.00            | $304.04            | U.S. Treasuries (including strips) |
| 5 NOTE BJ 25     | 2025-10-31      | 5.0000%  | N/A     | $600.00            | $612.86            | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $243000.00         | $179066.94         | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | N/A     | $5000.00           | $4940.52           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $100.00            | $98.25             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $500.00            | $510.39            | U.S. Treasuries (including strips) |
| 0 1/4 NOTE AF 25 | 2025-10-31      | 0.2500%  | N/A     | $900.00            | $898.05            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $1708700.00        | $1699819.00        | U.S. Treasuries (including strips) |
| BILL 10/21/25    | 2025-10-21      | 0.0000%  | N/A     | $6946200.00        | $6930591.89        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $4717100.00        | $4710501.46        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $500.00            | $468.93            | U.S. Treasuries (including strips) |
| BILL 12/23/25    | 2025-12-23      | 0.0000%  | N/A     | $19000200.00       | $18830927.22       | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $100.00            | $93.16             | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $200.00            | $188.79            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $100.00            | $97.69             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $300.00            | $308.50            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $815500.00         | $598733.17         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $2999500.00        | $2139012.44        | U.S. Treasuries (including strips) |
| 1 1/4 TRIN X 28  | 2028-04-15      | 1.2500%  | N/A     | $1136900.00        | $1235663.30        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $900.00            | $880.14            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | N/A     | $600.00            | $590.82            | U.S. Treasuries (including strips) |
| BILL 10/09/25    | 2025-10-09      | 0.0000%  | N/A     | $600.00            | $599.46            | U.S. Treasuries (including strips) |
| BILL 11/13/25    | 2025-11-13      | 0.0000%  | N/A     | $900.00            | $895.70            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $200.00            | $200.60            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $300.00            | $299.35            | U.S. Treasuries (including strips) |
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | N/A     | $800.00            | $786.53            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $2481600.00        | $1594215.82        | U.S. Treasuries (including strips) |
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | N/A     | $1998600.00        | $1933167.83        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $400.00            | $373.88            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $200.00            | $114.98            | U.S. Treasuries (including strips) |
| BILL 12/30/25    | 2025-12-30      | 0.0000%  | N/A     | $1800.00           | $1782.70           | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $339300.00         | $334464.34         | U.S. Treasuries (including strips) |
| BILL 02/19/26    | 2026-02-19      | 0.0000%  | N/A     | $700.00            | $689.79            | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $500.00            | $514.92            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $28400.00          | $29729.46          | U.S. Treasuries (including strips) |
| BILL 03/05/26    | 2026-03-05      | 0.0000%  | N/A     | $2900.00           | $2853.34           | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $250000.00         | $251200.31         | U.S. Treasuries (including strips) |
| BILL 12/18/25    | 2025-12-18      | 0.0000%  | N/A     | $400.00            | $396.65            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $1000.00           | $834.33            | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $800.00            | $818.66            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $800.00            | $807.38            | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $500.00            | $384.01            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $200.00            | $156.81            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $300.00            | $196.27            | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $80.53             | U.S. Treasuries (including strips) |
| BILL 11/28/25    | 2025-11-28      | 0.0000%  | N/A     | $400.00            | $397.43            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $361000.00         | $369472.85         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $561000.00         | $559882.49         | U.S. Treasuries (including strips) |
| GNCL CL DB6905   | 2064-08-15      | 6.1400%  | N/A     | $1014.00           | $1084.29           | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $1799900.00        | $1829352.66        | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $300.00            | $402.86            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $500.00            | $491.27            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $400.00            | $391.91            | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| BILL 10/16/25    | 2025-10-16      | 0.0000%  | N/A     | $700.00            | $698.82            | U.S. Treasuries (including strips) |
| BILL 10/14/25    | 2025-10-14      | 0.0000%  | N/A     | $400.00            | $399.42            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $200.00            | $195.45            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | N/A     | $100.00            | $99.52             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $500.00            | $510.71            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $400.00            | $410.46            | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $45151600.00       | $27161396.50       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 27 | 2027-09-15      | 3.3750%  | N/A     | $700.00            | $697.91            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $600.00            | $608.23            | U.S. Treasuries (including strips) |
| BILL 10/28/25    | 2025-10-28      | 0.0000%  | N/A     | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE J 26  | 2026-03-31      | 2.2500%  | N/A     | $800.00            | $793.65            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | N/A     | $800.00            | $785.68            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $1100.00           | $791.93            | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $5800.00           | $5697.48           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $3973400.00        | $2898215.84        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $100.00            | $63.26             | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $700.00            | $776.83            | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $427400.00         | $435008.33         | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $500.00            | $354.69            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $900.00            | $919.63            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $183500.00         | $186220.94         | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $6300.00           | $6241.98           | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $100.00            | $131.22            | U.S. Treasuries (including strips) |
| GNII ET DM6542 C | 2065-09-20      | 6.5000%  | N/A     | $4784.00           | $4932.67           | Agency Mortgage-Backed Securities  |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $800.00            | $844.89            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $74802500.00       | $78260638.28       | U.S. Treasuries (including strips) |

### Security 106: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422168483.11
- **C.18.a - Value (excl. sponsor support):** $422168483.11
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114992927.67
- **C.18.a - Value (excl. sponsor support):** $114992927.67
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430110380.56
- **C.18.a - Value (excl. sponsor support):** $430110380.56
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_23-152B                                         | 2051-04-20      | 6.5000%  | N/A     | $1998594.00        | $134615.24         | Agency Collateralized Mortgage Obligation |
| GNMA_19-119E                                         | 2049-09-20      | 5.5000%  | N/A     | $69974180.00       | $3062473.93        | Agency Collateralized Mortgage Obligation |
| FHLMC_5250B                                          | 2052-08-25      | 4.0000%  | N/A     | $2180131.00        | $1470668.04        | Agency Collateralized Mortgage Obligation |
| GNMA_22-198                                          | 2064-10-16      | 0.5111%  | N/A     | $47148730.00       | $2375216.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97Z                                          | 2054-06-20      | 2.2612%  | N/A     | $59447369.00       | $2421413.79        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                         | 2047-11-20      | 3.5000%  | N/A     | $10564485.00       | $903693.34         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 5.5000%  | N/A     | $1272727.00        | $999961.27         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64U                                          | 2054-04-20      | 1.5112%  | N/A     | $30000000.00       | $1811573.12        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64BB                                         | 2054-04-20      | 2.7612%  | N/A     | $21605608.00       | $1986867.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H21E                                         | 2074-12-20      | 0.6526%  | N/A     | $14980000.00       | $1033405.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 1.4612%  | N/A     | $20552847.00       | $1158976.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                         | 2055-08-20      | 0.0500%  | N/A     | $80000000.00       | $108281.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9318%  | N/A     | $33100000.00       | $1406588.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4L                                           | 2054-01-20      | 2.6112%  | N/A     | $50000000.00       | $1564209.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79X                                          | 2064-05-20      | 2.2612%  | N/A     | $82236891.00       | $2598270.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-05-16      | 0.6882%  | N/A     | $4975000.00        | $37404.90          | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.8612%  | N/A     | $50000000.00       | $3611955.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                          | 2055-05-20      | 0.0000%  | N/A     | $122500000.00      | $157787.49         | Agency Collateralized Mortgage Obligation |
| GNMA_24-184A                                         | 2054-11-20      | 1.5112%  | N/A     | $60000000.00       | $1995692.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-48                                           | 2061-11-16      | 0.7825%  | N/A     | $125000000.00      | $3119136.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H15D                                         | 2075-07-20      | 0.6853%  | N/A     | $4788461.00        | $326443.98         | Agency Collateralized Mortgage Obligation |
| GNMA_20-35D                                          | 2050-03-20      | 3.0000%  | N/A     | $8333333.00        | $111106.45         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30J                                          | 2064-02-20      | 3.6612%  | N/A     | $125000000.00      | $2551881.92        | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 2.4912%  | N/A     | $25000000.00       | $1559609.62        | Agency Collateralized Mortgage Obligation |
| GNMA_22-5C                                           | 2052-01-20      | 6.0000%  | N/A     | $17740444.00       | $1060029.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25Q                                          | 2055-02-20      | 1.4612%  | N/A     | $80000000.00       | $3310569.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62R                                          | 2065-04-20      | 1.4112%  | N/A     | $75000000.00       | $2331634.34        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110K                                         | 2064-07-20      | 1.6612%  | N/A     | $50000000.00       | $1030290.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124N                                         | 2055-07-20      | 0.7612%  | N/A     | $110812108.00      | $4667916.20        | Agency Collateralized Mortgage Obligation |
| GNMA_19-140F                                         | 2049-11-20      | 5.5000%  | N/A     | $26119212.00       | $1109597.08        | Agency Collateralized Mortgage Obligation |
| GNMA_10-98E                                          | 2039-03-20      | 5.1717%  | N/A     | $3000000.00        | $129.89            | Agency Collateralized Mortgage Obligation |
| GNMA_25-139B                                         | 2065-08-20      | 0.0500%  | N/A     | $175000000.00      | $380389.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.2112%  | N/A     | $89834624.00       | $3191303.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-68                                           | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2599021.87        | Agency Collateralized Mortgage Obligation |
| GNMA_18-150                                          | 2060-02-16      | 0.6018%  | N/A     | $75015040.00       | $1158377.60        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-181 | 2050-12-20      | 2.0000%  | N/A     | $2100000.00        | $146545.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 10.0000% | N/A     | $1600000.00        | $1636613.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1G                                           | 2049-05-20      | 3.5000%  | N/A     | $11428571.00       | $143634.18         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.0412%  | N/A     | $142807689.00      | $4301216.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-148                                          | 2063-10-16      | 1.0670%  | N/A     | $19000000.00       | $1488986.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                                         | 2055-08-20      | 6.0000%  | N/A     | $1083333.00        | $163907.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-110L                                         | 2054-07-20      | 2.2612%  | N/A     | $90000000.00       | $3366378.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159X                                         | 2054-10-20      | 1.0412%  | N/A     | $75000000.00       | $3202998.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2595366.06        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60K                                          | 2052-02-20      | 3.0000%  | N/A     | $1450000.00        | $134302.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                          | 2053-03-20      | 1.2112%  | N/A     | $115000000.00      | $2489025.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83L                                          | 2051-05-20      | 0.0000%  | N/A     | $600000.00         | $5370.05           | Agency Collateralized Mortgage Obligation |
| FNMA_23-6B                                           | 2053-03-25      | 1.8940%  | N/A     | $100000000.00      | $3802898.13        | Agency Collateralized Mortgage Obligation |
| GNMA_98                                              | 2033-11-20      | 2.3501%  | N/A     | $85000000.00       | $4536.12           | Agency Collateralized Mortgage Obligation |
| GNMA_21-134                                          | 2061-06-16      | 1.4325%  | N/A     | $22500000.00       | $1632450.28        | Agency Collateralized Mortgage Obligation |
| GNMA_21-209F                                         | 2051-11-20      | 6.0000%  | N/A     | $247641.00         | $20665.47          | Agency Collateralized Mortgage Obligation |
| GNMA_21-133                                          | 2063-07-16      | 0.8823%  | N/A     | $39000000.00       | $2235048.68        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25S                                          | 2055-02-20      | 0.8612%  | N/A     | $64166296.00       | $2069885.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-01-20      | 4.5000%  | N/A     | $20901906.00       | $1166488.93        | Agency Collateralized Mortgage Obligation |
| GNMA_22-112A                                         | 2052-06-20      | 1.7312%  | N/A     | $34256500.00       | $1636292.35        | Agency Collateralized Mortgage Obligation |
| GNMA_25-31                                           | 2067-08-16      | 0.8762%  | N/A     | $35000000.00       | $1923030.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-119M                                         | 2051-06-20      | 2.5000%  | N/A     | $376108.00         | $88104.76          | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                          | 2051-12-20      | 4.5000%  | N/A     | $1523506.00        | $133705.99         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10C                                         | 2073-04-20      | 1.9175%  | N/A     | $115485865.00      | $3035886.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139U                                         | 2055-08-20      | 0.0112%  | N/A     | $80000000.00       | $1139485.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2050-09-20      | 3.5000%  | N/A     | $581646.00         | $51059.08          | Agency Collateralized Mortgage Obligation |
| GNMA_16-68M                                          | 2046-05-20      | 4.0000%  | N/A     | $9625875.00        | $133452.72         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H17C                                         | 2075-08-20      | 0.7653%  | N/A     | $10400000.00       | $792387.33         | Agency Collateralized Mortgage Obligation |
| GNMA_24-161                                          | 2064-06-16      | 0.7401%  | N/A     | $50000000.00       | $2716370.98        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11D                                         | 2072-05-20      | 1.5680%  | N/A     | $69689319.00       | $3279873.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16B                                         | 2072-04-20      | 0.1615%  | N/A     | $70000000.00       | $2466733.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105F                                         | 2055-06-20      | 0.7112%  | N/A     | $170000000.00      | $2443668.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97S                                          | 2064-06-20      | 1.5012%  | N/A     | $160000000.00      | $1873801.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 1.5312%  | N/A     | $100000000.00      | $3305308.29        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 | 2062-09-16      | 1.0109%  | N/A     | $31860000.00       | $1935398.16        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17E                                         | 2072-07-20      | 1.6341%  | N/A     | $40279544.00       | $2281575.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H14D                                         | 2071-09-20      | 0.0806%  | N/A     | $126421699.00      | $3371885.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64N                                          | 2054-04-20      | 2.8112%  | N/A     | $53333333.00       | $3258635.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69H                                          | 2055-04-20      | 0.0000%  | N/A     | $20000000.00       | $76576.13          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                                         | 2053-12-20      | 1.3112%  | N/A     | $50342430.00       | $2580793.42        | Agency Collateralized Mortgage Obligation |
| GNMA_17-18                                           | 2047-02-16      | 1.8386%  | N/A     | $885000.00         | $32297.99          | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                         | 2051-08-20      | 6.0000%  | N/A     | $1354166.00        | $151994.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H17C                                         | 2072-08-20      | 0.5974%  | N/A     | $35000000.00       | $2000650.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-93L                                          | 2052-05-20      | 0.0000%  | N/A     | $50000000.00       | $979740.88         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56  | 2059-11-16      | 0.6035%  | N/A     | $92200000.00       | $1109110.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2053-07-20      | 7.0000%  | N/A     | $1107143.00        | $125148.94         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                          | 2052-03-20      | 5.0000%  | N/A     | $17412196.00       | $1848063.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30D                                          | 2064-02-20      | 2.4612%  | N/A     | $90000000.00       | $1606075.32        | Agency Collateralized Mortgage Obligation |
| GNMA_21-60                                           | 2063-05-16      | 0.8262%  | N/A     | $2500000.00        | $134487.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2061-08-20      | 5.1458%  | N/A     | $1606749.00        | $2126.36           | Agency Collateralized Mortgage Obligation |
| GNMA_23-173D                                         | 2053-11-20      | 6.5000%  | N/A     | $1346154.00        | $101448.23         | Agency Collateralized Mortgage Obligation |
| GNMA_22-78                                           | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3554194.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                                          | 2055-04-20      | 1.6112%  | N/A     | $60000000.00       | $2014035.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110M                                         | 2054-07-20      | 2.2612%  | N/A     | $21555943.00       | $1624974.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79F                                          | 2049-10-20      | 6.5000%  | N/A     | $1892021.00        | $123461.17         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64S                                          | 2050-11-20      | 5.0000%  | N/A     | $1881711.00        | $140969.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69L                                          | 2055-04-20      | 0.0912%  | N/A     | $30717567.00       | $664778.91         | Agency Collateralized Mortgage Obligation |
| GNMA_25-89G                                          | 2055-05-20      | 2.6612%  | N/A     | $45801545.00       | $4219524.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                          | 2051-07-20      | 3.5000%  | N/A     | $21428571.00       | $1309049.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11A                                         | 2072-05-20      | 0.4232%  | N/A     | $29320000.00       | $1477633.50        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                         | 2051-09-20      | 2.5000%  | N/A     | $28024384.00       | $2427789.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 1.0112%  | N/A     | $2263148.00        | $98948.93          | Agency Collateralized Mortgage Obligation |
| GNMA_24-160A                                         | 2054-10-20      | 1.6612%  | N/A     | $43658507.00       | $2425223.58        | Agency Collateralized Mortgage Obligation |
| GNMA_18-65H                                          | 2048-05-20      | 7.0000%  | N/A     | $6255189.00        | $103834.41         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H17C                                         | 2071-11-20      | 1.5758%  | N/A     | $49862267.00       | $2038803.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-101B                                         | 2053-07-20      | 1.8112%  | N/A     | $62627718.00       | $1274123.33        | Agency Collateralized Mortgage Obligation |
| GNMA_17-79A                                          | 2047-05-20      | 5.5000%  | N/A     | $525000.00         | $20374.81          | Agency Collateralized Mortgage Obligation |
| GNMA_25-124D                                         | 2055-07-20      | 0.0500%  | N/A     | $58494493.00       | $78903.42          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Q                                           | 2055-01-20      | 1.5612%  | N/A     | $22500000.00       | $1300091.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H14A                                         | 2074-08-20      | 0.6805%  | N/A     | $93900000.00       | $6035809.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2059-02-16      | 0.5442%  | N/A     | $125765018.00      | $1393138.82        | Agency Collateralized Mortgage Obligation |
| GNMA_14-62                                           | 2043-09-20      | 4.5000%  | N/A     | $25616000.00       | $86635.64          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y                                          | 2065-04-20      | 0.1000%  | N/A     | $360000000.00      | $862901.91         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116L                                         | 2047-10-20      | 2.5000%  | N/A     | $64804661.00       | $3412122.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-200                                          | 2063-11-16      | 0.8859%  | N/A     | $26700000.00       | $1528283.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-57                                           | 2051-03-20      | 3.0000%  | N/A     | $1000000.00        | $97604.71          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173 | 2050-11-20      | 2.5000%  | N/A     | $1000000.00        | $87847.21          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H02C                                         | 2072-11-20      | 0.4012%  | N/A     | $27740513.00       | $1509395.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.0112%  | N/A     | $125000000.00      | $3649432.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03F                                         | 2066-12-20      | 2.1105%  | N/A     | $124065942.00      | $2334445.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151J                                         | 2064-09-20      | 1.0412%  | N/A     | $90000000.00       | $1748226.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105H                                         | 2055-06-20      | 5.5000%  | N/A     | $227272.00         | $43649.58          | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-07-20      | 3.0000%  | N/A     | $4884.00           | $70.49             | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 1.6112%  | N/A     | $50000000.00       | $2094355.87        | Agency Collateralized Mortgage Obligation |
| GNMA_21-14                                           | 2063-06-16      | 1.3306%  | N/A     | $37000000.00       | $2392506.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H13E                                         | 2072-12-20      | 0.9365%  | N/A     | $41547073.00       | $1511170.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1S                                           | 2055-01-20      | 0.8612%  | N/A     | $30000000.00       | $1213928.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-60L                                          | 2052-03-20      | 5.5000%  | N/A     | $2144825.00        | $91243.16          | Agency Collateralized Mortgage Obligation |
| GNMA_24-64F                                          | 2064-04-20      | 2.7112%  | N/A     | $45000000.00       | $2171229.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1T                                           | 2053-07-20      | 0.1112%  | N/A     | $50000000.00       | $935744.82         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1B                                           | 2054-11-20      | 1.4612%  | N/A     | $39024835.00       | $1991101.36        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-53  | 2061-06-16      | 0.7505%  | N/A     | $130000000.00      | $1613204.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2052-02-20      | 6.0000%  | N/A     | $1468520.00        | $150007.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25M                                          | 2051-09-20      | 3.5000%  | N/A     | $16878656.00       | $2538459.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2055-05-25      | 5.0000%  | N/A     | $252249.00         | $238297.93         | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                          | 2054-12-20      | 0.3612%  | N/A     | $75000000.00       | $2069737.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139A                                         | 2050-08-20      | 5.5000%  | N/A     | $1228934.00        | $118082.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-58D                                          | 2051-04-20      | 3.5000%  | N/A     | $16127441.00       | $909546.50         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4G                                           | 2054-01-20      | 1.3612%  | N/A     | $35000000.00       | $2094320.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2054-05-20      | 2.8612%  | N/A     | $50000000.00       | $2322838.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159Q                                         | 2054-10-20      | 1.0312%  | N/A     | $36364697.00       | $1406938.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124A                                         | 2055-07-20      | 0.1112%  | N/A     | $4018210.00        | $56183.20          | Agency Collateralized Mortgage Obligation |
| GNMA_25-69Y                                          | 2065-04-20      | 0.1000%  | N/A     | $360000000.00      | $862901.91         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115E                                         | 2048-08-20      | 1.9501%  | N/A     | $102198991.00      | $1127657.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105R                                         | 2036-02-20      | 6.5000%  | N/A     | $615301.00         | $105555.38         | Agency Collateralized Mortgage Obligation |
| GNMA_20-81                                           | 2062-07-16      | 0.8708%  | N/A     | $54617000.00       | $2606171.27        | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                                          | 2062-09-16      | 0.7844%  | N/A     | $33000000.00       | $1542549.70        | Agency Collateralized Mortgage Obligation |
| GNMA_22-218C                                         | 2050-12-20      | 5.5000%  | N/A     | $11292000.00       | $1072740.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116K                                         | 2051-07-20      | 3.5000%  | N/A     | $18895076.00       | $1510342.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 0.8112%  | N/A     | $45885646.00       | $1802272.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64M                                          | 2054-04-20      | 1.6112%  | N/A     | $90000000.00       | $2925240.71        | Agency Collateralized Mortgage Obligation |
| GNMA_23-40F                                          | 2053-03-20      | 1.2612%  | N/A     | $40562000.00       | $1040672.89        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184S                                         | 2054-11-20      | 1.6112%  | N/A     | $55464420.00       | $3444640.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5548B                                          | 2055-06-25      | 5.2500%  | N/A     | $6049230.00        | $5957849.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139C                                         | 2050-11-20      | 6.0000%  | N/A     | $1250000.00        | $134360.71         | Agency Collateralized Mortgage Obligation |
| GNMA_23-103G                                         | 2053-07-20      | 1.5612%  | N/A     | $105000000.00      | $1699453.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51U                                          | 2054-03-20      | 2.7912%  | N/A     | $50000000.00       | $2652129.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182H                                         | 2053-12-20      | 2.7612%  | N/A     | $60000000.00       | $2572089.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51L                                          | 2052-02-20      | 3.0000%  | N/A     | $11966168.00       | $1607159.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-182                                          | 2063-06-16      | 0.7000%  | N/A     | $74700000.00       | $1558850.36        | Agency Collateralized Mortgage Obligation |
| GNMA_21-107L                                         | 2050-02-20      | 3.0000%  | N/A     | $63937.00          | $17297.94          | Agency Collateralized Mortgage Obligation |
| GNMA_25-105G                                         | 2055-06-20      | 0.1112%  | N/A     | $60011447.00       | $1283337.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-41A                                          | 2036-02-20      | 6.0000%  | N/A     | $479833.00         | $83517.36          | Agency Collateralized Mortgage Obligation |
| FHLMC_4523B                                          | 2045-10-15      | 3.5000%  | N/A     | $1237207.00        | $1520134.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113J                                         | 2053-08-20      | 1.4112%  | N/A     | $113819457.00      | $1993185.24        | Agency Collateralized Mortgage Obligation |
| GNMA_19-4B                                           | 2049-01-20      | 1.7501%  | N/A     | $115772153.00      | $2863844.44        | Agency Collateralized Mortgage Obligation |
| GNMA_23-179                                          | 2063-09-16      | 0.6107%  | N/A     | $108400000.00      | $4406675.93        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79Y                                          | 2064-05-20      | 1.5112%  | N/A     | $100000000.00      | $1467258.28        | Agency Collateralized Mortgage Obligation |
| GNMA_20-105                                          | 2062-03-16      | 0.7637%  | N/A     | $43000000.00       | $1623201.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-66C                                          | 2053-05-20      | 1.7612%  | N/A     | $30000000.00       | $1314392.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C                                         | 2053-12-20      | 2.0112%  | N/A     | $48888889.00       | $1359383.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-216A                                         | 2065-07-16      | 0.7498%  | N/A     | $30801270.00       | $1744091.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                         | 2051-07-20      | 6.0000%  | N/A     | $5084635.00        | $637883.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69C                                          | 2055-04-20      | 0.9112%  | N/A     | $30000000.00       | $1244989.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184J                                         | 2054-11-20      | 0.4612%  | N/A     | $60000000.00       | $1334614.14        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Z                                          | 2054-02-20      | 2.6112%  | N/A     | $50000000.00       | $2856309.91        | Agency Collateralized Mortgage Obligation |
| GNMA_19-16C                                          | 2049-02-20      | 1.8001%  | N/A     | $35665759.00       | $1401674.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                          | 2055-05-20      | 0.0000%  | N/A     | $200000000.00      | $154606.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                         | 2055-07-20      | 2.7112%  | N/A     | $15000000.00       | $1329693.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83B                                          | 2053-06-20      | 0.9112%  | N/A     | $50000000.00       | $1308064.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159P                                         | 2054-10-20      | 0.4112%  | N/A     | $100000000.00      | $3252534.50        | Agency Collateralized Mortgage Obligation |
| FHLKF_10-3                                           | 2031-01-25      | 4.5810%  | N/A     | $146844249.00      | $68117773.19       | Agency Collateralized Mortgage Obligation |
| GNMA_23-173F                                         | 2053-11-20      | 1.8612%  | N/A     | $30000000.00       | $1958266.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30Q                                          | 2054-02-20      | 2.0112%  | N/A     | $60000000.00       | $4332554.25        | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB81                                        | 2030-10-25      | 1.1100%  | N/A     | $5683153.00        | $4112926.46        | Agency Collateralized Mortgage Obligation |
| GNMA_20-109                                          | 2060-05-16      | 0.8358%  | N/A     | $2500000.00        | $116673.55         | Agency Collateralized Mortgage Obligation |
| GNMA_19-151M                                         | 2049-12-20      | 4.5000%  | N/A     | $28907790.00       | $1381707.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                                         | 2055-01-20      | 6.0000%  | N/A     | $2250023.00        | $333048.29         | Agency Collateralized Mortgage Obligation |
| GNMA_25-69E                                          | 2065-04-20      | 1.5612%  | N/A     | $100000000.00      | $2880341.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110V                                         | 2054-07-20      | 2.3112%  | N/A     | $50000000.00       | $1327770.18        | Agency Collateralized Mortgage Obligation |
| GNMA_20-65D                                          | 2050-05-20      | 1.8501%  | N/A     | $46753246.00       | $2616855.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49C                                          | 2051-03-20      | 2.0000%  | N/A     | $1750000.00        | $106164.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1N                                           | 2055-01-20      | 0.8112%  | N/A     | $50000000.00       | $1389262.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09G                                         | 2070-05-20      | 1.0906%  | N/A     | $1546333.00        | $46437.72          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89K                                          | 2055-05-20      | 0.0112%  | N/A     | $73096188.00       | $1464562.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-151E                                         | 2054-07-20      | 6.5000%  | N/A     | $649436.00         | $124141.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124M                                         | 2055-07-20      | 0.1112%  | N/A     | $80000000.00       | $1714716.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161E                                         | 2051-09-20      | 4.5000%  | N/A     | $29599559.00       | $1624010.19        | Agency Collateralized Mortgage Obligation |
| GNMA_21-180                                          | 2063-11-16      | 0.9151%  | N/A     | $26100000.00       | $1586241.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64Q                                          | 2054-04-20      | 1.6612%  | N/A     | $40000000.00       | $2116407.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79E                                          | 2054-05-20      | 0.8612%  | N/A     | $50000000.00       | $1975686.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64V                                          | 2054-04-20      | 0.8112%  | N/A     | $50000000.00       | $1832407.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25T                                          | 2055-02-20      | 5.5000%  | N/A     | $9090909.00        | $1754445.82        | Agency Collateralized Mortgage Obligation |
| GNMA_22-197P                                         | 2052-11-20      | 2.4112%  | N/A     | $32000000.00       | $1354754.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184P                                         | 2054-11-20      | 1.6112%  | N/A     | $75000000.00       | $5487686.06        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97F                                          | 2064-12-20      | 0.1612%  | N/A     | $45000000.00       | $787330.65         | Agency Collateralized Mortgage Obligation |
| GNMA_22-78G                                          | 2052-04-20      | 0.0000%  | N/A     | $4000000.00        | $1453984.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Z                                           | 2055-01-20      | 6.5000%  | N/A     | $1353846.00        | $97718.22          | Agency Collateralized Mortgage Obligation |
| GNMA_25-1M                                           | 2055-01-20      | 0.8112%  | N/A     | $45000000.00       | $1490828.83        | Agency Collateralized Mortgage Obligation |
| GNMA_18-162                                          | 2060-10-16      | 0.6812%  | N/A     | $142417131.00      | $1134000.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-H19J                                         | 2071-12-20      | 1.5393%  | N/A     | $48740080.00       | $1917532.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12C                                         | 2070-07-20      | 1.2643%  | N/A     | $16000000.00       | $545484.58         | Agency Collateralized Mortgage Obligation |
| GNMA_16-136B                                         | 2046-06-20      | 4.5000%  | N/A     | $2647444.00        | $101781.99         | Agency Collateralized Mortgage Obligation |
| GNMA_11-70A                                          | 2041-05-16      | 0.0000%  | N/A     | $215000000.00      | $11502478.29       | Agency Collateralized Mortgage Obligation |
| GNMA_22-179F                                         | 2052-10-20      | 1.8112%  | N/A     | $29166665.00       | $1974425.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H12D                                         | 2072-06-20      | 0.6730%  | N/A     | $50000000.00       | $3367305.75        | Agency Collateralized Mortgage Obligation |
| GNMA_21-89K                                          | 2051-03-20      | 2.5000%  | N/A     | $391758.00         | $94120.99          | Agency Collateralized Mortgage Obligation |
| GNMA_17-134K                                         | 2047-09-20      | 3.0000%  | N/A     | $9831320.00        | $10135908.52       | Agency Collateralized Mortgage Obligation |
| FNMA_34820                                           | 2035-11-25      | 2.1195%  | N/A     | $7879956.00        | $49776.04          | Agency Collateralized Mortgage Obligation |

### Security 110: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PK7
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $15717000.00       | $16356057.15       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $7467800.00        | $7462704.98        | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $40640600.00       | $41588519.03       | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $54000.00          | $55854.50          | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $14001800.00       | $14415406.17       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $200.00            | $108.80            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $137347400.00      | $140478870.73      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $149955000.00      | $158499535.92      | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $38404000.00       | $36123071.23       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $100.00            | $87.08             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $6782400.00        | $6854837.62        | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $8000.00           | $8123.96           | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $7772700.00        | $8075602.12        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $874600.00         | $872683.43         | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $2805000.00        | $3039331.80        | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $72365000.00       | $74222995.47       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $8617400.00        | $6808504.33        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $50000000.00       | $50909783.35       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $6900.00           | $6663.07           | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $50000000.00       | $47563633.35       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $15616500.00       | $15983027.06       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $631497000.00      | $642153511.88      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $6578000.00        | $6729792.18        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $600.00            | $408.66            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $120000.00         | $126927.57         | U.S. Treasuries (including strips) |
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | N/A     | $9154700.00        | $9000598.93        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $200.00            | $204.28            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $100000.00         | $98080.15          | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $414085600.00      | $421456917.89      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $1000.00           | $993.30            | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $200000000.00      | $170625700.00      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $900.00            | $735.60            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $582080500.00      | $602917257.78      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $37995000.00       | $39128647.32       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $2990100.00        | $2195306.00        | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 4.0485%  | N/A     | $396700.00         | $399460.63         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $429800.51         | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $10113000.00       | $9885305.80        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $16219300.00       | $16431841.50       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $2000000.00        | $2033007.00        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $712000.00         | $671470.37         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $50422700.00       | $50018788.96       | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $500.00            | $529.38            | U.S. Treasuries (including strips) |
| BILL 11/13/25    | 2025-11-13      | 0.0000%  | N/A     | $1300.00           | $1293.79           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $12500000.00       | $12211535.84       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $80064000.00       | $80313811.21       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $400.00            | $410.91            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $128065600.00      | $130015590.86      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $55400000.00       | $56538531.77       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $45540600.00       | $45845460.16       | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $12033000.00       | $12227465.31       | U.S. Treasuries (including strips) |
| BILL 02/05/26    | 2026-02-05      | 0.0000%  | N/A     | $1635900.00        | $1614402.64        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 4.0805%  | N/A     | $200.00            | $201.42            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $263652900.00      | $259737390.78      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $52489000.00       | $46729473.89       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $34263700.00       | $34675926.57       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $1000.00           | $785.65            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.1435%  | N/A     | $13071600.00       | $13169309.70       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $72787500.00       | $75199386.60       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | N/A     | $64042000.00       | $63890540.67       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $1133200.00        | $808110.98         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $1406100.00        | $1438317.81        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $1700.00           | $1139.89           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $900.00            | $941.61            | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $194836300.00      | $195293532.09      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 41    | 2041-08-15      | 3.7500%  | N/A     | $1436500.00        | $1313372.56        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $298305000.00      | $186303553.85      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $35800000.00       | $35912340.40       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $100.00            | $102.18            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $12075000.00       | $12046765.63       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $500000.00         | $525672.97         | U.S. Treasuries (including strips) |
| BILL 11/20/25    | 2025-11-20      | 0.0000%  | N/A     | $323000.00         | $321218.01         | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 4.1035%  | N/A     | $619500.00         | $624044.15         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $700006000.00      | $719571692.70      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE T 30  | 2030-12-31      | 3.7500%  | N/A     | $36000.00          | $36320.83          | U.S. Treasuries (including strips) |

### Security 111: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDSC4QR1
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $1554700.00        | $2040090.93        | U.S. Treasuries (including strips) |

### Security 112: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDSC4NV5
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 TPRN C 32 | 2032-05-15      | 0.0000%  | N/A     | $100.00            | $77.32             | U.S. Treasuries (including strips) |
| TINT 01/31/26   | 2026-01-31      | 0.0000%  | N/A     | $20000.00          | $19758.58          | U.S. Treasuries (including strips) |
| TINT 11/15/42   | 2042-11-15      | 0.0000%  | N/A     | $32.31             | $14.07             | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32 | 2032-01-15      | 0.1250%  | N/A     | $200.00            | $214.67            | U.S. Treasuries (including strips) |
| TINT 08/15/33   | 2033-08-15      | 0.0000%  | N/A     | $819.20            | $592.86            | U.S. Treasuries (including strips) |
| TINT 11/15/28   | 2028-11-15      | 0.0000%  | N/A     | $869990.40         | $775320.65         | U.S. Treasuries (including strips) |
| TINT 08/15/31   | 2031-08-15      | 0.0000%  | N/A     | $243.05            | $193.12            | U.S. Treasuries (including strips) |
| TINT 08/15/28   | 2028-08-15      | 0.0000%  | N/A     | $1372651.52        | $1235113.21        | U.S. Treasuries (including strips) |
| TINT 08/15/32   | 2032-08-15      | 0.0000%  | N/A     | $163.84            | $124.36            | U.S. Treasuries (including strips) |
| TINT 02/15/31   | 2031-02-15      | 0.0000%  | N/A     | $43.52             | $35.34             | U.S. Treasuries (including strips) |
| TINT 11/15/30   | 2030-11-15      | 0.0000%  | N/A     | $9.60              | $7.88              | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31 | 2031-11-15      | 1.3750%  | N/A     | $3521500.00        | $3068547.94        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3629325947.34
- **C.18.a - Value (excl. sponsor support):** $3629325947.34
- **C.19 - Percentage of Net Assets:** 2.0200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1817570557.19
- **C.18.a - Value (excl. sponsor support):** $1817570557.19
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PZ4
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQY6187 | 2055-06-01      | 5.5000%  | N/A     | $712061.00         | $723186.59         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | N/A     | $16713493.00       | $13718472.27       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8089 | 2050-07-01      | 2.5000%  | N/A     | $15000.00          | $5387.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268 | 2052-11-01      | 5.5000%  | N/A     | $24999.00          | $19381.08          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1224 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1039.78           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $14591132.00       | $11019275.46       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7057 | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1313.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0972 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1034.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | N/A     | $2000.00           | $1675.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8030 | 2054-02-01      | 6.0000%  | N/A     | $4120496.00        | $3852411.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | N/A     | $8995964.00        | $8779941.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1795 | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $54088343.00       | $29515363.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $766.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA2857 | 2035-02-01      | 2.5000%  | N/A     | $6039928.00        | $5942847.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8561 | 2031-06-01      | 3.5000%  | N/A     | $1000.00           | $99.07             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2095 | 2051-11-01      | 3.0000%  | N/A     | $3808185.00        | $2596837.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9842 | 2054-01-01      | 6.5000%  | N/A     | $7384198.00        | $6953227.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5828 | 2053-01-01      | 6.0000%  | N/A     | $8924669.00        | $6451768.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1590 | 2054-09-01      | 6.0000%  | N/A     | $899831.00         | $936678.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7693 | 2053-07-01      | 4.5000%  | N/A     | $2000.00           | $1782.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | N/A     | $30804682.00       | $26741470.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4697 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $988.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $684.66            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4787 | 2054-06-01      | 7.5000%  | N/A     | $2575651.00        | $1871714.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0375 | 2054-12-01      | 6.0000%  | N/A     | $11601428.00       | $11402834.18       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBM6359 | 2050-02-01      | 3.5000%  | N/A     | $6117415.00        | $2457196.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890131 | 2038-12-01      | 6.5000%  | N/A     | $30000000.00       | $1065012.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $851.21            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE7181 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $715.69            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q40244 G | 2046-04-01      | 3.5000%  | N/A     | $195949.00         | $30970.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $723.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | N/A     | $251000.00         | $29044.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9846 | 2053-09-01      | 5.5000%  | N/A     | $44449854.00       | $39537218.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0717 | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1064.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | N/A     | $1000.00           | $450.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAY8124 | 2045-06-01      | 3.5000%  | N/A     | $11749536.00       | $3410589.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $2255326.00        | $2076295.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4728 | 2054-06-01      | 6.5000%  | N/A     | $3219147.00        | $2895598.83        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4387 | 2055-06-01      | 6.0000%  | N/A     | $3507670.00        | $3464351.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $21510854.00       | $4930731.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892 | 2053-03-01      | 4.5000%  | N/A     | $99001.00          | $85460.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU5883 | 2043-09-01      | 4.0000%  | N/A     | $13793671.00       | $2285825.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8066 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $863.89            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $776.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  | N/A     | $146000.00         | $104354.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2427 | 2055-05-01      | 6.0000%  | N/A     | $97121.00          | $97063.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4747 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $288.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | N/A     | $1970656.00        | $1508286.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3809 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $794.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $692.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2011 | 2055-09-01      | 6.0000%  | N/A     | $4010.00           | $4199.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0858 | 2045-07-01      | 3.5000%  | N/A     | $82513876.00       | $16044023.22       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5540 | 2044-11-01      | 5.5000%  | N/A     | $946963.00         | $826093.66         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8022 | 2055-07-01      | 6.0000%  | N/A     | $1141347.00        | $1186295.51        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52158 G | 2047-11-01      | 4.0000%  | N/A     | $2027.00           | $603.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1010 | 2055-09-01      | 5.5000%  | N/A     | $45607760.00       | $46526708.81       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8505 | 2055-02-01      | 5.0000%  | N/A     | $20932320.00       | $19942878.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  | N/A     | $1000.00           | $332.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8862 | 2054-07-01      | 6.0000%  | N/A     | $447954.00         | $446017.00         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | N/A     | $2000.00           | $1538.44           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4270 | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1051.85           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8582 | 2043-06-01      | 3.5000%  | N/A     | $1024.00           | $188.96            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $620.40            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | N/A     | $750000.00         | $309437.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6760 | 2054-11-01      | 5.0000%  | N/A     | $3733135.00        | $3573833.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $838.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8579 | 2051-01-01      | 2.0000%  | N/A     | $13885595.00       | $7385744.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9888 | 2052-05-01      | 3.5000%  | N/A     | $10891840.00       | $7247458.89        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | N/A     | $1002.00           | $777.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9631 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $276.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2503 | 2052-07-01      | 5.0000%  | N/A     | $1013.00           | $1020.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG5435 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $892.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL7225 | 2030-08-01      | 3.0000%  | N/A     | $302812.00         | $31346.84          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBM6096 | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $250.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | N/A     | $1024.00           | $910.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $763.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423 | 2049-04-01      | 3.5000%  | N/A     | $1024.00           | $299.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903 | 2055-03-01      | 5.5000%  | N/A     | $2000.00           | $2014.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257536 | 2029-01-01      | 5.0000%  | N/A     | $25575.00          | $93.21             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7568 | 2054-02-01      | 5.5000%  | N/A     | $563000.00         | $496929.91         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0106 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $963.32            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8114 | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $458.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ5065 | 2055-10-01      | 5.5000%  | N/A     | $1593900.00        | $1627302.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4599 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $720.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1101 | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $937.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | N/A     | $2106237.00        | $1858808.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107 | 2053-08-01      | 5.5000%  | N/A     | $5000.00           | $4125.94           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $50009048.00       | $25622557.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4007 | 2055-04-01      | 5.5000%  | N/A     | $16094280.00       | $16235565.60       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $745.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4689 | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1014.90           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3010 | 2053-06-01      | 5.5000%  | N/A     | $30000.00          | $24992.18          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5216 | 2053-12-01      | 6.0000%  | N/A     | $5000.00           | $3807.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $858.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6706 | 2054-01-01      | 4.5000%  | N/A     | $1000.00           | $919.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  | N/A     | $147000.00         | $111716.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  | N/A     | $6867992.00        | $6104258.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | N/A     | $16125853.00       | $2355533.68        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQA5078 | 2049-12-01      | 2.5000%  | N/A     | $1000.00           | $349.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | N/A     | $2320.00           | $253.21            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4801 | 2055-02-01      | 7.0000%  | N/A     | $1156704.00        | $1224079.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP9657 | 2050-07-01      | 2.0000%  | N/A     | $5995686.00        | $2968752.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS3464 | 2035-06-01      | 3.0000%  | N/A     | $1679.00           | $698.88            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | N/A     | $1000.00           | $439.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $843.96            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0325 | 2053-11-01      | 6.5000%  | N/A     | $2746406.00        | $2126309.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378 | 2051-07-01      | 2.0000%  | N/A     | $50756.00          | $31335.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391 | 2043-01-01      | 3.0000%  | N/A     | $1000.00           | $181.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  | N/A     | $1008.00           | $731.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7917 | 2046-09-01      | 3.5000%  | N/A     | $12985380.00       | $3457906.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0052 | 2053-10-01      | 6.5000%  | N/A     | $99668.00          | $61806.21          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8339 | 2053-07-01      | 3.5000%  | N/A     | $1000.00           | $868.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6840 | 2052-01-01      | 2.0000%  | N/A     | $1982722.00        | $1402220.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA7651 | 2046-01-01      | 4.0000%  | N/A     | $1000.00           | $186.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5732 | 2055-06-01      | 4.0000%  | N/A     | $1543617.00        | $1440259.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5420 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $851.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU6743 | 2043-10-01      | 4.0000%  | N/A     | $1000.00           | $101.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAL3160 | 2043-02-01      | 3.0000%  | N/A     | $60386304.00       | $13938678.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | N/A     | $1008.00           | $848.07            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1640 | 2055-09-01      | 6.0000%  | N/A     | $1012.00           | $1044.65           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1150 | 2055-01-01      | 6.0000%  | N/A     | $47033.00          | $46954.76          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1987 | 2054-07-01      | 6.5000%  | N/A     | $12099416.00       | $11648182.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8475 | 2054-11-01      | 5.5000%  | N/A     | $58000.00          | $53929.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4569 | 2054-11-01      | 5.0000%  | N/A     | $47101632.00       | $44025624.21       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | N/A     | $2000.00           | $1530.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7077 | 2055-07-01      | 6.5000%  | N/A     | $172815.00         | $179900.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29364704.00       | $9579356.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE8758 | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1000.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409 | 2051-08-01      | 3.0000%  | N/A     | $1024.00           | $739.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1040.00           | $778.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $18059478.00       | $5330559.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $883.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6764 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $569.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP6546 | 2050-08-01      | 3.0000%  | N/A     | $2789008.00        | $1056615.80        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4357 | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $506.09            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8739 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1011.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0972 | 2052-07-01      | 4.5000%  | N/A     | $200000.00         | $163797.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $586.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL3532 | 2042-09-01      | 3.5000%  | N/A     | $92608113.00       | $11855697.88       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5576 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $603.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK4791 | 2033-08-01      | 4.0000%  | N/A     | $2000.00           | $312.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0858 | 2051-06-01      | 3.0000%  | N/A     | $1617377.00        | $1131396.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ7037 | 2048-08-01      | 4.0000%  | N/A     | $19824736.00       | $4385983.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2420 | 2054-09-01      | 5.5000%  | N/A     | $5120.00           | $4746.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $13946.00          | $10675.61          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6056 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $947.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $45117.00          | $35131.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL3195 | 2028-03-01      | 2.5000%  | N/A     | $1000.00           | $42.42             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2821 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $786.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0328 | 2055-02-01      | 6.0000%  | N/A     | $4266208.00        | $4127867.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5189 | 2053-11-01      | 5.0000%  | N/A     | $87102.00          | $78253.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | N/A     | $22323904.00       | $11864208.49       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7096 | 2054-01-01      | 6.0000%  | N/A     | $2000.00           | $1602.60           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3744 | 2055-09-01      | 6.0000%  | N/A     | $3000.00           | $3117.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | N/A     | $1000.00           | $904.54            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $933.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1500000.00        | $109895.65         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G07117 G | 2036-10-01      | 6.0000%  | N/A     | $1000000.00        | $45788.81          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0763 | 2033-11-01      | 7.0000%  | N/A     | $6641000.00        | $29384.58          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1858 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $702.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | N/A     | $20000.00          | $14739.09          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ4135 | 2055-05-01      | 5.0000%  | N/A     | $8848282.00        | $8712699.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | N/A     | $110765298.00      | $12464597.80       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | N/A     | $566326.00         | $440331.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684 | 2055-08-01      | 5.5000%  | N/A     | $4000.00           | $4049.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6701 | 2051-12-01      | 2.5000%  | N/A     | $2000.00           | $1237.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | N/A     | $1000.00           | $300.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7574 | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $750.28            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | N/A     | $6325602.00        | $6179040.26        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2066 | 2052-06-01      | 4.0000%  | N/A     | $65000.00          | $47528.58          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7333 | 2050-10-01      | 2.0000%  | N/A     | $48135284.00       | $26655444.87       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9229 | 2055-07-01      | 6.0000%  | N/A     | $1010.00           | $1013.29           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6580 | 2050-08-01      | 2.0000%  | N/A     | $22536272.00       | $11796561.93       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918 | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $550.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4038 | 2052-06-01      | 5.0000%  | N/A     | $3465646.00        | $2509843.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4438 | 2051-10-01      | 2.5000%  | N/A     | $4000.00           | $2483.80           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2923 | 2054-11-01      | 6.0000%  | N/A     | $16923474.00       | $15645652.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | N/A     | $13193030.00       | $11655921.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7310 | 2050-10-01      | 2.0000%  | N/A     | $1115070.00        | $609800.97         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $886.52            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10997900.00       | $1972066.31        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3707 | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $119.54            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC U49046 G | 2029-02-01      | 4.0000%  | N/A     | $1003.00           | $24.70             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6794 | 2055-05-01      | 5.5000%  | N/A     | $3414605.00        | $3475838.12        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377 | 2040-04-01      | 4.5000%  | N/A     | $5120.00           | $4804.44           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1355 | 2054-04-01      | 6.5000%  | N/A     | $5475088.00        | $5394933.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9440 | 2036-03-01      | 2.5000%  | N/A     | $1000.00           | $506.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | N/A     | $2546518.00        | $2447820.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | N/A     | $7864448.00        | $6884127.74        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q02014 G | 2041-07-01      | 4.5000%  | N/A     | $19614892.00       | $1715570.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6119 | 2053-01-01      | 6.0000%  | N/A     | $1000.00           | $550.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR4756 | 2051-03-01      | 2.0000%  | N/A     | $300000.00         | $153503.70         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ4174 | 2055-05-01      | 6.5000%  | N/A     | $19702287.00       | $20385339.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7827 | 2049-12-01      | 3.5000%  | N/A     | $2000.00           | $1622.86           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0019 | 2050-11-01      | 2.0000%  | N/A     | $98999.00          | $49998.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBV9919 | 2037-06-01      | 3.5000%  | N/A     | $72260.00          | $27334.98          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $719.12            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087 | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $932.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6871 | 2054-01-01      | 6.5000%  | N/A     | $22109952.00       | $17719084.02       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $736.82            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8011 | 2054-06-01      | 6.0000%  | N/A     | $20003803.00       | $17571355.16       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | N/A     | $1274689.00        | $945664.94         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | N/A     | $1735.00           | $17.17             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0660 | 2055-04-01      | 6.0000%  | N/A     | $1024.00           | $1026.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | N/A     | $157104.00         | $163150.92         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $717.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0764 | 2047-02-01      | 2.0000%  | N/A     | $2000.00           | $1280.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5130 | 2045-06-01      | 3.5000%  | N/A     | $10150752.00       | $1787129.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM8547 | 2034-07-01      | 4.5000%  | N/A     | $1319043.00        | $507717.57         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | N/A     | $537021.00         | $116043.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB4223 | 2042-01-01      | 3.5000%  | N/A     | $1001.00           | $128.83            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | N/A     | $1062.00           | $47.60             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  | N/A     | $959503.00         | $519310.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ4555 | 2042-12-01      | 4.0000%  | N/A     | $1600000.00        | $185114.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4554 | 2055-07-01      | 5.5000%  | N/A     | $10501858.00       | $10641179.02       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $834.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9453 | 2047-04-01      | 4.0000%  | N/A     | $1299.00           | $206.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5779 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1037.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | N/A     | $72317.00          | $55656.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5363 | 2045-09-01      | 5.0000%  | N/A     | $5000.00           | $5012.18           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6402 | 2045-07-01      | 2.5000%  | N/A     | $35365199.00       | $13018303.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8928 | 2051-02-01      | 2.0000%  | N/A     | $12080000.00       | $6974342.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $916.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1746 | 2055-02-01      | 5.5000%  | N/A     | $32811.00          | $33138.59          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6481 | 2053-01-01      | 5.5000%  | N/A     | $5000.00           | $3403.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1836 | 2054-05-01      | 6.0000%  | N/A     | $2060779.00        | $2083663.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0034 | 2055-06-01      | 5.5000%  | N/A     | $1032.00           | $958.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8210 | 2054-05-01      | 6.0000%  | N/A     | $2000.00           | $1787.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $6405816.00        | $6151651.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7777408.00        | $5525155.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA9081 | 2053-05-01      | 6.5000%  | N/A     | $300000.00         | $228234.00         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6901 | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $938.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $6713368.00        | $6081367.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1782 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $602.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5942 | 2054-06-01      | 6.0000%  | N/A     | $2704.00           | $2411.69           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295 | 2052-03-01      | 3.5000%  | N/A     | $187695.00         | $120453.42         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC P50049 G | 2029-08-01      | 6.5000%  | N/A     | $1161.00           | $0.83              | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3XSF7011 | 2028-05-01      | 2.0000%  | N/A     | $1029272.00        | $71973.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1403 | 2055-04-01      | 5.0000%  | N/A     | $2657846.00        | $2583724.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9290 | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $571.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $274565.00         | $231600.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8314 | 2054-04-01      | 5.0000%  | N/A     | $675034.00         | $618450.64         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8224 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $714.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $547.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1514 | 2052-08-01      | 5.0000%  | N/A     | $1024.00           | $748.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5672 | 2055-04-01      | 5.0000%  | N/A     | $2306959.00        | $2239906.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA1353 | 2050-03-01      | 3.5000%  | N/A     | $6898714.00        | $6165071.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9623 | 2055-01-01      | 5.0000%  | N/A     | $8217000.00        | $8119786.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3530 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $999.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | N/A     | $1000.00           | $518.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | N/A     | $3002.00           | $2260.99           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | N/A     | $1008.00           | $130.46            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6567 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $638.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4048 | 2050-06-01      | 3.0000%  | N/A     | $1002.00           | $268.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734 | 2052-05-01      | 3.5000%  | N/A     | $25750592.00       | $17707804.60       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8262 | 2052-09-01      | 2.5000%  | N/A     | $267000.00         | $193689.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1314 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1023.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371 | 2050-03-01      | 3.5000%  | N/A     | $465311.00         | $381405.45         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8219 | 2052-06-01      | 2.5000%  | N/A     | $7000.00           | $4928.32           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2524 | 2055-09-01      | 5.5000%  | N/A     | $1026070.00        | $1044287.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | N/A     | $44000.00          | $29545.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9131 | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $972.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0775 | 2055-03-01      | 5.5000%  | N/A     | $1186618.00        | $1082736.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD5189 | 2055-04-01      | 5.0000%  | N/A     | $1285166.00        | $1149733.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | N/A     | $1690083.00        | $1586262.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $674.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0139 | 2051-06-01      | 2.5000%  | N/A     | $2393721.00        | $1272701.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1554 | 2028-08-01      | 3.0000%  | N/A     | $1009.00           | $55.16             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $910.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ2510 | 2055-09-01      | 5.0000%  | N/A     | $1000.00           | $1000.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $169.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | N/A     | $1829504.00        | $1096943.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $816.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0589 | 2055-02-01      | 5.0000%  | N/A     | $1000.00           | $962.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4999 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $875.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | N/A     | $1488000.00        | $205444.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2709 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $931.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4332 | 2031-05-01      | 2.0000%  | N/A     | $1000.00           | $358.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1352 | 2052-07-01      | 3.5000%  | N/A     | $3004.00           | $2146.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $124878.00         | $84324.97          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $11432446.00       | $993600.00         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1953 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $958.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $231.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7332 | 2050-10-01      | 2.0000%  | N/A     | $34169017.00       | $19203922.03       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3897 | 2035-01-01      | 3.0000%  | N/A     | $1804000.00        | $288490.00         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7231 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $434.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6605 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $668.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1665 | 2052-09-01      | 4.5000%  | N/A     | $1028.00           | $741.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | N/A     | $7208962.00        | $6606296.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $46987265.00       | $46450239.90       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA1224 | 2027-10-01      | 2.5000%  | N/A     | $1005.00           | $24.69             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9434 | 2054-11-01      | 5.0000%  | N/A     | $39414720.00       | $37192947.30       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0245 | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $847.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0849 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1020.69           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9621 | 2053-08-01      | 5.5000%  | N/A     | $7125798.00        | $6156541.78        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3250 | 2028-01-01      | 3.0000%  | N/A     | $727169.00         | $36367.84          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKBV2554 | 2052-06-01      | 5.0000%  | N/A     | $50000.00          | $41793.03          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $8029170.00        | $6309192.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | N/A     | $1000.00           | $144.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8204 | 2055-03-01      | 5.5000%  | N/A     | $1115813.00        | $1135492.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2389 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $825.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5261 | 2048-01-01      | 4.0000%  | N/A     | $1000.00           | $147.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6203 | 2053-05-01      | 5.5000%  | N/A     | $7974116.00        | $6987778.15        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4681 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $410.77            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $1054.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4738 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $146.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS4269 | 2051-10-01      | 2.0000%  | N/A     | $1277228.00        | $870872.56         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1842 | 2052-01-01      | 2.0000%  | N/A     | $45599.00          | $27635.09          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2919 | 2054-12-01      | 6.0000%  | N/A     | $7966952.00        | $7724254.43        | Agency Mortgage-Backed Securities  |
| 02.500 FGPC J29029 G | 2029-08-01      | 2.5000%  | N/A     | $765972.00         | $37907.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | N/A     | $1613714.00        | $547270.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $46599018.00       | $29053336.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5938 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $817.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8501 | 2054-05-01      | 6.0000%  | N/A     | $6144.00           | $5986.08           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0023 | 2040-09-01      | 4.0000%  | N/A     | $1007.00           | $985.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | N/A     | $1138.00           | $932.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8519 | 2051-01-01      | 2.0000%  | N/A     | $1008.00           | $534.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | N/A     | $13810483.00       | $13573745.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3349 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $751.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVAL8047 | 2030-11-01      | 3.5000%  | N/A     | $1000.00           | $108.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1033 | 2055-09-01      | 6.0000%  | N/A     | $1246032.00        | $1290380.46        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4562 | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $669.12            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1347 | 2054-12-01      | 4.5000%  | N/A     | $1754700.00        | $1676841.46        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $736.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857 | 2048-03-01      | 4.0000%  | N/A     | $1000.00           | $342.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA9358 | 2041-03-01      | 2.5000%  | N/A     | $100000.00         | $56497.43          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2095 | 2052-02-25      | 2.5000%  | N/A     | $43000.00          | $31608.07          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9684 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1040.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0180 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.92           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB9173 | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $870.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | N/A     | $2000.00           | $1220.59           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38680 G | 2046-02-01      | 4.0000%  | N/A     | $16775267.00       | $3298547.69        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC8980 | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $76.17             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0104 | 2056-02-01      | 4.0000%  | N/A     | $1000.00           | $300.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM4723 | 2047-11-01      | 3.5000%  | N/A     | $810000.00         | $150957.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $7132934.00        | $7072371.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $35873925.00       | $34106722.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4637 | 2055-03-01      | 5.5000%  | N/A     | $2265106.00        | $2274782.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3652 | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $984.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1997 | 2050-08-01      | 5.5000%  | N/A     | $1000.00           | $1014.78           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0864 | 2055-08-01      | 5.5000%  | N/A     | $1681750.00        | $1721841.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8955 | 2051-02-01      | 2.5000%  | N/A     | $1001.00           | $490.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4444 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1018.15           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378 | 2052-05-01      | 3.5000%  | N/A     | $98999.00          | $74775.71          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | N/A     | $1453297.00        | $1231075.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3060 | 2054-12-01      | 5.0000%  | N/A     | $13961138.00       | $13202141.73       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7632 | 2050-11-01      | 2.0000%  | N/A     | $17056000.00       | $8968166.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8432 | 2054-05-01      | 6.0000%  | N/A     | $88520.00          | $71934.54          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6388 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $621.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | N/A     | $55000.00          | $48661.25          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $1094440.00        | $559056.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | N/A     | $8813825.00        | $8781994.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1218 | 2054-04-01      | 5.5000%  | N/A     | $6564319.00        | $6400392.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0540 | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $972.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5480 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $985.69            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1146 | 2052-03-01      | 3.0000%  | N/A     | $7226280.00        | $4808219.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0449 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $893.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $699.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4698 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1003.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $655.96            | Agency Mortgage-Backed Securities  |
| 2 NOTE F 26          | 2026-11-15      | 2.0000%  | N/A     | $4100700.00        | $4054362.09        | U.S. Treasuries (including strips) |
| FNMS 06.000 R3BF0138 | 2041-07-01      | 6.0000%  | N/A     | $2869.00           | $567.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | N/A     | $2000.00           | $1756.52           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6731 | 2052-06-01      | 3.0000%  | N/A     | $145000.00         | $108376.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8586 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $570.51            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3925 | 2055-03-01      | 7.0000%  | N/A     | $1149383.00        | $1205598.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP8713 | 2050-08-01      | 3.0000%  | N/A     | $100000.00         | $38533.90          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6887 | 2051-05-01      | 2.5000%  | N/A     | $75000.00          | $42549.72          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0344 | 2043-06-01      | 3.0000%  | N/A     | $1000.00           | $312.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1345 | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $333.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | N/A     | $1331673.00        | $74171.51          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $944459.00         | $205399.74         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | N/A     | $200000.00         | $128546.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ9089 | 2042-12-01      | 3.5000%  | N/A     | $50046239.00       | $7105301.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | N/A     | $81897.00          | $61227.22          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $826.92            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | N/A     | $5000.00           | $2544.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1330 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $766.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6487 | 2055-01-01      | 6.5000%  | N/A     | $1550922.00        | $1642393.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $471.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4920 | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $91.00             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | N/A     | $39362.00          | $27561.63          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA6062 | 2054-05-01      | 5.5000%  | N/A     | $169620.00         | $124448.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9859523.00        | $8880304.14        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | N/A     | $16849442.00       | $3552977.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8371 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $889.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | N/A     | $2001.00           | $299.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9812 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $985.39            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8310 | 2048-09-01      | 4.5000%  | N/A     | $1409.00           | $384.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | N/A     | $4084135.00        | $2111125.32        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2828 | 2055-07-01      | 6.0000%  | N/A     | $2301908.00        | $2303428.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1997 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | N/A     | $98000.00          | $69889.80          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2226 | 2042-08-01      | 3.5000%  | N/A     | $74745472.00       | $9782926.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3129 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $879.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8272 | 2052-12-01      | 3.0000%  | N/A     | $2000.00           | $1497.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6589 | 2045-03-01      | 4.0000%  | N/A     | $1000.00           | $193.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $919.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1032.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5881 | 2054-07-01      | 6.0000%  | N/A     | $3401966.00        | $3104256.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | N/A     | $2000.00           | $1309.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2835 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $625.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1505 | 2054-05-01      | 5.0000%  | N/A     | $1255.00           | $1172.07           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | N/A     | $5922.00           | $6044.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNMA3286 | 2028-02-01      | 3.0000%  | N/A     | $3002.00           | $173.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | N/A     | $2000.00           | $1758.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4141 | 2049-09-01      | 3.0000%  | N/A     | $600000.00         | $183617.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7338 | 2050-10-01      | 2.0000%  | N/A     | $9202109.00        | $4883686.25        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4791 | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $186.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM6242 | 2034-06-01      | 4.5000%  | N/A     | $1000.00           | $339.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM4035 | 2035-08-01      | 2.5000%  | N/A     | $7763755.00        | $2648924.30        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0962 | 2054-02-01      | 7.0000%  | N/A     | $11493404.00       | $5758493.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8564 | 2055-07-01      | 6.0000%  | N/A     | $1002.00           | $1045.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | N/A     | $66970.00          | $45262.91          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | N/A     | $1000.00           | $145.85            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU4740 | 2054-06-01      | 7.0000%  | N/A     | $2608268.00        | $1638413.56        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA5529 | 2049-12-01      | 3.0000%  | N/A     | $22517472.00       | $8644769.12        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | N/A     | $721000.00         | $64041.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1674 | 2053-10-01      | 6.0000%  | N/A     | $14624299.00       | $13882555.37       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1051 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $763.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7161 | 2054-02-01      | 6.5000%  | N/A     | $1110.00           | $889.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | N/A     | $1032.00           | $993.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | N/A     | $30533344.00       | $19278392.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL8560 | 2041-05-01      | 3.0000%  | N/A     | $2000.00           | $277.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2160 | 2051-11-01      | 3.0000%  | N/A     | $171475.00         | $114758.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | N/A     | $2000.00           | $1655.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2133 | 2042-08-01      | 3.5000%  | N/A     | $1001.00           | $105.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $47000.00          | $44374.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $893.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | N/A     | $3000.00           | $2337.93           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | N/A     | $6989.00           | $3628.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5763 | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $924.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0741 | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $536.23            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | N/A     | $1008.00           | $626.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5013 | 2053-11-01      | 6.5000%  | N/A     | $76000.00          | $50902.26          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $785.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5622 | 2048-08-01      | 4.5000%  | N/A     | $1079.00           | $271.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6713 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $992.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.850 6GZM9113 | 2037-11-01      | 5.8500%  | N/A     | $2807671.00        | $68121.43          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4517 | 2048-09-01      | 4.0000%  | N/A     | $14588656.00       | $1344130.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $4014552.00        | $2855479.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994 | 2049-09-01      | 4.0000%  | N/A     | $2000.00           | $329.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4251 | 2053-11-01      | 6.5000%  | N/A     | $1004.00           | $764.84            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2355 | 2052-12-01      | 4.5000%  | N/A     | $2000.00           | $1538.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB1087 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $896.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525 | 2047-10-01      | 3.0000%  | N/A     | $14851200.00       | $3001664.40        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV0811 | 2052-01-01      | 3.5000%  | N/A     | $2190013.00        | $1878474.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7328 | 2052-09-01      | 5.0000%  | N/A     | $2000.00           | $1302.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0933 | 2054-02-01      | 6.0000%  | N/A     | $28307280.00       | $24482713.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY1106 | 2045-04-01      | 3.0000%  | N/A     | $87899008.00       | $14285449.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7321 | 2052-08-01      | 5.0000%  | N/A     | $7052457.00        | $4563698.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | N/A     | $12760997.00       | $10800077.65       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | N/A     | $2000.00           | $1829.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | N/A     | $2069784.00        | $1666533.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3918 | 2052-08-01      | 4.5000%  | N/A     | $3916736.00        | $3034158.77        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1374 | 2052-11-01      | 4.5000%  | N/A     | $45318.00          | $37571.99          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q22339 G | 2043-10-01      | 4.5000%  | N/A     | $24724985.00       | $1246748.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0973 | 2042-12-01      | 3.5000%  | N/A     | $1352618.00        | $156445.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1017.54           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3766 | 2055-01-01      | 6.0000%  | N/A     | $8561541.00        | $8766593.23        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | N/A     | $1000.00           | $298.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0308 | 2035-01-01      | 2.5000%  | N/A     | $505000.00         | $160308.99         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4697 | 2047-01-01      | 3.0000%  | N/A     | $1002.00           | $190.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7562 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $731.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $767.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $554.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0719 | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1024.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4946 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $801.11            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239 | 2055-01-01      | 5.5000%  | N/A     | $36874708.00       | $36357521.70       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7737 | 2054-06-01      | 6.5000%  | N/A     | $1613758.00        | $1330306.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6600 | 2052-09-01      | 3.5000%  | N/A     | $8191259.00        | $6434977.44        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | N/A     | $41000.00          | $30688.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | N/A     | $12739390.00       | $12574988.41       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1403 | 2054-12-01      | 4.5000%  | N/A     | $1029.00           | $997.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5080 | 2053-01-01      | 6.0000%  | N/A     | $2228076.00        | $1598854.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9082 | 2052-08-01      | 5.0000%  | N/A     | $1003.00           | $772.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1373 | 2051-11-01      | 3.0000%  | N/A     | $8612544.00        | $6243833.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $11000.00          | $8912.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2231 | 2051-08-01      | 2.0000%  | N/A     | $1001.00           | $641.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0545 | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1043.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9012 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $972.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0732 | 2037-06-01      | 2.5000%  | N/A     | $1107.00           | $764.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | N/A     | $3000.00           | $2363.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | N/A     | $2112.00           | $263.70            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3PRE6054 | 2050-04-01      | 4.5000%  | N/A     | $1000.00           | $51.45             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1447 | 2052-06-01      | 5.0000%  | N/A     | $1008.00           | $655.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7123 | 2052-08-01      | 4.0000%  | N/A     | $1590603.00        | $1349597.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1682 | 2055-09-01      | 6.0000%  | N/A     | $3418684.00        | $3541253.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | N/A     | $34158.00          | $26704.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7557 | 2052-06-01      | 4.5000%  | N/A     | $299929.00         | $236914.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | N/A     | $32594662.00       | $25447897.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0594 | 2055-01-01      | 5.5000%  | N/A     | $1465075.00        | $1464130.75        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 REBQ5447 | 2050-10-01      | 2.0000%  | N/A     | $100000.00         | $57193.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4018 | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $731.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3586 | 2055-09-01      | 6.0000%  | N/A     | $1173624.00        | $1220195.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL7306 | 2042-09-01      | 4.5000%  | N/A     | $1000.00           | $129.33            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1725 | 2034-01-01      | 3.5000%  | N/A     | $1000.00           | $127.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0943 | 2054-02-01      | 6.0000%  | N/A     | $8745561.00        | $7296635.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0389 | 2055-05-01      | 5.5000%  | N/A     | $11663067.00       | $11758554.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $789.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7751 | 2053-03-01      | 4.0000%  | N/A     | $20000.00          | $17253.12          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1482 | 2055-05-01      | 5.5000%  | N/A     | $19851680.00       | $19731836.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $340.07            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | N/A     | $2040.00           | $67.77             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4765 | 2052-09-01      | 5.0000%  | N/A     | $101000.00         | $78696.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1873 | 2052-11-01      | 5.5000%  | N/A     | $1008.00           | $810.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5682 | 2050-05-01      | 2.5000%  | N/A     | $13267131.00       | $6329319.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4941 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $781.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0737 | 2054-05-01      | 6.0000%  | N/A     | $4045757.00        | $4004035.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2979 | 2055-07-01      | 6.5000%  | N/A     | $5897575.00        | $6168698.97        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873 | 2035-08-01      | 2.5000%  | N/A     | $2001.00           | $642.73            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524 | 2052-08-01      | 4.0000%  | N/A     | $2000.00           | $1497.15           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $845.23            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3250 | 2055-01-01      | 5.0000%  | N/A     | $28557659.00       | $28252545.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  | N/A     | $8105216.00        | $7884855.28        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $783.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0409 | 2055-05-01      | 6.0000%  | N/A     | $175626.00         | $180791.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4924 | 2052-12-01      | 6.0000%  | N/A     | $99000.00          | $56677.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872 | 2052-11-01      | 5.5000%  | N/A     | $4072912.00        | $3249048.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | N/A     | $3000.00           | $2892.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7713 | 2050-11-01      | 2.0000%  | N/A     | $13572014.00       | $7127996.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $1205.00           | $221.20            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7812 | 2054-01-01      | 7.0000%  | N/A     | $10703326.00       | $8499417.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9957 | 2052-09-01      | 5.0000%  | N/A     | $1979320.00        | $1559102.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $5752667.00        | $5474403.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4257 | 2049-03-01      | 4.5000%  | N/A     | $1841.00           | $409.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2293 | 2052-07-01      | 4.5000%  | N/A     | $4355000.00        | $3378120.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7834712.00        | $7019787.13        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $62006735.00       | $31098789.55       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5021 | 2054-09-01      | 4.5000%  | N/A     | $2654013.00        | $2545007.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1607 | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1038.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6312 | 2055-02-01      | 6.0000%  | N/A     | $1079328.00        | $1116258.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7879 | 2046-09-01      | 3.0000%  | N/A     | $55732672.00       | $15424409.18       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5127 | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $771.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4658 | 2054-06-01      | 6.0000%  | N/A     | $3470342.00        | $2872302.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084 | 2046-12-01      | 3.0000%  | N/A     | $2000.00           | $595.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP2099 | 2050-02-01      | 3.0000%  | N/A     | $5292000.00        | $1387085.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3256 | 2052-11-01      | 6.0000%  | N/A     | $50000.00          | $34748.57          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $8000.00           | $5546.68           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3465 | 2038-09-01      | 4.0000%  | N/A     | $1000.00           | $108.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | N/A     | $130326820.00      | $2130542.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD1881 | 2052-10-01      | 6.0000%  | N/A     | $1024.00           | $685.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0765 | 2033-10-01      | 3.0000%  | N/A     | $935361.00         | $423696.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5590 | 2053-07-01      | 5.5000%  | N/A     | $766922.00         | $529648.60         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | N/A     | $100323.00         | $74642.01          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL781593 | 2034-10-01      | 6.0000%  | N/A     | $1000.00           | $26.55             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | N/A     | $1123.00           | $26.22             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9558 | 2051-10-01      | 2.5000%  | N/A     | $226466.00         | $177272.74         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4570 | 2055-08-01      | 6.0000%  | N/A     | $2552974.00        | $2563629.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | N/A     | $80000.00          | $72443.95          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 REAL8405 | 2041-05-01      | 4.5000%  | N/A     | $6030475.00        | $389481.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $942.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | N/A     | $4003.00           | $692.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $35079.00          | $31305.76          | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ5752 | 2032-02-01      | 7.5000%  | N/A     | $19999999.00       | $56989.85          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM7184 | 2034-01-01      | 4.5000%  | N/A     | $1492180.00        | $510187.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | N/A     | $1000.00           | $201.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9991 | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $943.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4338 | 2045-01-01      | 3.5000%  | N/A     | $24698752.00       | $3992356.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2763 | 2055-02-01      | 6.0000%  | N/A     | $1710508.00        | $1764952.33        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5043 | 2047-10-01      | 4.0000%  | N/A     | $1168416.00        | $179356.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $613.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234 | 2052-08-01      | 2.5000%  | N/A     | $15000.00          | $10867.83          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0497 | 2055-02-01      | 6.0000%  | N/A     | $2941896.00        | $2732012.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $653.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $1605376.00        | $279959.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36130721.00       | $5256859.80        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4168 | 2055-05-01      | 6.0000%  | N/A     | $3247170.00        | $3297755.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9611 | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $869.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5074 | 2047-12-01      | 3.5000%  | N/A     | $1003.00           | $202.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $908.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2735 | 2051-02-01      | 3.5000%  | N/A     | $4421409.00        | $3042532.64        | Agency Mortgage-Backed Securities  |
| MNMS 02.495 MLBS2542 | 2051-08-01      | 2.4950%  | N/A     | $503997.00         | $348573.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP5487 | 2050-06-01      | 3.0000%  | N/A     | $399000.00         | $104279.82         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | N/A     | $1000.00           | $808.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | N/A     | $621000.00         | $398394.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4977 | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $892.55            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4624 | 2055-08-01      | 5.5000%  | N/A     | $259680.00         | $266047.11         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | N/A     | $4010.00           | $3300.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8057 | 2046-10-01      | 3.5000%  | N/A     | $50112832.00       | $11902727.81       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8107 | 2050-11-01      | 2.5000%  | N/A     | $1000.00           | $436.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1068 | 2054-03-01      | 5.5000%  | N/A     | $34878998.00       | $33490022.57       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9341 | 2052-09-01      | 4.5000%  | N/A     | $7465818.00        | $5989566.59        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC J32373 G | 2029-05-01      | 3.0000%  | N/A     | $747000.00         | $37959.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7927 | 2054-05-01      | 6.5000%  | N/A     | $805374.00         | $686644.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | N/A     | $28119581.00       | $26845093.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $827.22            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0534 | 2052-09-01      | 3.5000%  | N/A     | $1274064.00        | $1142145.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAP8072 | 2042-09-01      | 3.0000%  | N/A     | $249000.00         | $36643.19          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $11401794.00       | $9430571.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8511 | 2054-04-01      | 6.0000%  | N/A     | $1605274.00        | $1506823.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | N/A     | $2000.00           | $1348.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9140 | 2055-07-01      | 6.0000%  | N/A     | $496102.00         | $517199.57         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | N/A     | $2001.00           | $1289.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8594 | 2054-11-01      | 5.0000%  | N/A     | $1859641.00        | $1836919.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5388 | 2054-04-01      | 5.0000%  | N/A     | $10764192.00       | $9705184.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | N/A     | $800000.00         | $181472.46         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0486 | 2052-09-01      | 5.5000%  | N/A     | $4558889.00        | $3101600.81        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7566 | 2054-01-01      | 6.5000%  | N/A     | $16374558.00       | $13757151.29       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333 | 2052-10-01      | 4.0000%  | N/A     | $132000.00         | $107354.68         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9345 | 2054-10-01      | 5.0000%  | N/A     | $2113421.00        | $1927790.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1219 | 2054-04-01      | 5.5000%  | N/A     | $19213080.00       | $17708255.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | N/A     | $2250000.00        | $164133.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $339.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $5182.00           | $1544.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN8876 | 2049-05-01      | 4.0000%  | N/A     | $21614806.00       | $4414426.22        | Agency Mortgage-Backed Securities  |
| 3 7/8 NOTE Q 29      | 2029-09-30      | 3.8750%  | N/A     | $1294100.00        | $1303400.70        | U.S. Treasuries (including strips) |
| FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | N/A     | $40999.00          | $28174.79          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5058 | 2031-05-01      | 2.0000%  | N/A     | $1000.00           | $377.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071 | 2053-07-01      | 5.0000%  | N/A     | $2000.00           | $1706.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0308 | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $939.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4751 | 2048-01-01      | 3.5000%  | N/A     | $7355992.00        | $937620.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5391 | 2047-04-01      | 3.0000%  | N/A     | $7935088.00        | $4859662.94        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4603 | 2037-05-01      | 2.5000%  | N/A     | $1024.00           | $653.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $9000.00           | $6859.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $1008.00           | $350.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $765.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3502 | 2055-02-01      | 5.5000%  | N/A     | $2348740.00        | $2231561.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | N/A     | $2568167.00        | $1270546.58        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0545 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $820.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0028 | 2039-10-01      | 6.0000%  | N/A     | $2236250.00        | $33962.90          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475 | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $900.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843 | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $1034.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $750.46            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | N/A     | $9127549.00        | $6472044.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1186 | 2050-01-01      | 3.5000%  | N/A     | $200000.00         | $130612.52         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $643.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | N/A     | $14673494.00       | $12463402.70       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2863 | 2054-11-01      | 5.0000%  | N/A     | $7963598.00        | $7423863.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  | N/A     | $8755359.00        | $7727265.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0238 | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $975.03            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58645 G | 2048-09-01      | 4.5000%  | N/A     | $16535864.00       | $2378893.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2037 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $858.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $953.71            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | N/A     | $200000.00         | $133457.66         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $934.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | N/A     | $2725.00           | $2677.33           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | N/A     | $21085.00          | $16251.63          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4471 | 2036-11-01      | 2.5000%  | N/A     | $1000.00           | $525.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4601 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $878.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS3154 | 2044-08-01      | 4.0000%  | N/A     | $1196188.00        | $70770.36          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $44870789.00       | $36966060.00       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360 | 2053-09-01      | 4.5000%  | N/A     | $6000.00           | $5243.72           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | N/A     | $1047.00           | $734.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653 | 2043-07-01      | 4.0000%  | N/A     | $1998.00           | $363.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3865 | 2034-12-01      | 3.0000%  | N/A     | $303000.00         | $45233.98          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U90636 G | 2043-01-01      | 3.5000%  | N/A     | $1341638.00        | $198848.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4374 | 2055-06-01      | 5.5000%  | N/A     | $9471391.00        | $9571088.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7373 | 2038-04-01      | 5.5000%  | N/A     | $8747459.00        | $43766.14          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0240 | 2052-01-01      | 3.0000%  | N/A     | $200000.00         | $125081.40         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1750 | 2052-04-01      | 2.5000%  | N/A     | $1388534.00        | $939619.65         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | N/A     | $498000.00         | $354525.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2776 | 2055-09-01      | 6.5000%  | N/A     | $9000.00           | $9422.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $705.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254 | 2052-10-01      | 3.0000%  | N/A     | $5000.00           | $3745.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4694 | 2055-04-01      | 5.5000%  | N/A     | $3634256.00        | $3648438.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3RZM9218 | 2027-05-01      | 3.0000%  | N/A     | $5154.00           | $89.75             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $792.75            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA9177 | 2054-06-01      | 7.0000%  | N/A     | $1093862.00        | $774828.81         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4211 | 2050-12-01      | 3.0000%  | N/A     | $17000.00          | $6595.68           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | N/A     | $9161246.00        | $1682077.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4797 | 2045-04-01      | 3.5000%  | N/A     | $200000.00         | $26856.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438 | 2052-09-01      | 3.5000%  | N/A     | $18000.00          | $15695.79          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4646 | 2046-01-01      | 3.0000%  | N/A     | $3375.00           | $510.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2459 | 2054-09-01      | 6.0000%  | N/A     | $6772918.00        | $6252070.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4495 | 2052-03-01      | 3.5000%  | N/A     | $10490384.00       | $7450570.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419 | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $938.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3474 | 2055-07-01      | 6.0000%  | N/A     | $12005.00          | $12318.96          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4982 | 2054-01-01      | 7.0000%  | N/A     | $1005.00           | $765.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7449 | 2050-10-01      | 2.0000%  | N/A     | $1119.00           | $600.69            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTSC0321 | 2042-10-01      | 3.5000%  | N/A     | $90000.00          | $66114.33          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7452 | 2050-10-01      | 2.0000%  | N/A     | $53567118.00       | $29145967.23       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR9279 | 2043-04-01      | 3.5000%  | N/A     | $138552832.00      | $15416629.27       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630 | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1013.53           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632 | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $751.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | N/A     | $169000.00         | $127754.94         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3833 | 2053-07-01      | 6.5000%  | N/A     | $23872587.00       | $16302381.31       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2213 | 2054-03-01      | 5.0000%  | N/A     | $55620.00          | $51298.55          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1180 | 2055-05-01      | 6.0000%  | N/A     | $13894458.00       | $13842959.59       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | N/A     | $635000.00         | $495108.46         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | N/A     | $202059.00         | $152857.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | N/A     | $1000.00           | $918.55            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $5360000.00        | $1159505.98        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048 | 2052-07-01      | 5.0000%  | N/A     | $157000.00         | $106117.13         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080 | 2054-12-01      | 5.5000%  | N/A     | $18999726.00       | $17574923.49       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $727000.00         | $509560.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0115 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $820.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | N/A     | $13235929.00       | $10678846.51       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | N/A     | $2757000.00        | $1131673.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN3480 | 2049-02-01      | 4.0000%  | N/A     | $5219490.00        | $1339924.78        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL1854 | 2051-09-01      | 4.5000%  | N/A     | $2989444.00        | $2906906.69        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G | 2048-03-01      | 4.5000%  | N/A     | $11419635.00       | $2910664.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U4BF0195 | 2051-05-01      | 4.0000%  | N/A     | $146379.00         | $43835.09          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLBU4846 | 2054-04-01      | 7.5000%  | N/A     | $691914.00         | $479205.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8955 | 2047-03-01      | 4.0000%  | N/A     | $8552051.00        | $2064059.38        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G03695 G | 2037-11-01      | 5.5000%  | N/A     | $1156.00           | $7.36              | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | N/A     | $1193.00           | $15.88             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0871 | 2055-08-01      | 6.0000%  | N/A     | $13189670.00       | $13492493.00       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0434 | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $605.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8066 | 2053-09-01      | 5.5000%  | N/A     | $2000.00           | $1747.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | N/A     | $5573371.00        | $4440429.45        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393 | 2054-01-01      | 4.5000%  | N/A     | $7000.00           | $6187.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4708 | 2053-12-01      | 5.5000%  | N/A     | $1000.00           | $827.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8321 | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $818.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | N/A     | $43001.00          | $28041.71          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $13949251.00       | $12821329.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5411 | 2049-04-01      | 4.5000%  | N/A     | $17913316.00       | $4280640.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | N/A     | $3519958.00        | $2949664.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | N/A     | $168008.00         | $25880.20          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8523 | 2055-04-01      | 5.0000%  | N/A     | $1001.00           | $963.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785 | 2052-10-01      | 5.0000%  | N/A     | $2000.00           | $1505.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $1001.00           | $946.13            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5017 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1009.02           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB1629 | 2040-09-01      | 5.0000%  | N/A     | $1025.00           | $1034.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4682 | 2045-01-01      | 4.0000%  | N/A     | $36100941.00       | $8055448.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $754.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | N/A     | $620000.00         | $126801.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | N/A     | $1008.00           | $778.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7910 | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $605.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1100 | 2054-03-01      | 5.5000%  | N/A     | $7892649.00        | $7009999.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3814 | 2053-02-01      | 6.0000%  | N/A     | $3063420.00        | $2253347.20        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0862 | 2045-07-01      | 3.5000%  | N/A     | $250000.00         | $32740.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS9174 | 2052-08-01      | 3.0000%  | N/A     | $1030.00           | $850.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE5860 | 2052-07-01      | 4.0000%  | N/A     | $9677968.00        | $7326948.51        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4231 | 2052-08-01      | 4.5000%  | N/A     | $8586386.00        | $7242643.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3596 | 2052-05-01      | 3.5000%  | N/A     | $1001.00           | $685.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9358 | 2054-10-01      | 6.5000%  | N/A     | $8301324.00        | $7546259.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160 | 2050-10-01      | 3.0000%  | N/A     | $1021.00           | $337.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3835 | 2055-09-01      | 6.0000%  | N/A     | $3184516.00        | $3283510.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA0598 | 2053-11-01      | 6.5000%  | N/A     | $3882674.00        | $3461922.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $634.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | N/A     | $1000.00           | $846.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U3BF0307 | 2043-01-01      | 3.0000%  | N/A     | $111999.00         | $34392.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8089 | 2046-10-01      | 3.5000%  | N/A     | $16941324.00       | $4459351.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | N/A     | $170642.00         | $149655.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $17430296.00       | $17537042.59       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69330000.00       | $20329992.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB8464 | 2043-02-01      | 2.5000%  | N/A     | $3000.00           | $615.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1329.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | N/A     | $1033.00           | $10.42             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7513 | 2050-04-01      | 3.5000%  | N/A     | $15999.00          | $5770.54           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1844 | 2055-08-01      | 6.0000%  | N/A     | $361119.00         | $373874.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1083 | 2054-05-01      | 6.0000%  | N/A     | $1000.00           | $915.80            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | N/A     | $1000.00           | $800.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $33134685.00       | $17912795.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4962 | 2049-04-01      | 4.5000%  | N/A     | $1003.00           | $374.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK6297 | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $141.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0464 | 2060-03-01      | 3.5000%  | N/A     | $158834.00         | $72035.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $16468407.00       | $1456281.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5452 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $770.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5598 | 2045-01-01      | 5.5000%  | N/A     | $5000.00           | $4312.76           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2961 | 2052-10-01      | 5.5000%  | N/A     | $12734332.00       | $8962765.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $700.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5011 | 2053-05-01      | 6.0000%  | N/A     | $55603886.00       | $41910455.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227 | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $982.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5338 | 2048-07-01      | 4.5000%  | N/A     | $1069.00           | $200.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | N/A     | $29000.00          | $20948.12          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1749 | 2052-04-01      | 2.5000%  | N/A     | $1899000.00        | $1299590.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9454 | 2054-09-01      | 6.0000%  | N/A     | $732114.00         | $715070.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $758.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0028 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $630.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057 | 2052-05-01      | 3.5000%  | N/A     | $58999.00          | $45560.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7987 | 2050-12-01      | 2.0000%  | N/A     | $1325372.00        | $682443.31         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3072 | 2054-12-01      | 5.5000%  | N/A     | $2130423.00        | $2033517.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8269 | 2046-11-01      | 3.0000%  | N/A     | $799000.00         | $140702.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | N/A     | $5830025.00        | $5602162.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7683 | 2050-11-01      | 2.0000%  | N/A     | $24816128.00       | $13415263.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8275 | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $865.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247 | 2051-06-01      | 4.5000%  | N/A     | $3000.00           | $879.97            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q08394 G | 2042-05-01      | 3.5000%  | N/A     | $1000.00           | $147.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | N/A     | $1000.00           | $403.53            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1390 | 2048-03-01      | 4.5000%  | N/A     | $18509376.00       | $2312743.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1471.00           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7382 | 2052-05-01      | 3.5000%  | N/A     | $5200.00           | $3579.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1144 | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1397.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $743.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS9144 | 2043-06-01      | 4.0000%  | N/A     | $5183560.00        | $390133.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3083 | 2054-12-01      | 5.5000%  | N/A     | $5148.00           | $4735.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | N/A     | $3860.00           | $2848.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4805 | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1611.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1009 | 2052-05-01      | 2.5000%  | N/A     | $22035473.00       | $18101839.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7301 | 2042-12-01      | 3.5000%  | N/A     | $1024.00           | $175.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | N/A     | $11552284.00       | $9120091.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4840 | 2055-06-01      | 6.0000%  | N/A     | $71718.00          | $73666.26          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8694 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $614.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  | N/A     | $2000.00           | $1777.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186 | 2053-07-01      | 5.5000%  | N/A     | $1024.00           | $860.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0730 | 2051-02-01      | 4.0000%  | N/A     | $2000.00           | $1394.43           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $791.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7422 | 2054-03-01      | 5.5000%  | N/A     | $42141312.00       | $38603693.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $940.71            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | N/A     | $432160.00         | $408994.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | N/A     | $1024.00           | $967.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8074 | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $276.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9722 | 2055-08-01      | 6.0000%  | N/A     | $5976483.00        | $6178293.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | N/A     | $2002.00           | $994.59            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | N/A     | $1000.00           | $833.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | N/A     | $3000.00           | $1934.93           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | N/A     | $70999.00          | $29513.83          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $655.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $543.15            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2913 | 2053-05-01      | 5.5000%  | N/A     | $125000.00         | $96865.79          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6383 | 2053-07-01      | 6.5000%  | N/A     | $1372143.00        | $1260260.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0234 | 2042-06-01      | 3.5000%  | N/A     | $1000.00           | $290.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $480809.00         | $132291.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0199 | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $631.54            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQJ9950 | 2054-10-01      | 7.5000%  | N/A     | $1115048.00        | $1185734.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1561 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $719.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3057 | 2047-07-01      | 3.5000%  | N/A     | $3002.00           | $327.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | N/A     | $3983211.00        | $3037817.47        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4824 | 2052-10-01      | 2.5000%  | N/A     | $445006.00         | $314952.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4226 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $493.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | N/A     | $11106482.00       | $3256966.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2872 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $873.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0454 | 2054-11-01      | 5.0000%  | N/A     | $24378617.00       | $22775811.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | N/A     | $5000.00           | $3319.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | N/A     | $100000.00         | $64311.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | N/A     | $17978.00          | $12984.02          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7434 | 2053-11-01      | 5.5000%  | N/A     | $4775996.00        | $4282060.31        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | N/A     | $1000.00           | $579.36            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0942 | 2054-02-01      | 6.0000%  | N/A     | $14123144.00       | $11169408.46       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ6238 | 2042-12-01      | 3.5000%  | N/A     | $60000000.00       | $9079839.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125 | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $795.72            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $839.86            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $742.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $2975872.00        | $613889.34         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | N/A     | $4392040.00        | $3839583.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | N/A     | $1000.00           | $831.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1538 | 2054-05-01      | 6.5000%  | N/A     | $7670958.00        | $6178911.21        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | N/A     | $1000.00           | $407.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | N/A     | $15437597.00       | $12151301.38       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | N/A     | $40405689.00       | $4263943.95        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP8095 | 2050-08-01      | 2.0000%  | N/A     | $43645335.00       | $20830151.62       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $766.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $572.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $797.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2998 | 2055-10-01      | 5.5000%  | N/A     | $6454642.00        | $6552536.69        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672 | 2052-07-01      | 4.5000%  | N/A     | $37010.00          | $29634.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | N/A     | $1001.00           | $739.11            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7570 | 2050-11-01      | 2.0000%  | N/A     | $24793154.00       | $13428492.28       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | N/A     | $1007.00           | $105.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | N/A     | $1011.00           | $877.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $852.91            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1139 | 2052-09-01      | 4.0000%  | N/A     | $8546144.00        | $6971813.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | N/A     | $225000.00         | $91280.70          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $3000.00           | $2356.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH8790 | 2054-02-01      | 5.5000%  | N/A     | $1128030.00        | $1064066.23        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | N/A     | $1000.00           | $561.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0430 | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $582.43            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | N/A     | $1000.00           | $689.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254 | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $775.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $968.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX5230 | 2055-02-01      | 5.0000%  | N/A     | $197837.00         | $182988.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1408.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I6BF0665 | 2061-11-01      | 4.0000%  | N/A     | $2312952.00        | $1772692.83        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4564 | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $671.93            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8502 | 2035-08-01      | 2.0000%  | N/A     | $1000.00           | $417.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM8433 | 2051-08-01      | 2.0000%  | N/A     | $2000.00           | $1220.02           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4464 | 2051-11-01      | 1.5000%  | N/A     | $21126464.00       | $13411683.89       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | N/A     | $6991713.00        | $6883129.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO4066 | 2040-09-01      | 5.0000%  | N/A     | $1510840.00        | $1530253.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5297 | 2054-03-01      | 6.5000%  | N/A     | $2000.00           | $1304.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3303 | 2052-04-01      | 3.0000%  | N/A     | $9099518.00        | $6242082.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | N/A     | $64890876.00       | $50387934.44       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298 | 2054-04-01      | 6.0000%  | N/A     | $4709424.00        | $4335790.42        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8255 | 2052-10-01      | 3.5000%  | N/A     | $1000.00           | $775.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAP9633 | 2042-10-01      | 2.5000%  | N/A     | $200000.00         | $33164.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $968.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3348 | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $673.15            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCC0315 | 2055-03-01      | 7.5000%  | N/A     | $58280.00          | $46258.82          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $14307951.00       | $13230163.44       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0022 | 2052-07-01      | 4.0000%  | N/A     | $671000.00         | $416195.53         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2910 | 2054-11-01      | 5.5000%  | N/A     | $8237056.00        | $7409581.42        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0222 | 2057-09-01      | 4.5000%  | N/A     | $1000.00           | $292.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | N/A     | $1000.00           | $782.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5969 | 2054-07-01      | 6.5000%  | N/A     | $100000.00         | $90132.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $4180470.00        | $3598975.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ2857 | 2054-12-01      | 5.0000%  | N/A     | $14340664.00       | $13657392.98       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $9649701.00        | $6043206.71        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | N/A     | $3967712.00        | $3307655.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306 | 2052-06-01      | 4.0000%  | N/A     | $1011.00           | $794.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3207 | 2054-10-01      | 5.0000%  | N/A     | $1000.00           | $904.86            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY1646 | 2055-05-01      | 5.0000%  | N/A     | $1029.00           | $1020.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6307 | 2052-08-01      | 5.0000%  | N/A     | $291000.00         | $191120.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9404 | 2047-04-01      | 3.5000%  | N/A     | $15022496.00       | $4584015.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | N/A     | $98000.00          | $69048.44          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923 | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $648.50            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G60552 G | 2031-12-01      | 7.0000%  | N/A     | $3750009.00        | $294479.14         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | N/A     | $414000.00         | $265017.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $37358.97          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4120 | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $408.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $721.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $765.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | N/A     | $1000.00           | $907.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $16741106.00       | $15998086.34       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8578 | 2051-01-01      | 2.0000%  | N/A     | $1157.00           | $610.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0854 | 2036-10-01      | 2.0000%  | N/A     | $1000.00           | $574.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6522 | 2053-01-01      | 5.5000%  | N/A     | $6206696.00        | $4055054.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | N/A     | $2000.00           | $1474.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8787 | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $610.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | N/A     | $1633790.00        | $1390966.12        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2672 | 2055-04-01      | 7.0000%  | N/A     | $1015514.00        | $1073443.45        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986 | 2050-12-01      | 2.0000%  | N/A     | $20637310.00       | $11217578.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4301 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $1007.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0263 | 2055-02-01      | 5.0000%  | N/A     | $10546991.00       | $10131565.13       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $10781500.00       | $2173720.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU1421 | 2052-01-01      | 3.0000%  | N/A     | $50000.00          | $33813.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $24447494.00       | $24416846.11       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $773.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2072 | 2055-08-01      | 6.0000%  | N/A     | $2616879.00        | $2656743.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6518 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $984.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4667 | 2055-07-01      | 5.5000%  | N/A     | $1008.00           | $1031.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | N/A     | $35011.00          | $31207.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4751 | 2043-03-01      | 3.5000%  | N/A     | $200000.00         | $54774.09          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2670 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $741.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | N/A     | $6491000.00        | $778572.22         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | N/A     | $2013.00           | $1060.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5762 | 2045-09-01      | 3.5000%  | N/A     | $28324640.00       | $5420453.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | N/A     | $30811332.00       | $31446615.62       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR2822 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $573.52            | Agency Mortgage-Backed Securities  |

### Security 116: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDSC4QG5
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $8578000.00        | $8613523.64        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $84249900.00       | $79185919.32       | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-05-31      | 2.1250%  | N/A     | $1649800.00        | $1642800.45        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | N/A     | $71365600.00       | $73514775.04       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $260858900.00      | $264063090.91      | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $500.00            | $511.32            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $65000.00          | $64810.96          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $998500.00         | $1009678.21        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $16139000.00       | $16593216.02       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $73996900.00       | $69629232.98       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $5000000.00        | $5099902.54        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $41027800.00       | $41582495.86       | U.S. Treasuries (including strips) |

### Security 117: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDSC4QY6
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 40 | 2040-02-15      | 4.6250%  | N/A     | $41459800.00       | $42475948.60       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44 | 2044-02-15      | 4.5000%  | N/A     | $3456800.00        | $3407146.52        | U.S. Treasuries (including strips) |
| 4 BOND 52     | 2052-11-15      | 4.0000%  | N/A     | $5665400.00        | $5116994.95        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192858186.00
- **C.18.a - Value (excl. sponsor support):** $192858186.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **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):** $146552847.11
- **C.18.a - Value (excl. sponsor support):** $146552847.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $63484700.00       | $64588698.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8071.76           | $5270.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $4.10              | $1.33              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $21359600.00       | $19900447.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $2665300.00        | $2704657.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $207.40            | $84.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $539100.00         | $555520.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $41000.00          | $44396.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $33400.00          | $18323.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $18357200.00       | $17716097.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $39364000.00       | $41459812.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2102.56           | $1170.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16631000.00       | $8839010.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $107880733.17      | $52725090.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $11461300.00       | $13025216.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56200.00          | $19791.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $2666400.00        | $2606737.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $300.00            | $84.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $2299900.00        | $2186826.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $897.13            | $384.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $72500.00          | $55170.40          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $269500800.00      | $281838883.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $6743700.00        | $6798222.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $2444968.36        | $1681659.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $46337282.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $40.43             | $25.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692100.00       | $10152901.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $382800.00         | $383943.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $19901200.00       | $20554161.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $1600.00           | $1696.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $79668800.00       | $80609077.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $28300.00          | $10770.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248800.00         | $128853.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $59.48             | $41.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48229800.00       | $18585835.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $20905500.00       | $27756385.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $957300.00         | $914968.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $26715534.89       | $11128997.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $2096000.00        | $2149715.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $140123000.00      | $137644784.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $3200.00           | $3283.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $31368538.71       | $20745206.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $475529.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $94900.00          | $94129.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $11096000.00       | $6684529.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $44800.00          | $45465.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626200.00        | $912572.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $46628200.00       | $12043597.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $20.48             | $16.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $5000.00           | $5253.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $2106700.00        | $2229382.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $2291200.00        | $2265378.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $6583170.00        | $3040884.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $12746600.00       | $12962176.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $5071700.00        | $4969860.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $300.00            | $319.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $200.00            | $225.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $7327200.00        | $7483593.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $26300.00          | $26301.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $15964700.00       | $10509566.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $201322200.00      | $234522518.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $4.64              | $2.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $5697200.00        | $5204466.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | N/A     | $600.00            | $598.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $1600.00           | $1588.19           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $3064000.00        | $3246330.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $3000.00           | $1963.11           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $1238967.52        | $546776.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100300.00        | $1065965.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $700.00            | $697.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $1573600.00        | $1577895.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $19167200.00       | $16755444.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1289642.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | N/A     | $900.00            | $895.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $1499500.00        | $1518768.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $476.12            | $283.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $24394500.00       | $24510413.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $12411900.00       | $12121385.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $584170.35         | $206468.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $16.57             | $10.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $8600.00           | $7176.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $3000.00           | $3528.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $61786000.00       | $65142041.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $6.30              | $5.17              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $900.00            | $568.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $9600.00           | $9596.27           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $30442.02          | $19351.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $1200.00           | $1067.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $713600.00         | $709454.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $374500.00         | $106803.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $170598469.27      | $92255387.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $161269900.00      | $181456776.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $1178700.00        | $1217273.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3000.00           | $3066.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.9965%  | N/A     | $1000.00           | $1005.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $9765000.00        | $12648063.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $34.19             | $19.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $500.00            | $484.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $51757200.00       | $49223905.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $754400.00         | $395899.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $35682700.00       | $43747851.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1700.00           | $1686.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | N/A     | $334300.00         | $97333.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | N/A     | $4393100.00        | $4318606.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1705449.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $7132961.25        | $2745419.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $2987000.00        | $3020603.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563500.00       | $3445946.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $33.15             | $11.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $1133900.00        | $1213039.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $10475600.00       | $7937037.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $4400.00           | $1265.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $212400.00         | $224196.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $75.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $78650900.00       | $74195955.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $1370700.00        | $1385537.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $200.00            | $149.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | N/A     | $758500.00         | $757906.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | N/A     | $2634500.00        | $3279039.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $35829104.91       | $17737413.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1035%  | N/A     | $300.00            | $302.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $6970200.00        | $6783154.69        | U.S. Treasuries (including strips) |

### Security 121: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PE1
- **C.18 - Value (incl. sponsor support):** $8400000000.00
- **C.18.a - Value (excl. sponsor support):** $8400000000.00
- **C.19 - Percentage of Net Assets:** 4.6800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $1846269600.00     | $1898603034.95     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $836560000.00      | $744765735.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | N/A     | $973488000.00      | $961292142.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $274683600.00      | $276885371.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $1120298000.00     | $1140233069.94     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $2025400000.00     | $2021365403.20     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $203192000.00      | $208767791.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $1061808000.00     | $1053550319.18     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $842300.00         | $837922.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $61784400.00       | $63234510.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $190710400.00      | $198464732.54      | U.S. Treasuries (including strips) |

### Security 122: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $418631360.53
- **C.18.a - Value (excl. sponsor support):** $418631360.53
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $352194265.92
- **C.18.a - Value (excl. sponsor support):** $352194265.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: Agency; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PC5
- **C.18 - Value (incl. sponsor support):** $5014000000.00
- **C.18.a - Value (excl. sponsor support):** $5014000000.00
- **C.19 - Percentage of Net Assets:** 2.7900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $300000000.00      | $309058950.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $312112800.00      | $324596141.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $828724000.00      | $842614270.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $2100000.00        | $2755494.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $83836600.00       | $83240940.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $3456496400.00     | $3534777177.55     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $17298700.00       | $17237090.35       | U.S. Treasuries (including strips) |

### Security 125: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445628423.47
- **C.18.a - Value (excl. sponsor support):** $445628423.47
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **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: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDSC4QM2
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-11-15      | 0.0000%  | N/A     | $1000.00           | $819.60            | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-09-15      | 0.0000%  | N/A     | $1000.00           | $820.95            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $226445251.00      | $229495594.44      | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2031-03-15      | 0.0000%  | N/A     | $1000.00           | $804.77            | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 5.5000%  | N/A     | $1000.00           | $963.40            | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.5000%  | N/A     | $1000.00           | $996.97            | Agency Mortgage-Backed Securities   |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1759683520.26
- **C.18.a - Value (excl. sponsor support):** $1759683520.26
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 128: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDSC4P43
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $102000000.00      | $104682939.97      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $101831374.00      | $99250460.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2084798.00        | $2066600.22        | Agency Mortgage-Backed Securities |

### Security 129: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDSC4QX8
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $28731.00          | $28542.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $351086.00         | $355350.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | N/A     | $594379.00         | $591430.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $3107.00           | $3107.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | N/A     | $8814.00           | $8789.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $79853.00          | $79822.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $407653.00         | $400443.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $29881.00          | $29768.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $969489.00         | $979763.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $102009.00         | $103319.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $847331.00         | $861533.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $1213558.00        | $1185764.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $54670.00          | $57189.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $357307.00         | $347843.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $534890.00         | $547003.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $504261.00         | $502121.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $85.00             | $83.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $9090.00           | $9236.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $48724.00          | $45653.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $5689.00           | $5754.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $209550.00         | $205302.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $560074.00         | $475241.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | N/A     | $158333.00         | $161063.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $242631.00         | $246797.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $255910.00         | $263478.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $1874301.00        | $1897137.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $520.00            | $518.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $776298.00         | $773231.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $33286.00          | $34707.46          | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $344597947.83
- **C.18.a - Value (excl. sponsor support):** $344597947.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3749544524.29
- **C.18.a - Value (excl. sponsor support):** $3749544524.29
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400696201.14
- **C.18.a - Value (excl. sponsor support):** $400696201.14
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 133: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDSC4QC4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | N/A     | $2228632.00        | $2019342.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 3.5000%  | N/A     | $31501.00          | $20659.05          | Agency Mortgage-Backed Securities |

### Security 134: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PJ0
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAT7096 | 2043-05-01      | 3.5000%  | N/A     | $189720.00         | $26524.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1125 | 2042-06-01      | 4.0000%  | N/A     | $100000.00         | $8431.85           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1980 | 2046-10-01      | 3.0000%  | N/A     | $164393.00         | $37074.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4569 | 2053-09-01      | 6.5000%  | N/A     | $1043630.00        | $607541.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1847 | 2049-01-01      | 4.0000%  | N/A     | $16156384.00       | $10605735.17       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5388 | 2047-09-01      | 3.5000%  | N/A     | $35000.00          | $6167.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | N/A     | $40093952.00       | $6821391.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5425 | 2039-07-01      | 5.5000%  | N/A     | $10369856.00       | $6933930.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | N/A     | $175000.00         | $30269.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-09-01      | 6.0000%  | N/A     | $41773440.00       | $42872220.70       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBM5590 | 2043-10-01      | 3.5000%  | N/A     | $161526016.00      | $46208999.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFA2942 | 2039-10-01      | 3.5000%  | N/A     | $34156736.00       | $33301022.46       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4957 | 2054-09-01      | 6.0000%  | N/A     | $772735.00         | $789720.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | N/A     | $129623.00         | $123381.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1018 | 2055-09-01      | 5.5000%  | N/A     | $96852736.00       | $98295325.83       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV3057 | 2052-02-01      | 3.5000%  | N/A     | $8700000.00        | $5095135.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5629 | 2049-02-01      | 4.5000%  | N/A     | $300000.00         | $55532.01          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8421 | 2054-04-01      | 6.0000%  | N/A     | $20000000.00       | $16103453.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2441 | 2047-01-01      | 3.5000%  | N/A     | $18577184.00       | $5622543.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | N/A     | $9334448.00        | $6384959.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3145 | 2035-02-01      | 6.5000%  | N/A     | $205000.00         | $7389.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4638 | 2045-11-01      | 3.5000%  | N/A     | $4341152.00        | $457694.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0120 | 2049-10-01      | 3.0000%  | N/A     | $22024000.00       | $8969181.15        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO3743 | 2040-06-01      | 4.5000%  | N/A     | $699211.00         | $692061.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4010 | 2047-09-01      | 4.5000%  | N/A     | $555000.00         | $63726.22          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3518 | 2033-11-01      | 4.0000%  | N/A     | $1744652.00        | $121993.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1073 | 2039-11-01      | 5.5000%  | N/A     | $75874048.00       | $67757648.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 KL835052 | 2035-05-01      | 5.5000%  | N/A     | $1248764.00        | $42663.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD7127 | 2040-07-01      | 4.5000%  | N/A     | $761000.00         | $18725.42          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CJMA3887 | 2034-09-01      | 3.5000%  | N/A     | $627492.00         | $142917.42         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTAL4404 | 2029-09-01      | 6.0000%  | N/A     | $1019510.00        | $11255.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0212 | 2055-03-01      | 6.5000%  | N/A     | $1988420.00        | $2055000.52        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1648 | 2053-09-01      | 6.5000%  | N/A     | $8210064.00        | $5484896.47        | Agency Mortgage-Backed Securities |
| 04.000 FGPC U69040 G | 2045-05-01      | 4.0000%  | N/A     | $18537728.00       | $3142320.54        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI4500 | 2035-07-01      | 5.0000%  | N/A     | $1139500.00        | $11858.73          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8183 | 2051-12-01      | 2.5000%  | N/A     | $10071000.00       | $6484292.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  | N/A     | $603489.00         | $12586.56          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS2118 | 2038-04-01      | 5.0000%  | N/A     | $10000000.00       | $155343.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8225 | 2052-07-01      | 3.0000%  | N/A     | $330000.00         | $245107.53         | Agency Mortgage-Backed Securities |
| 03.000 FGPC T69912 G | 2047-11-01      | 3.0000%  | N/A     | $18748320.00       | $13861318.07       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4065 | 2052-07-01      | 4.5000%  | N/A     | $32622720.00       | $25617563.29       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | N/A     | $9460656.00        | $6334560.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2204 | 2055-07-01      | 5.5000%  | N/A     | $3585370.00        | $3609090.90        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ5143 | 2042-11-01      | 3.5000%  | N/A     | $100000000.00      | $17066088.83       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | N/A     | $52000.00          | $37961.19          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA2736 | 2050-06-01      | 2.0000%  | N/A     | $1500000.00        | $756669.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | N/A     | $85000.00          | $61903.16          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0511 | 2050-11-01      | 2.5000%  | N/A     | $718000.00         | $342503.97         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7036 | 2048-06-01      | 4.0000%  | N/A     | $750472.00         | $103414.65         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | N/A     | $3509000.00        | $2048932.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1569 | 2047-07-01      | 3.5000%  | N/A     | $86666720.00       | $24019423.75       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX7809 | 2055-03-01      | 6.5000%  | N/A     | $1933272.00        | $1854681.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1061 | 2055-10-01      | 6.0000%  | N/A     | $2303184.00        | $2387432.93        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA4986 | 2051-04-01      | 2.0000%  | N/A     | $967430.00         | $537564.64         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZI8927 | 2039-07-01      | 4.0000%  | N/A     | $707563.00         | $30018.65          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1070 | 2054-03-01      | 6.0000%  | N/A     | $50000000.00       | $45162904.23       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3371 | 2049-04-01      | 3.5000%  | N/A     | $446878.00         | $111393.45         | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84893 G | 2048-11-01      | 4.5000%  | N/A     | $4323000.00        | $640766.72         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889466 | 2038-05-01      | 6.0000%  | N/A     | $6438500.00        | $90897.24          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3784 | 2045-06-01      | 5.0000%  | N/A     | $153000.00         | $27871.87          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5066 | 2040-08-01      | 2.5000%  | N/A     | $73235.00          | $27828.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5319 | 2045-07-01      | 3.5000%  | N/A     | $211220.00         | $23864.68          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9377 | 2054-07-01      | 7.0000%  | N/A     | $1570616.00        | $1644852.89        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8186 | 2051-11-01      | 3.5000%  | N/A     | $134000.00         | $70391.40          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI1615 | 2034-03-01      | 5.0000%  | N/A     | $1896064.00        | $40579.19          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5396 | 2055-10-01      | 6.5000%  | N/A     | $1064862.00        | $1119686.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 3PRE6018 | 2049-09-01      | 4.5000%  | N/A     | $1261244.00        | $71776.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8165 | 2043-03-01      | 3.5000%  | N/A     | $25343648.00       | $3805849.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | N/A     | $219125497.00      | $545524.43         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8036 | 2035-03-01      | 3.0000%  | N/A     | $603933.00         | $109380.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7505 | 2053-11-01      | 5.0000%  | N/A     | $14840000.00       | $11540527.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM3927 | 2038-03-01      | 4.0000%  | N/A     | $2180610.00        | $637794.21         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | N/A     | $73577.00          | $22317.56          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ5554 | 2031-12-01      | 6.0000%  | N/A     | $8106672.00        | $13151.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6397 | 2051-11-01      | 2.5000%  | N/A     | $721854.00         | $450416.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQH0232 | 2053-09-01      | 6.0000%  | N/A     | $18819040.00       | $13658114.12       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5135 | 2050-02-01      | 2.5000%  | N/A     | $203000.00         | $103026.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | N/A     | $1854304.00        | $414403.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBH9183 | 2032-08-01      | 2.5000%  | N/A     | $328845.00         | $45371.85          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6347 | 2050-07-01      | 2.5000%  | N/A     | $62761.00          | $25322.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ0033 | 2040-05-01      | 5.5000%  | N/A     | $1410094.00        | $252690.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL1779 | 2038-12-01      | 5.5000%  | N/A     | $660902.00         | $24669.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL6348 | 2045-02-01      | 3.5000%  | N/A     | $220000.00         | $38365.48          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3645 | 2041-02-01      | 4.0000%  | N/A     | $475000.00         | $24197.11          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI8004 | 2038-08-01      | 6.0000%  | N/A     | $2934230.00        | $28490.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL748355 | 2033-10-01      | 5.5000%  | N/A     | $1001082.00        | $10074.45          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS3360 | 2039-06-01      | 6.0000%  | N/A     | $2505736.00        | $49851.41          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3854 | 2040-07-01      | 5.5000%  | N/A     | $434995.00         | $409859.05         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  | N/A     | $255000.00         | $184078.64         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5968 | 2054-07-01      | 6.0000%  | N/A     | $4913000.00        | $4346189.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1707 | 2048-05-01      | 4.5000%  | N/A     | $730000.00         | $106121.05         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAQ7281 | 2027-12-01      | 2.0000%  | N/A     | $4499800.00        | $178941.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH8026 | 2047-10-01      | 4.5000%  | N/A     | $27000.00          | $11938.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1884 | 2050-07-01      | 3.0000%  | N/A     | $249863360.00      | $221512274.50      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1493 | 2048-09-01      | 3.0000%  | N/A     | $200000.00         | $55820.11          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZN0494 | 2042-10-01      | 3.5000%  | N/A     | $266401.00         | $48423.32          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV5323 | 2052-03-01      | 2.0000%  | N/A     | $4249432.00        | $2991757.39        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL2736 | 2052-05-01      | 2.5000%  | N/A     | $4873020.00        | $4190821.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1141 | 2040-06-01      | 4.5000%  | N/A     | $2700688.00        | $113747.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7485 | 2055-09-01      | 5.5000%  | N/A     | $26656928.00       | $27023955.41       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1854 | 2049-03-01      | 4.5000%  | N/A     | $566000.00         | $75842.46          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM4817 | 2034-07-01      | 4.5000%  | N/A     | $5000000.00        | $667808.38         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2124 | 2041-10-01      | 4.0000%  | N/A     | $477180.00         | $58612.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7154 | 2046-05-01      | 3.0000%  | N/A     | $2231000.00        | $330098.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL910318 | 2037-03-01      | 5.5000%  | N/A     | $8000000.00        | $116120.28         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI9805 | 2040-03-01      | 5.0000%  | N/A     | $2950000.00        | $204829.49         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7472 | 2054-01-01      | 7.5000%  | N/A     | $3949488.00        | $3145692.34        | Agency Mortgage-Backed Securities |
| 03.500 FGPC J25240 G | 2028-08-01      | 3.5000%  | N/A     | $176575.00         | $8415.20           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA2723 | 2046-08-01      | 4.0000%  | N/A     | $954433.00         | $73032.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  | N/A     | $9201936.00        | $6678628.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5246 | 2055-10-01      | 6.5000%  | N/A     | $5486280.00        | $5754537.76        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4879 | 2050-11-01      | 2.5000%  | N/A     | $597000.00         | $299486.79         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0037 | 2045-01-01      | 3.5000%  | N/A     | $900000.00         | $223989.23         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | N/A     | $733000.00         | $107098.01         | Agency Mortgage-Backed Securities |
| FNMS 03.000 GLAS8749 | 2047-01-01      | 3.0000%  | N/A     | $1825000.00        | $538682.91         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | N/A     | $55663872.00       | $42856728.38       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3674 | 2049-06-01      | 4.0000%  | N/A     | $200000.00         | $18275.30          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | N/A     | $600000.00         | $65441.93          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4828 | 2053-05-01      | 5.0000%  | N/A     | $700000.00         | $630446.04         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3793 | 2047-07-01      | 3.5000%  | N/A     | $23029472.00       | $16331692.58       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0253 | 2048-01-01      | 3.5000%  | N/A     | $20000000.00       | $7939392.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2688 | 2049-07-01      | 3.5000%  | N/A     | $1014714.00        | $376141.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNCB6978 | 2033-08-01      | 5.5000%  | N/A     | $1963694.00        | $962138.11         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4733 | 2048-10-01      | 4.0000%  | N/A     | $1975000.00        | $473020.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH6283 | 2041-04-01      | 5.0000%  | N/A     | $761000.00         | $61921.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8745 | 2055-09-01      | 5.0000%  | N/A     | $7979128.00        | $7954598.15        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS9398 | 2043-09-01      | 4.0000%  | N/A     | $375000.00         | $46851.87          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2761 | 2037-02-01      | 3.5000%  | N/A     | $3593832.00        | $430852.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | N/A     | $188502784.00      | $33308460.90       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB2068 | 2041-01-01      | 3.5000%  | N/A     | $211923.00         | $18143.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4956 | 2050-01-01      | 4.0000%  | N/A     | $375000.00         | $101429.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9063 | 2053-05-01      | 5.5000%  | N/A     | $1755630.00        | $1423382.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8434 | 2053-04-01      | 5.0000%  | N/A     | $1064464.00        | $778842.55         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | N/A     | $1125000.00        | $660541.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQMA1587 | 2043-08-01      | 3.0000%  | N/A     | $500000.00         | $70470.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1268 | 2052-04-01      | 4.0000%  | N/A     | $383000.00         | $257314.94         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI9862 | 2054-06-01      | 7.0000%  | N/A     | $753772.00         | $488609.76         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1597 | 2048-12-01      | 3.0000%  | N/A     | $50572.00          | $6172.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2909 | 2054-12-01      | 5.5000%  | N/A     | $63988672.00       | $61490438.49       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848223 | 2035-11-01      | 6.0000%  | N/A     | $475002.00         | $17603.14          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTSC0754 | 2045-08-01      | 6.0000%  | N/A     | $143935232.00      | $148780283.77      | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | N/A     | $29091104.00       | $21272007.36       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | N/A     | $154000.00         | $21051.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM5290 | 2050-03-01      | 3.0000%  | N/A     | $783465.00         | $338392.49         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4563 | 2044-04-01      | 4.5000%  | N/A     | $500000.00         | $29621.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2958 | 2054-11-01      | 6.0000%  | N/A     | $172673536.00      | $179692254.72      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9629 | 2044-01-01      | 3.5000%  | N/A     | $775000.00         | $111102.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2465 | 2055-09-01      | 5.5000%  | N/A     | $15261984.00       | $15556533.51       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2628 | 2055-04-01      | 6.5000%  | N/A     | $1056030.00        | $1105959.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8537 | 2055-05-01      | 3.5000%  | N/A     | $34453888.00       | $31056575.67       | Agency Mortgage-Backed Securities |
| 05.000 FGPC G61886 G | 2048-11-01      | 5.0000%  | N/A     | $280000.00         | $36128.40          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3226 | 2051-12-01      | 2.5000%  | N/A     | $5138464.00        | $3572566.17        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0024 | 2045-08-01      | 3.5000%  | N/A     | $905000.00         | $131611.89         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ5269 | 2055-10-01      | 6.0000%  | N/A     | $2297624.00        | $2389398.76        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFA2937 | 2041-01-01      | 3.0000%  | N/A     | $16418016.00       | $15542289.98       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6233 | 2045-11-01      | 4.5000%  | N/A     | $130835.00         | $10342.23          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6270 | 2049-04-01      | 4.5000%  | N/A     | $8232848.00        | $2164140.24        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3707 | 2047-07-01      | 3.5000%  | N/A     | $340000.00         | $60213.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1888 | 2050-12-01      | 4.5000%  | N/A     | $189406976.00      | $182892282.92      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV9532 | 2052-08-01      | 4.5000%  | N/A     | $57262464.00       | $44289030.37       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5082 | 2048-11-01      | 4.5000%  | N/A     | $221000.00         | $61349.81          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZA4194 | 2043-04-01      | 3.0000%  | N/A     | $149157.00         | $31191.29          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD7133 | 2040-07-01      | 5.0000%  | N/A     | $5008488.00        | $291482.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0808 | 2047-11-01      | 4.0000%  | N/A     | $220000.00         | $22107.34          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2071 | 2036-06-01      | 2.0000%  | N/A     | $2232904.00        | $1148198.25        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2438 | 2036-11-01      | 3.0000%  | N/A     | $217888768.00      | $39646670.66       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5859 | 2048-10-01      | 4.0000%  | N/A     | $118000.00         | $13933.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6286 | 2045-12-01      | 4.0000%  | N/A     | $2431032.00        | $223959.29         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53756 G | 2048-01-01      | 4.0000%  | N/A     | $27089696.00       | $3663712.42        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0744 | 2052-04-01      | 3.5000%  | N/A     | $1311270.00        | $918546.10         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0536 | 2055-06-01      | 6.0000%  | N/A     | $143192576.00      | $145479364.89      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK9128 | 2032-10-01      | 3.5000%  | N/A     | $1569986.00        | $222574.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI4606 | 2034-05-01      | 5.0000%  | N/A     | $8601344.00        | $216289.68         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM6198 | 2048-04-01      | 3.5000%  | N/A     | $321978.00         | $100959.52         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8724 | 2039-04-01      | 5.0000%  | N/A     | $1400000.00        | $44746.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5349 | 2048-09-01      | 4.0000%  | N/A     | $230000.00         | $63628.78          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $3838000.00        | $834683.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL972103 | 2038-02-01      | 5.5000%  | N/A     | $7627024.00        | $108187.12         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00959 G | 2041-05-01      | 4.5000%  | N/A     | $873000.00         | $26180.50          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3827 | 2053-08-01      | 6.5000%  | N/A     | $67044608.00       | $48739666.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2200 | 2049-09-01      | 3.5000%  | N/A     | $11591000.00       | $2229934.83        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH7652 | 2054-01-01      | 7.0000%  | N/A     | $10630000.00       | $8668258.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7091 | 2054-02-01      | 6.0000%  | N/A     | $20000000.00       | $17553874.75       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | N/A     | $6001.00           | $5961.54           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA0887 | 2037-12-01      | 3.5000%  | N/A     | $3000000.00        | $854810.45         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0850 | 2054-08-01      | 6.0000%  | N/A     | $1111970.00        | $1143177.22        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | N/A     | $600000.00         | $445886.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6469 | 2053-10-01      | 5.0000%  | N/A     | $15025000.00       | $11658326.03       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ5690 | 2032-01-01      | 6.0000%  | N/A     | $15359680.00       | $26020.78          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL6789 | 2043-08-01      | 4.0000%  | N/A     | $210892.00         | $22565.53          | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0461 | 2060-03-01      | 2.5000%  | N/A     | $2457100.00        | $1109271.79        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2522 | 2053-09-01      | 4.5000%  | N/A     | $18720896.00       | $18398222.64       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0568 | 2053-05-01      | 6.0000%  | N/A     | $369449.00         | $271012.82         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6412 | 2038-02-01      | 5.0000%  | N/A     | $1248274.00        | $1090493.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0231 | 2055-01-01      | 5.0000%  | N/A     | $6248128.00        | $5962467.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4311 | 2050-08-01      | 3.0000%  | N/A     | $400000.00         | $201862.74         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3SZN0140 | 2043-07-01      | 2.5000%  | N/A     | $1521512.00        | $160484.73         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0215 | 2055-01-01      | 5.5000%  | N/A     | $50000000.00       | $49627638.71       | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  | N/A     | $2400000.00        | $708510.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0768 | 2028-10-01      | 3.5000%  | N/A     | $277116.00         | $10211.45          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  | N/A     | $127942656.00      | $10583891.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5864 | 2045-09-01      | 5.0000%  | N/A     | $26552576.00       | $26824680.90       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1829244974.27
- **C.18.a - Value (excl. sponsor support):** $1829244974.27
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDSC4P84
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $5002700.00        | $5100072.50        | U.S. Treasuries (including strips) |

### Security 137: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630455612.38
- **C.18.a - Value (excl. sponsor support):** $630455612.38
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996344.80
- **C.18.a - Value (excl. sponsor support):** $79996344.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2000591320.39
- **C.18.a - Value (excl. sponsor support):** $2000591320.39
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423509744.74
- **C.18.a - Value (excl. sponsor support):** $423509744.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **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):** $256377502.86
- **C.18.a - Value (excl. sponsor support):** $256377502.86
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PX9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $15479500.00       | $14575141.17       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $280819200.00      | $291309903.26      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $65600600.00       | $67198122.21       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $50000000.00       | $48283112.50       | U.S. Treasuries (including strips) |
| BILL 04/16/26    | 2026-04-16      | 0.0000%  | N/A     | $200.00            | $196.01            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $35992900.00       | $32043462.07       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $24659000.00       | $16534414.33       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | N/A     | $15214800.00       | $15116668.34       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $19399900.00       | $15241579.93       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $109999800.00      | $103575261.68      | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $51484000.00       | $47927047.67       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE G 26  | 2026-01-31      | 2.6250%  | N/A     | $2547800.00        | $2547125.40        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $116315000.00      | $110647280.26      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $600.00            | $617.21            | U.S. Treasuries (including strips) |

### Security 143: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDSC4PH4
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | N/A     | $4923762.00        | $5100000.27        | U.S. Treasuries (including strips) |

### Security 144: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDSC4NQ6
- **C.18 - Value (incl. sponsor support):** $103000000.00
- **C.18.a - Value (excl. sponsor support):** $103000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | N/A     | $200.00            | $199.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $53739100.00       | $56523215.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $300.00            | $282.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | N/A     | $4998300.00        | $4967815.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $49999800.00       | $43568588.23       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $588830269.68
- **C.18.a - Value (excl. sponsor support):** $588830269.68
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDSC4NX1
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-12-01      | 3.0000%  | N/A     | $1000.00           | $150.15            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $527.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-01-01      | 6.0000%  | N/A     | $2117000.00        | $24490.90          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $242264.00         | $34243.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-01-20      | 5.5000%  | N/A     | $21035519.00       | $20657521.43       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 4.5000%  | N/A     | $474354.00         | $445255.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.3760%  | N/A     | $1001.00           | $685.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $7000.00           | $5619.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-05-01      | 6.0000%  | N/A     | $281105.00         | $11739.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $540.71            | Agency Mortgage-Backed Securities         |
| FHLMC_5262B                                                      | 2052-10-25      | 0.8440%  | N/A     | $100010.00         | $3610.72           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $52324.00          | $34345.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1043.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.0000%  | N/A     | $1005.00           | $920.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $273.87            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_18-54                                            | 2047-01-25      | 3.5000%  | N/A     | $14330.00          | $648.65            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1046.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $949.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-09-01      | 6.5000%  | N/A     | $5478.00           | $328.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $2016.00           | $2042.14           | Agency Mortgage-Backed Securities         |
| FHLMC_5095B                                                      | 2051-04-25      | 3.0000%  | N/A     | $2190380.00        | $259210.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-11-01      | 4.0000%  | N/A     | $8407378.00        | $683974.87         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $822.00            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 1.5000%  | N/A     | $283955.00         | $156417.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.5000%  | N/A     | $1638000.00        | $1091922.33        | Agency Mortgage-Backed Securities         |
| GNMA_25-5K                                                       | 2055-01-20      | 0.7612%  | N/A     | $50000000.00       | $2304976.58        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                                 | 2040-06-01      | 4.5000%  | N/A     | $1746.00           | $107.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $780.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1010.67           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-05-20      | 5.0000%  | N/A     | $1015.00           | $1018.91           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $719.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-08-01      | 2.5000%  | N/A     | $1000.00           | $552.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-04-20      | 7.0000%  | N/A     | $1432.00           | $1259.12           | Agency Mortgage-Backed Securities         |
| GNMA_19-35C                                                      | 2049-03-20      | 4.5000%  | N/A     | $2913.00           | $651.50            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $777.94            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-02-01      | 3.5000%  | N/A     | $800000.00         | $63502.10          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $810.22            | Agency Mortgage-Backed Securities         |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $222002.88         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-10-01      | 4.0000%  | N/A     | $1955834.00        | $182821.79         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $990.45            | Agency Mortgage-Backed Securities         |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46906249.00       | $31758495.27       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $1013.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $7000.00           | $1359.05           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 4.5000%  | N/A     | $1000.00           | $96.24             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-04-01      | 3.0000%  | N/A     | $1000.00           | $631.54            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-12-20      | 4.5000%  | N/A     | $25866.00          | $943.75            | Agency Mortgage-Backed Securities         |
| FHLMC_5252E                                                      | 2050-10-25      | 3.5000%  | N/A     | $9479000.00        | $9206183.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.0000%  | N/A     | $608500.00         | $465804.32         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $270.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-05-20      | 4.0000%  | N/A     | $1120.00           | $820.98            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 5.5000%  | N/A     | $675098.00         | $649860.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $8000.00           | $4788.30           | Agency Mortgage-Backed Securities         |
| FNMA_12-56A                                                      | 2042-06-25      | 1.4295%  | N/A     | $100000000.00      | $881636.83         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                                       | 2054-01-20      | 2.5612%  | N/A     | $100000000.00      | $4974773.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $217.97            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $208.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $948.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $642.76            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-02-01      | 4.7600%  | N/A     | $1000.00           | $1028.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 2.5000%  | N/A     | $5757890.00        | $4052945.04        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $967.24            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $1120593.00        | $691197.13         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 6.3040%  | N/A     | $1000.00           | $82.59             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $727.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.0000%  | N/A     | $236391.00         | $127550.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.5000%  | N/A     | $2041.00           | $2135.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 4.5000%  | N/A     | $1000.00           | $940.66            | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231405.00        | $2983329.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 6.3790%  | N/A     | $17460.00          | $832.99            | Agency Mortgage-Backed Securities         |
| GNMA_25-95C                                                      | 2055-05-20      | 0.7412%  | N/A     | $100000.00         | $4685.06           | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                                      | 2046-02-25      | 1.9749%  | N/A     | $2197538.00        | $53822.63          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2027-03-01      | 2.5000%  | N/A     | $13500000.00       | $175780.84         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $736.83            | Agency Mortgage-Backed Securities         |
| FHLMC_433                                                        | 2044-02-15      | 2.1634%  | N/A     | $174598912.00      | $1676071.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 5.5000%  | N/A     | $75000.00          | $72831.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $746.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $826.50            | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $1723550.00        | $163574.60         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-06-01      | 5.0000%  | N/A     | $7000.00           | $1640.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $2005.00           | $2029.74           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.0000%  | N/A     | $1000.00           | $746.38            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $730000.00         | $607238.54         | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                                     | 2073-09-20      | 0.5927%  | N/A     | $16736479.00       | $946050.84         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2033-08-15      | 5.5000%  | N/A     | $25000.00          | $660.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $838322.00         | $855328.48         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-06-01      | 2.0000%  | N/A     | $1000.00           | $543.83            | Agency Mortgage-Backed Securities         |
| GNMA_24-142F                                                     | 2054-09-20      | 2.3112%  | N/A     | $98672256.00       | $7012829.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $49973.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-06-01      | 5.0000%  | N/A     | $1008.00           | $856.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-01-01      | 3.0000%  | N/A     | $76372.00          | $14506.80          | Agency Mortgage-Backed Securities         |
| FHLMC_5475                                                       | 2054-11-25      | 5.4560%  | N/A     | $799000.00         | $594644.09         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                                      | 2045-06-25      | 0.0000%  | N/A     | $139496.00         | $5.92              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-07-01      | 3.5000%  | N/A     | $1000.00           | $646.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.5000%  | N/A     | $51931.00          | $54567.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-11-20      | 5.0000%  | N/A     | $1000.00           | $963.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $663.81            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-06-01      | 5.0000%  | N/A     | $15040.00          | $15054.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-11-01      | 3.5000%  | N/A     | $1999.00           | $385.13            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138912.00        | $232373.07         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-02-01      | 6.0000%  | N/A     | $1112.00           | $4.21              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.5000%  | N/A     | $1002.00           | $453.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-12-01      | 3.5000%  | N/A     | $1000.00           | $850.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 2.0000%  | N/A     | $1000.00           | $782.74            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2040-11-20      | 5.8750%  | N/A     | $2865.00           | $104.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-08-01      | 4.5000%  | N/A     | $2000.00           | $1666.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-01-01      | 3.5000%  | N/A     | $2000.00           | $280.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-01-01      | 4.1000%  | N/A     | $1000.00           | $948.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $648.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-05-01      | 2.1700%  | N/A     | $23664920.00       | $21714720.86       | Agency Mortgage-Backed Securities         |
| GNMA_24-104C                                                     | 2054-06-20      | 5.5888%  | N/A     | $1411.00           | $832.97            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $3000.00           | $1955.89           | Agency Mortgage-Backed Securities         |
| GNMA_23-43G                                                      | 2053-03-20      | 1.2412%  | N/A     | $83400000.00       | $1713385.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $253.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 4.0000%  | N/A     | $2000.00           | $1428.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $704.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $978.80            | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0053%  | N/A     | $190000000.00      | $14260.15          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $765.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2032-09-01      | 3.5000%  | N/A     | $122003.00         | $15478.91          | Agency Mortgage-Backed Securities         |
| GNMA_25-66C                                                      | 2055-04-20      | 5.5388%  | N/A     | $94590013.00       | $93562570.04       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 4.5000%  | N/A     | $1000.00           | $971.83            | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                                     | 2054-11-20      | 0.0000%  | N/A     | $1046.00           | $612.90            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 3.0000%  | N/A     | $1000.00           | $258.72            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-09-01      | 5.5000%  | N/A     | $282529.00         | $284741.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1021.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $673.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $588.20            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 3.0000%  | N/A     | $1000.00           | $547.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.5000%  | N/A     | $2000.00           | $2074.65           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $130000.00         | $132294.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $396516.00         | $408750.95         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-01-01      | 6.0000%  | N/A     | $1008.00           | $692.74            | Agency Mortgage-Backed Securities         |
| GNMA_23-18H                                                      | 2053-02-20      | 1.3112%  | N/A     | $47786613.00       | $960777.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $300000.00         | $80284.37          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-08-20      | 5.8750%  | N/A     | $1598.00           | $34.86             | Agency Mortgage-Backed Securities         |
| FNMA_11-41                                                       | 2041-05-25      | 2.1095%  | N/A     | $31387088.00       | $83970.79          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 4.5000%  | N/A     | $1001.00           | $831.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $779.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $633.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-03-01      | 2.8620%  | N/A     | $1000.00           | $787.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-09-01      | 4.0000%  | N/A     | $178000.00         | $33385.50          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-04-01      | 3.5000%  | N/A     | $1003.00           | $86.57             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $131307.00         | $21685.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-12-01      | 2.5000%  | N/A     | $4474616.00        | $1137290.00        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2035-02-01      | 3.0000%  | N/A     | $230000.00         | $37943.19          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1033.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 3.5000%  | N/A     | $1000.00           | $769.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 4.4190%  | N/A     | $1097.00           | $8.42              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 2.5000%  | N/A     | $1000.00           | $653.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-10-01      | 5.0000%  | N/A     | $2001.00           | $1339.50           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-05-20      | 5.5000%  | N/A     | $49966393.00       | $50040859.66       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $858.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 5.5000%  | N/A     | $22692776.00       | $17908794.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $709.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $3009.00           | $3093.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.36           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1048.36           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $827.61            | Agency Mortgage-Backed Securities         |
| FHLMC_5339E                                                      | 2053-09-25      | 1.6140%  | N/A     | $100000.00         | $3907.75           | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                                      | 2053-12-25      | 17.4716% | N/A     | $6105377.00        | $7581998.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-05-01      | 2.5000%  | N/A     | $42000.00          | $32478.78          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.0000%  | N/A     | $1000.00           | $1000.10           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $1024.00           | $955.14            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $914.11            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $653.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $1001.00           | $493.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $740.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-07-01      | 5.5000%  | N/A     | $43194.00          | $43861.66          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $755.40            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $668.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-11-01      | 4.0000%  | N/A     | $2000.00           | $145.03            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-06-01      | 6.0000%  | N/A     | $1221330.00        | $967335.54         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1582.64           | Agency Mortgage-Backed Securities         |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6550%  | N/A     | $30051484.00       | $1485627.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.0000%  | N/A     | $42560.00          | $34698.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.0000%  | N/A     | $2594564.00        | $2601189.55        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-02-01      | 6.5040%  | N/A     | $1002.00           | $996.88            | Agency Mortgage-Backed Securities         |
| FNMA_25-34A                                                      | 2055-05-25      | 1.5940%  | N/A     | $100190.00         | $7019.18           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-10-01      | 5.0000%  | N/A     | $1000.00           | $842.17            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $200.74            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.5000%  | N/A     | $1008.00           | $1048.32           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-10-01      | 4.5000%  | N/A     | $158508.00         | $12802.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.0000%  | N/A     | $2000.00           | $1566.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-09-20      | 7.5000%  | N/A     | $1000.00           | $1067.26           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-02-01      | 3.0000%  | N/A     | $1000.00           | $205.13            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $794.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.5000%  | N/A     | $70250.00          | $69890.97          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-03-01      | 3.5000%  | N/A     | $1000.00           | $163.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $208.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $77000.00          | $44858.00          | Agency Mortgage-Backed Securities         |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129338.00         | $14983.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 6.0000%  | N/A     | $4186.00           | $3613.19           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 2.0000%  | N/A     | $1000.00           | $754.80            | Agency Mortgage-Backed Securities         |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $519313.72         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 7.0000%  | N/A     | $1000.00           | $1049.98           | Agency Mortgage-Backed Securities         |
| FNMA_12-51                                                       | 2042-05-25      | 1.4495%  | N/A     | $83979859.00       | $1250368.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-01-01      | 3.0000%  | N/A     | $1000.00           | $287.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-01-01      | 4.5000%  | N/A     | $1034.00           | $122.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-04-01      | 5.0000%  | N/A     | $553334.00         | $55987.93          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 6.0000%  | N/A     | $7000.00           | $5804.75           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $88000.00          | $10529.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 4.0000%  | N/A     | $2438189.00        | $905533.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $614.53            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_5349                                           | 2053-10-25      | 5.3060%  | N/A     | $1001.00           | $569.63            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 4.5000%  | N/A     | $1002.00           | $327.63            | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                                      | 2050-08-20      | 3.0000%  | N/A     | $19581008.00       | $1494769.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $318.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $771.74            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $189000.00         | $137170.79         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $593.33            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $489439.00         | $504618.64         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 4.0000%  | N/A     | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-12-01      | 6.0000%  | N/A     | $1367290.00        | $1243511.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-01-01      | 3.5000%  | N/A     | $2000.00           | $331.48            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $770.88            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $1033.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-08-01      | 6.0000%  | N/A     | $8245099.00        | $8445455.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-01-01      | 2.0000%  | N/A     | $1000.00           | $655.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-02-01      | 6.0380%  | N/A     | $1002.00           | $23.00             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 4.0000%  | N/A     | $8001.00           | $2315.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $615.51            | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                                      | 2055-04-25      | 0.9940%  | N/A     | $160670588.00      | $8435248.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-09-01      | 3.5000%  | N/A     | $54324.00          | $10063.23          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $634.34            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $883.49            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-04-01      | 5.5000%  | N/A     | $4294000.00        | $27356.38          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $1254920.00        | $1314171.09        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2048-03-20      | 3.5000%  | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.5000%  | N/A     | $1000.00           | $654.21            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-03-01      | 3.0000%  | N/A     | $3645.00           | $1976.62           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.0000%  | N/A     | $328077.00         | $239506.42         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.0000%  | N/A     | $171220.00         | $155722.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-01-01      | 2.5000%  | N/A     | $89000.00          | $45616.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-04-20      | 4.0000%  | N/A     | $1000.00           | $302.25            | Agency Mortgage-Backed Securities         |
| FNMA_07-30                                                       | 2037-04-25      | 2.2695%  | N/A     | $48672317.00       | $441835.64         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 6.0390%  | N/A     | $1170.00           | $16.35             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 5.0000%  | N/A     | $7007.00           | $1121.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $998.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 3.5000%  | N/A     | $1000.00           | $159.44            | Agency Mortgage-Backed Securities         |
| GNMA_25-64C                                                      | 2055-04-20      | 1.0312%  | N/A     | $13756800.00       | $604251.48         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2065.63           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-05-20      | 6.5000%  | N/A     | $20565520.00       | $20505337.96       | Agency Mortgage-Backed Securities         |
| GNMA_25-25X                                                      | 2065-02-20      | 5.5888%  | N/A     | $7900000.00        | $6569049.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                                     | 2054-10-20      | 0.0000%  | N/A     | $3389962.00        | $5.50              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-08-01      | 3.6500%  | N/A     | $1000.00           | $992.63            | Agency Mortgage-Backed Securities         |
| FHLMC_5196D                                                      | 2052-02-25      | 0.0000%  | N/A     | $5746458.00        | $491.89            | Agency Collateralized Mortgage Obligation |
| GNMA_23-150E                                                     | 2053-10-20      | 1.3112%  | N/A     | $100040.00         | $3243.48           | Agency Collateralized Mortgage Obligation |
| GNMA_20-65F                                                      | 2046-04-20      | 0.3286%  | N/A     | $78776162.00       | $690207.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5378C                                                      | 2054-02-25      | 1.6440%  | N/A     | $50000000.00       | $1554748.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2021.21           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $800.67            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-09-20      | 5.8750%  | N/A     | $2285.00           | $19.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $921.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 1.5000%  | N/A     | $2000.00           | $1247.28           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9980.21           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $489955.00         | $372508.65         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-02-01      | 7.0000%  | N/A     | $862157.00         | $8162.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-06-01      | 5.0000%  | N/A     | $1000.00           | $338.59            | Agency Mortgage-Backed Securities         |
| GNMA_16-107F                                                     | 2045-06-20      | 4.0000%  | N/A     | $19835712.00       | $170644.32         | Agency Collateralized Mortgage Obligation |
| FNMA_23-27A                                                      | 2050-08-25      | 4.0000%  | N/A     | $11428143.00       | $11268179.76       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $2341922.00        | $2445637.05        | Agency Mortgage-Backed Securities         |
| GNMA_24-59D                                                      | 2054-04-20      | 1.0612%  | N/A     | $299999.00         | $11767.99          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-04-01      | 4.5000%  | N/A     | $2000.00           | $490.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 6.0000%  | N/A     | $215000.00         | $162052.48         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $8000.00           | $6714.58           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-06-01      | 4.0000%  | N/A     | $1002.00           | $259.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $862.70            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $856.35            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 2.5000%  | N/A     | $116827.00         | $72253.13          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-10-20      | 4.5000%  | N/A     | $1056.00           | $219.55            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-11-01      | 5.0000%  | N/A     | $94225.00          | $76354.34          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $922988.00         | $551750.83         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.5000%  | N/A     | $1003.00           | $1051.90           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $731.32            | Agency Mortgage-Backed Securities         |
| GNMA_25-118A                                                     | 2055-07-20      | 5.3577%  | N/A     | $100043.00         | $99997.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $621.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-01-01      | 2.8700%  | N/A     | $45000.00          | $20422.63          | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $31168862.00       | $4613220.84        | Agency Collateralized Mortgage Obligation |
| GNMA_20-21B                                                      | 2050-02-20      | 0.0000%  | N/A     | $129354991.00      | $372176.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $608.98            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-03-01      | 4.0000%  | N/A     | $1736414.00        | $212111.99         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-08-01      | 6.5000%  | N/A     | $1311445.00        | $14415.16          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-09-01      | 4.2600%  | N/A     | $1000.00           | $1007.87           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-03-01      | 3.5000%  | N/A     | $790000.00         | $158964.72         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $634.11            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2035-10-20      | 4.7500%  | N/A     | $45744.00          | $1057.81           | Agency Mortgage-Backed Securities         |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6132451.16        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $101477.00         | $103701.94         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $702.90            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $87000.00          | $79638.65          | Agency Mortgage-Backed Securities         |
| FNMA_23-14D                                                      | 2049-04-25      | 2.7500%  | N/A     | $1000000.00        | $810499.30         | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                                      | 2055-04-20      | 0.7912%  | N/A     | $50000000.00       | $2011689.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-05-01      | 6.0000%  | N/A     | $3799.00           | $35.81             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $688.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 4.5000%  | N/A     | $1001.00           | $790.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-08-01      | 4.5000%  | N/A     | $2758848.00        | $216737.44         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $8751192.00        | $7104764.91        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-12-01      | 1.5800%  | N/A     | $1000.00           | $927.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-11-01      | 4.3960%  | N/A     | $1030.00           | $9.01              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $6000.00           | $6059.76           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $115000.00         | $95222.93          | Agency Mortgage-Backed Securities         |
| FHLMC_5571A                                                      | 2055-08-25      | 1.4440%  | N/A     | $100032.00         | $6294.99           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1024.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $647.77            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 2.5000%  | N/A     | $2000.00           | $1405.64           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-03-01      | 6.0000%  | N/A     | $368439.00         | $285178.23         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                                           | 2028-08-15      | 4.2634%  | N/A     | $119314.00         | $8.78              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $8000.00           | $8109.03           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $1007.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $1035.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-01-01      | 5.0000%  | N/A     | $715642.00         | $554887.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 5.5000%  | N/A     | $1000.00           | $785.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $953.78            | Agency Mortgage-Backed Securities         |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076581.00       | $31335.40          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 6.0000%  | N/A     | $2364.00           | $2402.11           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-03-01      | 4.0000%  | N/A     | $1008.00           | $313.67            | Agency Mortgage-Backed Securities         |
| GNMA_21-135D                                                     | 2051-08-20      | 2.0501%  | N/A     | $20436973.00       | $2025963.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $807.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-10-01      | 7.0000%  | N/A     | $1000.00           | $9.78              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-11-01      | 4.0270%  | N/A     | $1001.00           | $5.58              | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 3.5000%  | N/A     | $29100.00          | $20980.94          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-03-01      | 5.2100%  | N/A     | $5759.00           | $5984.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $1013.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-08-01      | 5.5000%  | N/A     | $7014.00           | $111.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-06-01      | 6.4770%  | N/A     | $1096.00           | $101.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2051-03-20      | 4.0000%  | N/A     | $1000.00           | $688.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 3.0000%  | N/A     | $1000.00           | $537.61            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-01-01      | 3.5000%  | N/A     | $1003.00           | $243.91            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-05-01      | 4.0000%  | N/A     | $1000.00           | $796.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.5000%  | N/A     | $49876.00          | $41675.70          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-06-01      | 3.5000%  | N/A     | $413365.00         | $68932.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.5000%  | N/A     | $1000.00           | $586.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-10-01      | 3.5000%  | N/A     | $1000000.00        | $144390.18         | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                                      | 2048-07-25      | 1.7333%  | N/A     | $12691776.00       | $118129.26         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2032-10-20      | 4.7500%  | N/A     | $8098166.00        | $27367.92          | Agency Mortgage-Backed Securities         |
| GNMA_22-22B                                                      | 2052-02-20      | 3.0000%  | N/A     | $1006.00           | $617.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.0000%  | N/A     | $2000.00           | $2053.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-03-20      | 6.5000%  | N/A     | $1000.00           | $972.07            | Agency Mortgage-Backed Securities         |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $353746.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 3.0000%  | N/A     | $1000.00           | $495.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.5000%  | N/A     | $1001.00           | $1043.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $498.12            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $892.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-02-20      | 4.5000%  | N/A     | $1024.00           | $820.48            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1171.00           | $1102.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 3.0000%  | N/A     | $8001.00           | $1854.52           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M5                 | 2034-01-01      | 2.4220%  | N/A     | $1800000.00        | $1548028.90        | Agency Collateralized Mortgage Obligation |
| FNMA_24-29A                                                      | 2054-05-25      | 21.3716% | N/A     | $1940196.00        | $1704002.62        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.5000%  | N/A     | $911654.00         | $174458.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-11-01      | 3.5000%  | N/A     | $7000.00           | $1959.76           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-04-01      | 3.0400%  | N/A     | $1000.00           | $820.77            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-04-01      | 3.5000%  | N/A     | $1000.00           | $96.08             | Agency Mortgage-Backed Securities         |
| GNMA_25-48B                                                      | 2055-03-20      | 1.6712%  | N/A     | $341802.00         | $18877.83          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.5000%  | N/A     | $113136.00         | $117730.96         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $7015.00           | $6483.60           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-02-01      | 6.0000%  | N/A     | $1000.00           | $748.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 6.5230%  | N/A     | $1000.00           | $1012.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.5000%  | N/A     | $1001.00           | $674.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 3.5000%  | N/A     | $14000.00          | $12619.54          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-10-01      | 6.5540%  | N/A     | $1824.00           | $85.69             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 4.5000%  | N/A     | $320402.00         | $265022.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 5.0000%  | N/A     | $1000.00           | $977.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-02-01      | 4.0000%  | N/A     | $7000.00           | $1636.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $2000.00           | $1513.83           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 1.5000%  | N/A     | $1000.00           | $622.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-05-20      | 3.0000%  | N/A     | $26674855.00       | $6537628.44        | Agency Mortgage-Backed Securities         |
| GNMA_24-157B                                                     | 2054-09-20      | 0.0500%  | N/A     | $49899904.00       | $61490.43          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $189000.00         | $114722.22         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-01-01      | 3.5000%  | N/A     | $890000.00         | $162376.81         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-08-01      | 2.5000%  | N/A     | $3000.00           | $1914.96           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 4.5000%  | N/A     | $2000.00           | $1838.94           | Agency Mortgage-Backed Securities         |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $7019466.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $987.10            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-03-01      | 2.3000%  | N/A     | $1000.00           | $946.65            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1018.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 5.0000%  | N/A     | $2000.00           | $1102.47           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $742.94            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2032-11-15      | 6.5000%  | N/A     | $1006.00           | $3.33              | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $519437.00         | $530811.40         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 3.0000%  | N/A     | $3025.00           | $2233.57           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $928.20            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48              | 2031-10-25      | 5.0280%  | N/A     | $2606.00           | $2694.15           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1029.67           | Agency Mortgage-Backed Securities         |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $573386.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $887.33            | Agency Mortgage-Backed Securities         |
| FHLMC_5537                                                       | 2055-05-25      | 0.5440%  | N/A     | $113686954.00      | $4572821.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $672.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $898.60            | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                                      | 2050-10-20      | 2.0000%  | N/A     | $100600.00         | $6033.48           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-11-01      | 1.5800%  | N/A     | $1000.00           | $859.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-06-01      | 3.5000%  | N/A     | $100000.00         | $42017.21          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-11-01      | 6.0000%  | N/A     | $2571783.00        | $49750.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2065-04-20      | 7.0000%  | N/A     | $1000.00           | $1029.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 5.0000%  | N/A     | $742490.00         | $503951.50         | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                                      | 2055-04-25      | 1.6440%  | N/A     | $50558502.00       | $3115047.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_3747                                                       | 2040-10-15      | 2.0134%  | N/A     | $4106212.00        | $14433.42          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-05-01      | 5.5000%  | N/A     | $1000.00           | $272.97            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2040-08-15      | 5.0000%  | N/A     | $1000.00           | $70.95             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $1529000.00        | $341868.10         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 3.5000%  | N/A     | $1003.00           | $782.39            | Agency Mortgage-Backed Securities         |
| FNMA_20-67D                                                      | 2050-09-25      | 2.0000%  | N/A     | $12500000.00       | $1238850.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 6.0000%  | N/A     | $5242896.00        | $5216751.83        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1013.80           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-01-01      | 6.5710%  | N/A     | $1089.00           | $12.30             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-10-01      | 2.0000%  | N/A     | $1000.00           | $681.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 2.5000%  | N/A     | $2000.00           | $1368.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 5.5000%  | N/A     | $1043100.00        | $1063760.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-09-01      | 5.5000%  | N/A     | $146209.00         | $146614.68         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $865.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-07-01      | 4.0000%  | N/A     | $2544188.00        | $753861.85         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $314.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $792.52            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-06-01      | 4.0000%  | N/A     | $7012.00           | $889.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $760.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589843.00        | $967689.32         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $693.91            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-11-01      | 3.5000%  | N/A     | $700000.00         | $127469.40         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-04-01      | 4.6800%  | N/A     | $1000.00           | $1023.62           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-06-01      | 4.6640%  | N/A     | $1000.00           | $12.51             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-04-01      | 4.5000%  | N/A     | $4317896.00        | $737907.45         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-10-01      | 2.5000%  | N/A     | $1000.00           | $199.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $534.72            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-08-01      | 2.5000%  | N/A     | $1003.00           | $127.44            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2039-12-01      | 4.0000%  | N/A     | $1000.00           | $38.78             | Agency Mortgage-Backed Securities         |
| FHMS_16-K058                                                     | 2026-07-25      | 2.3400%  | N/A     | $1854.00           | $348.74            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-12-01      | 4.0000%  | N/A     | $1000.00           | $888.29            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-09-01      | 5.0000%  | N/A     | $7120738.00        | $1023096.18        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-05-01      | 5.0000%  | N/A     | $2000.00           | $1379.68           | Agency Mortgage-Backed Securities         |
| FHLMC_5064B                                                      | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $726233.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-10-01      | 2.4100%  | N/A     | $1001.00           | $941.93            | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $23232.08          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 2.5000%  | N/A     | $1000.00           | $699.15            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-05-01      | 3.0000%  | N/A     | $1000.00           | $178.40            | Agency Mortgage-Backed Securities         |
| GNMA_23-150D                                                     | 2053-10-20      | 6.0000%  | N/A     | $607406.00         | $631161.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1002.69           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $2000.00           | $211.27            | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.4619%  | N/A     | $14300101.00       | $688009.26         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2044-07-01      | 5.5000%  | N/A     | $9000.00           | $6772.45           | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                                       | 2027-01-15      | 2.1634%  | N/A     | $1493836.00        | $245.48            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2033-07-01      | 1.8600%  | N/A     | $1000.00           | $830.48            | Agency Mortgage-Backed Securities         |
| GNMA_21-16G                                                      | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8639.84           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 5.5000%  | N/A     | $1094373.00        | $1092482.44        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 4.5000%  | N/A     | $2008.00           | $1878.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-12-01      | 4.0000%  | N/A     | $1001.00           | $182.84            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-04-01      | 6.6030%  | N/A     | $2214.00           | $2096.35           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-07-01      | 3.0000%  | N/A     | $1002.00           | $216.25            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 3.5000%  | N/A     | $1000.00           | $795.06            | Agency Mortgage-Backed Securities         |
| GNMA_18-51B                                                      | 2046-11-20      | 0.2845%  | N/A     | $2029949.00        | $8902.07           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $669.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1001.00           | $670.75            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2041-11-01      | 5.0000%  | N/A     | $1000.00           | $67.14             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-11-01      | 4.5000%  | N/A     | $1000.00           | $102.42            | Agency Mortgage-Backed Securities         |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $693971.85         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2034-04-01      | 6.0000%  | N/A     | $91523.00          | $7317.59           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $377161.00         | $386397.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2042-06-01      | 4.0000%  | N/A     | $32912867.00       | $3613483.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2108.02           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $945.19            | Agency Mortgage-Backed Securities         |
| GNMA_25-118E                                                     | 2055-07-20      | 1.5612%  | N/A     | $122062302.00      | $6069056.59        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 2.5000%  | N/A     | $3000.00           | $1788.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 4.0000%  | N/A     | $150991.00         | $134931.02         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 6.0000%  | N/A     | $1233.00           | $1162.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-12-01      | 6.6050%  | N/A     | $1043.00           | $16.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-05-20      | 5.5000%  | N/A     | $977985.00         | $38851.26          | Agency Mortgage-Backed Securities         |
| FHLMC_5523A                                                      | 2053-11-25      | 2.7940%  | N/A     | $18444289.00       | $1214519.08        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-11-01      | 6.0000%  | N/A     | $1000.00           | $785.78            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $776.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $536.22            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                                 | 2048-05-01      | 3.5000%  | N/A     | $1000.00           | $59.08             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-08-01      | 6.0300%  | N/A     | $1002.00           | $21.10             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-07-01      | 2.5000%  | N/A     | $1000.00           | $714.28            | Agency Mortgage-Backed Securities         |
| GNMA_23-66A                                                      | 2053-05-20      | 1.7612%  | N/A     | $45000008.00       | $2305206.46        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 3.0000%  | N/A     | $1000.00           | $157.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2043-06-20      | 6.1250%  | N/A     | $4480.00           | $60.82             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-02-01      | 6.5000%  | N/A     | $5501079.00        | $5570411.90        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.0000%  | N/A     | $1000.00           | $984.85            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-01-01      | 5.0000%  | N/A     | $1025.00           | $839.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 2.0000%  | N/A     | $1008.00           | $634.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.0000%  | N/A     | $306000.00         | $91488.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-03-01      | 4.0000%  | N/A     | $1000.00           | $25.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-03-01      | 2.0000%  | N/A     | $1000.00           | $663.60            | Agency Mortgage-Backed Securities         |
| FHSTR-377                                                        | 2051-01-25      | 2.0000%  | N/A     | $100309.00         | $9208.48           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $523111.00         | $537694.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $739710.00         | $702044.17         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-03-01      | 5.5000%  | N/A     | $8343392.00        | $87721.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $89.62             | Agency Mortgage-Backed Securities         |
| GNMA_22-51P                                                      | 2052-03-20      | 0.0000%  | N/A     | $28179454.00       | $414064.71         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-12-01      | 2.0000%  | N/A     | $765000.00         | $412943.70         | Agency Mortgage-Backed Securities         |
| FHLMC_5483D                                                      | 2054-12-25      | 11.8905% | N/A     | $2417708.00        | $2581936.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $189.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-02-01      | 7.0000%  | N/A     | $8046000.00        | $580147.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.0000%  | N/A     | $1000.00           | $992.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.5000%  | N/A     | $7000.00           | $4906.36           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2031-06-01      | 5.5000%  | N/A     | $14927926.00       | $24141.20          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-09-01      | 4.0000%  | N/A     | $84007.00          | $64224.51          | Agency Mortgage-Backed Securities         |
| FHLMC_5379B                                                      | 2054-02-25      | 1.4440%  | N/A     | $39799947.00       | $1241421.04        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $3010.00           | $2523.66           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-11-01      | 3.0000%  | N/A     | $2000.00           | $623.54            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-07-01      | 4.0000%  | N/A     | $7000.00           | $1114.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $656.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-09-01      | 3.0000%  | N/A     | $1027.00           | $188.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-10-01      | 3.0000%  | N/A     | $4000000.00        | $692981.73         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-09-01      | 3.5000%  | N/A     | $575000.00         | $68306.74          | Agency Mortgage-Backed Securities         |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $7053278.16        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $300008.00         | $33963.68          | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                                     | 2052-03-20      | 4.7500%  | N/A     | $4609177.00        | $4598363.41        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $212.37            | Agency Mortgage-Backed Securities         |
| FHLMC_3632                                                       | 2040-02-15      | 2.5448%  | N/A     | $2800000.00        | $519710.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $809.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 3.5000%  | N/A     | $275000.00         | $148697.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1011.03           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 5.0000%  | N/A     | $1042.00           | $967.16            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1013.89           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 5.5000%  | N/A     | $7000.00           | $5689.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-05-01      | 6.0000%  | N/A     | $7000.00           | $805.26            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-02-01      | 3.2600%  | N/A     | $1108.00           | $971.50            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $471.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-08-01      | 5.5000%  | N/A     | $2000.00           | $2045.86           | Agency Mortgage-Backed Securities         |
| GNMA_24-25C                                                      | 2054-02-20      | 1.4112%  | N/A     | $60308672.00       | $1554613.82        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-06-20      | 5.0000%  | N/A     | $1024.00           | $1017.88           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 6.5000%  | N/A     | $10191793.00       | $10490675.95       | Agency Mortgage-Backed Securities         |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068              | 2027-08-25      | 0.5375%  | N/A     | $1960000.00        | $12369.81          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $854.10            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 3.5000%  | N/A     | $1000.00           | $876.01            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 6.0000%  | N/A     | $28158.00          | $22138.04          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 3.0000%  | N/A     | $202999.00         | $117900.14         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1351.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2043-07-01      | 3.5000%  | N/A     | $1000.00           | $251.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2045-10-01      | 3.5000%  | N/A     | $1000.00           | $143.62            | Agency Mortgage-Backed Securities         |
| FNMA_24-56C                                                      | 2054-08-25      | 2.7440%  | N/A     | $3109320.00        | $232899.15         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-06-01      | 4.5000%  | N/A     | $516000.00         | $69078.91          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1034.17           | Agency Mortgage-Backed Securities         |
| FHLMC_5426B                                                      | 2054-06-25      | 18.7716% | N/A     | $4193516.00        | $3683428.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.5000%  | N/A     | $2008.00           | $1666.28           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-04-01      | 4.5000%  | N/A     | $2153720.00        | $197636.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-05-01      | 3.0000%  | N/A     | $271985.00         | $20060.17          | Agency Mortgage-Backed Securities         |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2056400.00        | $187995.57         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-07-01      | 4.5000%  | N/A     | $1000.00           | $851.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-02-01      | 2.0000%  | N/A     | $11470128.00       | $6388108.99        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1011.78           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2029-03-01      | 2.3100%  | N/A     | $1085.00           | $1026.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $897.99            | Agency Mortgage-Backed Securities         |
| GNMA_25-82A                                                      | 2065-05-20      | 0.5612%  | N/A     | $100103.00         | $2082.79           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $108.57            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-07-20      | 6.5000%  | N/A     | $77166183.00       | $48439908.42       | Agency Mortgage-Backed Securities         |
| GNMA_24-186E                                                     | 2052-11-20      | 0.0700%  | N/A     | $26106554.00       | $43191.62          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $949.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.5000%  | N/A     | $2010.00           | $1940.04           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 4.0000%  | N/A     | $1000.00           | $333.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $2000.00           | $1468.30           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $590.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-09-01      | 5.0000%  | N/A     | $1004.00           | $82.87             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $930.04            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 2.5000%  | N/A     | $1000.00           | $678.31            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-09-01      | 6.0000%  | N/A     | $7000.00           | $5765.33           | Agency Mortgage-Backed Securities         |
| FHLMC_5409J                                                      | 2054-05-25      | 0.5440%  | N/A     | $65000000.00       | $1277407.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $1968.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 5.5000%  | N/A     | $41731.00          | $37877.04          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2044-11-01      | 5.0000%  | N/A     | $1004.00           | $137.67            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $771.09            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-12-01      | 2.0000%  | N/A     | $710000.00         | $439928.88         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-12-01      | 4.0000%  | N/A     | $2719000.00        | $352074.05         | Agency Mortgage-Backed Securities         |
| GNMA_21-193E                                                     | 2050-02-20      | 3.0000%  | N/A     | $6786403.00        | $429024.08         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $297207.00         | $306811.62         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $1014.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 5.5000%  | N/A     | $90000.00          | $82940.05          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $964.86            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $635.99            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-10-01      | 4.9070%  | N/A     | $2000.00           | $2003.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-08-01      | 4.0000%  | N/A     | $1001.00           | $320.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2036-12-01      | 2.0000%  | N/A     | $1002.00           | $580.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2039-12-20      | 5.8750%  | N/A     | $53815.00          | $867.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.0000%  | N/A     | $191000.00         | $155136.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $857.60            | Agency Mortgage-Backed Securities         |
| FHMS_K743                                                        | 2028-05-25      | 1.0094%  | N/A     | $1060774.00        | $23045.74          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-11-01      | 3.5000%  | N/A     | $1000.00           | $188.62            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.0000%  | N/A     | $1632706.00        | $1600973.26        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $946.57            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-05-01      | 3.0000%  | N/A     | $289006.00         | $174040.46         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 3.0000%  | N/A     | $31809.00          | $26621.46          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-12-01      | 5.5000%  | N/A     | $360965.00         | $283559.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2038-03-01      | 6.5000%  | N/A     | $789999.00         | $13852.48          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2041-10-15      | 4.0000%  | N/A     | $1023.00           | $45.14             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 3.5000%  | N/A     | $820000.00         | $101491.08         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-01-01      | 5.5000%  | N/A     | $1433970.00        | $1183677.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $614.62            | Agency Mortgage-Backed Securities         |
| GNMA_23-151F                                                     | 2053-10-20      | 2.6112%  | N/A     | $8152352.00        | $537065.31         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $1001.00           | $158.11            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-06-01      | 4.0000%  | N/A     | $136000.00         | $22941.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151             | 2050-10-20      | 2.5000%  | N/A     | $37146462.00       | $3172295.45        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $834.87            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $546.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $645.06            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.5000%  | N/A     | $2000.00           | $1652.26           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-04-01      | 5.0000%  | N/A     | $2012.00           | $1910.97           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1327.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2028-12-01      | 7.0000%  | N/A     | $14102578.00       | $14099.95          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $113301.00         | $115569.25         | Agency Mortgage-Backed Securities         |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $658.50            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $855.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-05-01      | 3.0000%  | N/A     | $71259.00          | $16770.39          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $557.23            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-07-01      | 5.5000%  | N/A     | $4737988.00        | $39975.46          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $18000.00          | $10891.98          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-02-01      | 6.0000%  | N/A     | $1000.00           | $890.42            | Agency Mortgage-Backed Securities         |
| GNMA_23-20C                                                      | 2053-02-20      | 1.8912%  | N/A     | $43392396.00       | $4030912.27        | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                                      | 2055-03-25      | 1.4840%  | N/A     | $121224743.00      | $6816343.80        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 4.0000%  | N/A     | $1008.00           | $922.14            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $735.60            | Agency Mortgage-Backed Securities         |
| FNMA_25-44A                                                      | 2055-06-25      | 5.0000%  | N/A     | $1000.00           | $931.42            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-10-01      | 5.5000%  | N/A     | $1327.00           | $1338.81           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-08-01      | 3.5000%  | N/A     | $365000.00         | $34543.96          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 5.5000%  | N/A     | $2024.00           | $2004.70           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-01-01      | 3.9100%  | N/A     | $1010.00           | $649.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-06-01      | 2.5900%  | N/A     | $1096.00           | $770.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $2867349.00        | $2902412.17        | Agency Mortgage-Backed Securities         |
| FNMA_16-8                                                        | 2046-03-25      | 3.0000%  | N/A     | $1000.00           | $833.41            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $802.68            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2039-10-15      | 5.0000%  | N/A     | $1032.00           | $17.15             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1036.95           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-10-01      | 4.0000%  | N/A     | $7003.00           | $1245.79           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2039-11-01      | 4.9900%  | N/A     | $1000.00           | $1000.12           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $561.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 6.0000%  | N/A     | $2000.00           | $1754.78           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-04-01      | 5.0000%  | N/A     | $777823.00         | $306861.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 3.5000%  | N/A     | $1000.00           | $727.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-09-01      | 2.0000%  | N/A     | $45100.00          | $20875.16          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2038-05-01      | 5.5000%  | N/A     | $6463575.00        | $56987.10          | Agency Mortgage-Backed Securities         |
| FNMA_14-74A                                                      | 2040-02-25      | 1.8805%  | N/A     | $206272.00         | $1937.43           | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47701220.00       | $3598360.12        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-04-01      | 3.0000%  | N/A     | $2000.00           | $1408.37           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $827.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1016.98           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-12-01      | 4.5000%  | N/A     | $2887.00           | $143.19            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-10-01      | 3.5000%  | N/A     | $1000.00           | $776.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-06-01      | 3.0000%  | N/A     | $6589899.00        | $3674681.25        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 5.0000%  | N/A     | $2008.00           | $1523.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2037-05-01      | 2.5000%  | N/A     | $880951.00         | $562055.75         | Agency Mortgage-Backed Securities         |
| FHLMC_4923F                                                      | 2053-01-15      | 0.4890%  | N/A     | $160249.00         | $600.99            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 4.5000%  | N/A     | $2000.00           | $1926.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 6.0000%  | N/A     | $890988.00         | $625801.86         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 3.0000%  | N/A     | $1000.00           | $839.73            | Agency Mortgage-Backed Securities         |
| FHLMC_4448                                                       | 2040-05-15      | 1.9324%  | N/A     | $113880121.00      | $452079.73         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $514.52            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.5000%  | N/A     | $1180000.00        | $124531.86         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $600.67            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-03-01      | 6.5000%  | N/A     | $1941.00           | $1792.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $754.84            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $535.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-03-01      | 4.0000%  | N/A     | $2000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-02-01      | 2.5000%  | N/A     | $1000.00           | $557.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2048-12-01      | 4.5000%  | N/A     | $1000.00           | $74.19             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-10-01      | 3.0000%  | N/A     | $1000.00           | $801.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-05-01      | 2.5000%  | N/A     | $1000.00           | $726.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $716.46            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $843.46            | Agency Mortgage-Backed Securities         |
| FNMA_19-35J                                                      | 2059-07-25      | 1.7602%  | N/A     | $100033.00         | $792.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-02-01      | 4.9880%  | N/A     | $16090.00          | $15635.94          | Agency Mortgage-Backed Securities         |
| FHLMC_5431A                                                      | 2054-07-25      | 8.9638%  | N/A     | $9424470.00        | $9598202.13        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400190.00        | $129494.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_5474A                                                      | 2054-11-25      | 2.8440%  | N/A     | $45325088.00       | $4580823.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $631.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-04-20      | 4.5000%  | N/A     | $1000.00           | $906.12            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $389468.00         | $402099.65         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-03-01      | 5.5000%  | N/A     | $2000.00           | $1562.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-01-01      | 5.0000%  | N/A     | $138379.00         | $20068.36          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-09-01      | 3.0000%  | N/A     | $190000.00         | $115037.17         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1014.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2033-11-01      | 6.0000%  | N/A     | $1077971.00        | $15420.83          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $864.01            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2042-05-01      | 2.0000%  | N/A     | $100000.00         | $70223.28          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $847.43            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $993.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.0000%  | N/A     | $2000.00           | $1185.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 2.5000%  | N/A     | $1000.00           | $759.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1512.97           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $680.61            | Agency Mortgage-Backed Securities         |
| FNMA_21-44B                                                      | 2045-06-25      | 2.0307%  | N/A     | $189502.00         | $4545.57           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1035.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1017.64           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-06-20      | 3.5000%  | N/A     | $31699196.00       | $3241656.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2046-12-01      | 4.0000%  | N/A     | $2000.00           | $305.07            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $998.48            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-02-20      | 7.5000%  | N/A     | $1000.00           | $1062.30           | Agency Mortgage-Backed Securities         |
| GNMA_15-117D                                                     | 2039-11-16      | 3.5000%  | N/A     | $53546982.00       | $12344.03          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $38383.00          | $25073.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-03-01      | 3.0000%  | N/A     | $434174.00         | $272523.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-09-20      | 4.0000%  | N/A     | $1000.00           | $763.22            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $928.09            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $552.86            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-04-01      | 4.0000%  | N/A     | $1000.00           | $272.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-01-20      | 6.0000%  | N/A     | $1024.00           | $990.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-02-20      | 2.5000%  | N/A     | $1000.00           | $667.83            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-07-01      | 4.0000%  | N/A     | $1000.00           | $749.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $6007.00           | $1984.31           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1016.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $814.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2030-09-01      | 4.7100%  | N/A     | $1000.00           | $1026.17           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-07-01      | 1.5000%  | N/A     | $2000.00           | $1207.83           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 3.0000%  | N/A     | $1000.00           | $360.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $775.55            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 5.5000%  | N/A     | $1154330.00        | $1178280.92        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2039-01-01      | 5.5000%  | N/A     | $8076614.00        | $56350.31          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2041-07-01      | 4.5000%  | N/A     | $5301007.00        | $192110.89         | Agency Mortgage-Backed Securities         |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293333.00         | $34236.02          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $407.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-07-01      | 6.0000%  | N/A     | $1008.00           | $1036.14           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $6225870.00        | $5085687.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $2000.00           | $1687.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-12-01      | 6.0000%  | N/A     | $1506683.00        | $838211.36         | Agency Mortgage-Backed Securities         |
| GNMA_24-64T                                                      | 2054-04-20      | 5.6388%  | N/A     | $80432.00          | $62174.65          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2050-06-01      | 3.0000%  | N/A     | $7000.00           | $2712.79           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-12-01      | 6.5000%  | N/A     | $14000.00          | $11130.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2035-09-01      | 6.1750%  | N/A     | $15007.00          | $119.73            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $926.46            | Agency Mortgage-Backed Securities         |
| GNMA_25-48A                                                      | 2055-03-20      | 5.4388%  | N/A     | $100000000.00      | $97892429.16       | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1009.82           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2049-12-01      | 3.5000%  | N/A     | $195000.00         | $55721.87          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.0000%  | N/A     | $708000.00         | $710477.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-07-01      | 3.4300%  | N/A     | $11743.00          | $7309.71           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2040-10-01      | 2.0000%  | N/A     | $1000.00           | $528.40            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-08-01      | 3.5000%  | N/A     | $154300.00         | $31591.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.5000%  | N/A     | $2000.00           | $2079.92           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $651.07            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2050-11-20      | 4.5000%  | N/A     | $1000.00           | $199.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2040-06-01      | 4.5000%  | N/A     | $197945.00         | $16144.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2034-04-01      | 3.9060%  | N/A     | $1006.00           | $12.60             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $648.39            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $735.65            | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10859303.00       | $1099257.50        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $811.07            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-10-01      | 3.0000%  | N/A     | $7001.00           | $4440.36           | Agency Mortgage-Backed Securities         |
| FNMA_24-75C                                                      | 2054-10-25      | 1.6940%  | N/A     | $2585592.00        | $164576.00         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 3.0000%  | N/A     | $1000.00           | $780.32            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $788.38            | Agency Mortgage-Backed Securities         |
| GNMA_24-21F                                                      | 2053-07-20      | 0.1000%  | N/A     | $30421600.00       | $53541.80          | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                                      | 2055-06-20      | 5.5888%  | N/A     | $34536000.00       | $34518912.07       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2051-02-01      | 2.0000%  | N/A     | $1000.00           | $517.73            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-10-01      | 6.5000%  | N/A     | $62737.00          | $49810.61          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-08-01      | 4.5000%  | N/A     | $600000.00         | $90784.66          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-08-20      | 6.0000%  | N/A     | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2043-04-01      | 3.5000%  | N/A     | $257072.00         | $42208.29          | Agency Mortgage-Backed Securities         |
| FHLMC_5475C                                                      | 2054-11-25      | 0.1940%  | N/A     | $100000.00         | $1956.72           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-08-01      | 3.0000%  | N/A     | $1000.00           | $148.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-04-01      | 4.7400%  | N/A     | $1100.00           | $1077.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2049-04-20      | 5.5000%  | N/A     | $1017.00           | $62.52             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $829.22            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2048-10-01      | 5.0000%  | N/A     | $3055000.00        | $287052.68         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $934.53            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-02-01      | 6.0000%  | N/A     | $832351.00         | $843939.05         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2041-01-01      | 2.7200%  | N/A     | $1001.00           | $802.30            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-01-01      | 3.0000%  | N/A     | $1000.00           | $713.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $725.31            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $3250301.00        | $3285225.63        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1009.05           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $79.05             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-07-01      | 5.0000%  | N/A     | $7003.00           | $5961.92           | Agency Mortgage-Backed Securities         |
| FNMA_24-8A                                                       | 2054-03-25      | 2.6440%  | N/A     | $101913511.00      | $5078341.97        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-12-01      | 6.0000%  | N/A     | $1000.00           | $935.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-03-20      | 7.0000%  | N/A     | $1020.00           | $1074.17           | Agency Mortgage-Backed Securities         |
| FNMA_25-59B                                                      | 2055-08-25      | 0.7440%  | N/A     | $100000000.00      | $3272732.02        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $813.50            | Agency Mortgage-Backed Securities         |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100983.00         | $288.41            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-10-01      | 4.5000%  | N/A     | $1000.00           | $927.94            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2036-07-01      | 2.5000%  | N/A     | $2000.00           | $1044.86           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2046-02-01      | 4.0000%  | N/A     | $506524.00         | $32599.63          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1032.99           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $1009.91           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $1012.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-06-01      | 2.0000%  | N/A     | $1001.00           | $609.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1001.89           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $670.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2053-06-01      | 5.0000%  | N/A     | $500000.00         | $468695.46         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-04-01      | 5.5000%  | N/A     | $335347.00         | $334741.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2046-07-20      | 4.0000%  | N/A     | $8717.00           | $1910.69           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $970.06            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-11-01      | 4.5000%  | N/A     | $2000.00           | $1611.65           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1030.24           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $619.41            | Agency Mortgage-Backed Securities         |
| FREDDIEMAC STRIP FHSTR_227                                       | 2034-12-01      | 5.0000%  | N/A     | $235974.00         | $318.41            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-04-01      | 5.5000%  | N/A     | $2000.00           | $1850.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $999.63            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $608.17            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $982.58            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1029.45           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-06-01      | 5.0000%  | N/A     | $87000.00          | $83043.91          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2049-01-01      | 5.0000%  | N/A     | $2002.00           | $174.95            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $736.21            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2053-04-01      | 5.0000%  | N/A     | $92742.00          | $77300.86          | Agency Mortgage-Backed Securities         |
| GNMA_25-4E                                                       | 2055-01-20      | 0.1497%  | N/A     | $53445523.00       | $10267.61          | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                                     | 2054-10-20      | 1.1112%  | N/A     | $59959809.00       | $2772349.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-02-20      | 5.5000%  | N/A     | $1024.00           | $738.96            | Agency Mortgage-Backed Securities         |
| GNMA_24-64K                                                      | 2054-04-20      | 0.8112%  | N/A     | $14755154.00       | $720575.98         | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200002.00         | $22361.18          | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                                     | 2053-12-20      | 2.6612%  | N/A     | $33181206.00       | $1330282.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-06-01      | 5.0000%  | N/A     | $2343.00           | $2288.52           | Agency Mortgage-Backed Securities         |
| GNMA_24-39K                                                      | 2054-03-20      | 2.0112%  | N/A     | $11959744.00       | $502494.12         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2037-06-01      | 5.0000%  | N/A     | $1026.00           | $10.80             | Agency Mortgage-Backed Securities         |

### Security 147: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $669654148.62
- **C.18.a - Value (excl. sponsor support):** $669654148.62
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-09-15      | 6.0000%  | N/A     | $2408632.00        | $2547791.52        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $1499980.00        | $1570401.31        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | N/A     | $25534.00          | $18790.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 5.0000%  | N/A     | $1504660.00        | $1473549.67        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-10-01      | 5.5000%  | N/A     | $546768.00         | $508309.16         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $10347264.00       | $10877672.28       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-02-01      | 3.5000%  | N/A     | $180000.00         | $76008.66          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-11-20      | 3.5000%  | N/A     | $1505000.00        | $112988.71         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-04-20      | 3.5000%  | N/A     | $1005000.00        | $116706.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-02-01      | 3.5000%  | N/A     | $20015.00          | $6881.01           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.0000%  | N/A     | $576000.00         | $294965.78         | Agency Mortgage-Backed Securities   |
| GNMA GNII SP 787058 C                      | 2053-08-20      | 0.0000%  | N/A     | $961004.00         | $770303.55         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-08-15      | 6.5000%  | N/A     | $2343000.00        | $50693.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 5.0000%  | N/A     | $1128542.00        | $1079648.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $1686548.00        | $622348.08         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | N/A     | $82506.00          | $40770.37          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-09-01      | 1.7800%  | N/A     | $2015600.00        | $1761480.99        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.0000%  | N/A     | $9370000.00        | $8780616.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.5000%  | N/A     | $1523000.00        | $178255.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 6.0000%  | N/A     | $10145344.00       | $10101474.43       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2657752.00        | $2759312.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-08-20      | 3.0000%  | N/A     | $584000.00         | $79955.67          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 2.5000%  | N/A     | $81457920.00       | $45208148.61       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 7.5000%  | N/A     | $1768564.00        | $983971.42         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.0000%  | N/A     | $383719.00         | $357604.72         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-07-20      | 3.5000%  | N/A     | $50000.00          | $6153.42           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-07-01      | 3.0000%  | N/A     | $750000.00         | $90852.85          | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2036-11-17      | 2.5800%  | N/A     | $25318000.00       | $20990993.46       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2029-09-01      | 7.5000%  | N/A     | $210744832.00      | $220521.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-04-01      | 5.5000%  | N/A     | $24064.00          | $16373.35          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 4.0000%  | N/A     | $386000.00         | $26380.36          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2039-08-01      | 3.5000%  | N/A     | $1000000.00        | $129730.51         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1446200.00        | $1510935.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-07-01      | 4.0000%  | N/A     | $587584.00         | $156171.82         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 7.0000%  | N/A     | $1273350.00        | $1109863.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $2284188.00        | $2367997.90        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.5000%  | N/A     | $100200.00         | $98515.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-06-01      | 4.5000%  | N/A     | $118001.00         | $34612.44          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-02-20      | 3.5000%  | N/A     | $379756.00         | $39373.31          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $41023744.00       | $33878728.15       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-08-01      | 2.0000%  | N/A     | $2013912.00        | $1386286.32        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $100000.00         | $99151.13          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 7.0000%  | N/A     | $4049980.00        | $3543777.70        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 6.0000%  | N/A     | $3900392.00        | $3943245.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 7.0000%  | N/A     | $1023572.00        | $1083770.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 5.0000%  | N/A     | $7000.00           | $6899.87           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-09-01      | 5.0000%  | N/A     | $1158336.00        | $125215.14         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 5.0000%  | N/A     | $978903.00         | $663296.92         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-12-01      | 1.5000%  | N/A     | $141170.00         | $70993.05          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-06-01      | 5.0000%  | N/A     | $119076.00         | $110248.68         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-07-01      | 3.0000%  | N/A     | $92000.00          | $48468.14          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-02-01      | 4.0000%  | N/A     | $7137656.00        | $6686468.50        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 7.0000%  | N/A     | $15318240.00       | $10234238.86       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-07-01      | 5.0000%  | N/A     | $3939370.00        | $2723480.23        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 3.0000%  | N/A     | $59319296.00       | $40473015.07       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-08-01      | 3.0000%  | N/A     | $322186.00         | $149939.83         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.0000%  | N/A     | $8030.00           | $5487.77           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-12-01      | 5.0000%  | N/A     | $165313.00         | $139458.68         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $110255.00         | $111793.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-01-01      | 5.5000%  | N/A     | $369802.00         | $294689.48         | Agency Mortgage-Backed Securities   |
| GNMA GNII AP 786463 M                      | 2053-09-20      | 0.0000%  | N/A     | $132000.00         | $102936.08         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 7.0000%  | N/A     | $2088244.00        | $2202984.21        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $4585984.00        | $4668550.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 4.5000%  | N/A     | $1083904.00        | $830799.59         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $25983720.00       | $21431928.12       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 2.0000%  | N/A     | $895999.00         | $492067.95         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-10-01      | 4.5000%  | N/A     | $21023264.00       | $5757640.91        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-02-20      | 3.0000%  | N/A     | $1500000.00        | $115906.46         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2035-04-15      | 5.0000%  | N/A     | $6245087.00        | $47146.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-09-01      | 2.0000%  | N/A     | $166054.00         | $79219.46          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 4.5000%  | N/A     | $6282656.00        | $4923212.57        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 4.5000%  | N/A     | $6010.00           | $5179.68           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-08-15      | 7.0000%  | N/A     | $10499104.00       | $10829226.56       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 6.0000%  | N/A     | $300000.00         | $262757.58         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1159082.00        | $1216073.64        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $10144176.00       | $10438220.61       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-11-01      | 5.5000%  | N/A     | $35285120.00       | $2118127.46        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-11-01      | 6.0000%  | N/A     | $50820.00          | $40758.54          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1414448.00        | $1476331.99        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 5.5000%  | N/A     | $214541.00         | $203144.79         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-11-01      | 3.0000%  | N/A     | $937000.00         | $345535.26         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 3.5000%  | N/A     | $107998.00         | $13101.07          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 4.0000%  | N/A     | $50000000.00       | $36651190.35       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $174937.06         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-09-01      | 4.0000%  | N/A     | $132000.00         | $32603.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-12-01      | 3.5000%  | N/A     | $135000.00         | $45273.04          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 6.0000%  | N/A     | $17010.00          | $14462.93          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 5.0000%  | N/A     | $16050000.00       | $415134.08         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $25032800.00       | $25797019.19       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-11-01      | 3.5000%  | N/A     | $703000.00         | $100317.87         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-03-20      | 3.5000%  | N/A     | $222582.00         | $21956.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-05-01      | 4.0000%  | N/A     | $2605668.00        | $533423.68         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 4.5000%  | N/A     | $658987.00         | $624770.22         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-07-20      | 4.5000%  | N/A     | $2059720.00        | $533599.11         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.5000%  | N/A     | $700292.00         | $733153.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-06-01      | 5.0000%  | N/A     | $5665000.00        | $180400.93         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1452548.00        | $1500945.93        | Agency Mortgage-Backed Securities   |

### Security 149: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDSC4NU7
- **C.18 - Value (incl. sponsor support):** $214000000.00
- **C.18.a - Value (excl. sponsor support):** $214000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $4074200.00        | $1695506.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | N/A     | $71706624.00       | $55664489.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $76573800.00       | $77124135.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | N/A     | $1178700.00        | $1780628.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $9594880.00        | $7876724.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 0.0000%  | N/A     | $19.09             | $14.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | N/A     | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $78541100.00       | $74138189.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $10.98             | $8.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $251.52            | $208.68            | U.S. Treasuries (including strips) |

### Security 150: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85869052.00
- **C.18.a - Value (excl. sponsor support):** $85869052.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PW1
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.9200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $4269500.00        | $4488721.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $42003200.00       | $41434660.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $156117400.00      | $160480998.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $24714700.00       | $25426108.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $50525000.00       | $51822246.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $5001100.00        | $5084453.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $6209500.00        | $6248057.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $13143200.00       | $13892108.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $17396800.00       | $17744179.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $23900.00          | $24026.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $4885300.00        | $4972231.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $797800.00         | $785606.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $43828800.00       | $44716010.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $341700.00         | $326711.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $2969800.00        | $2979364.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $606368800.00      | $599646595.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $49032300.00       | $48172262.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $604.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $237507600.00      | $236620229.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $1164600.00        | $1171008.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $52012100.00       | $53092719.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $303586000.00      | $312170804.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $669100.00         | $633825.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $30648900.00       | $30147560.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.0805%  | N/A     | $4000.00           | $4028.33           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $405734400.00      | $415097019.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $5005200.00        | $4932675.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $74983900.00       | $75899072.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $63406900.00       | $64853534.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $5417500.00        | $5443510.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $50206400.00       | $48872717.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | N/A     | $7076600.00        | $7485130.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $24672100.00       | $23289014.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $19535500.00       | $19741750.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | N/A     | $457700.00         | $466655.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $9500.00           | $9597.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $11222800.00       | $11804230.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | N/A     | $5003800.00        | $4927281.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $10703400.00       | $10918677.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $22080500.00       | $24943049.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $255000.00         | $266086.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $28430100.00       | $28239732.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $21669000.00       | $19291298.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | N/A     | $23100.00          | $23251.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $23193600.00       | $22071777.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $8818300.00        | $7614762.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $23767800.00       | $24177770.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $70375200.00       | $72074176.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $1029100.00        | $1016470.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $5012800.00        | $5009379.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $512385000.00      | $519423632.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $22800.00          | $22724.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $95908300.00       | $96993022.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | N/A     | $45000.00          | $45516.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $5577200.00        | $5187282.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $30099300.00       | $28721859.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $642900.00         | $651155.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $29126500.00       | $29039687.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $21008900.00       | $21568663.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $488800.00         | $460242.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $86562300.00       | $80910344.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $24732900.00       | $25190617.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $33057100.00       | $32794626.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $14940300.00       | $15204810.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $14725500.00       | $14559101.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $54004100.00       | $54485384.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $50586600.00       | $50603495.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $14991700.00       | $15007998.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $153588000.00      | $159732134.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $1057000.00        | $1054724.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $24928100.00       | $25007333.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $4031500.00        | $3767321.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $64720200.00       | $65679872.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $417475200.00      | $431509938.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $2113600.00        | $2116316.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $74143900.00       | $76439617.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $20703800.00       | $21177295.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $14057700.00       | $12189860.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $41259400.00       | $42221752.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $13821200.00       | $14063022.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $3818300.00        | $3756472.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $351410800.00      | $364538628.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $152137400.00      | $156449810.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $24236000.00       | $22796510.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | N/A     | $245545200.00      | $252240665.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $15632100.00       | $16040981.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $300.00            | $296.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $3275300.00        | $3306942.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $16116600.00       | $16603853.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | N/A     | $2500.00           | $2490.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $25794700.00       | $26843518.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $24832500.00       | $23441954.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $200.00            | $196.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $39949800.00       | $37309897.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $24901300.00       | $25284705.32       | U.S. Treasuries (including strips) |

### Security 152: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4Q18
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $1051685.00        | $1013644.14        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $598.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $1024.00           | $221.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $123.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $867.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $193.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $269.74            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $1008.00           | $663.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $451.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1128.00           | $1124.97           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $4571280.00        | $511327.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1255272.00        | $1042478.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $891.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $892.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | N/A     | $1000.00           | $35.89             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-10-01      | 6.5000%  | N/A     | $1023.00           | $1.18              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1008.00           | $1024.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 5.5000%  | N/A     | $40829312.00       | $220428.05         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1001.00           | $1036.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $955743.00         | $985929.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $65.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | N/A     | $90633344.00       | $1295803.03        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $723.34            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1218640.00        | $1235336.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1047.21           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | N/A     | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $578.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1178007.00        | $1194160.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1104.00           | $951.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $176398353.03      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 4.0000%  | N/A     | $406673.00         | $236814.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-01-01      | 3.5000%  | N/A     | $1000.00           | $162.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1000.00           | $914.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1008.00           | $875.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.0000%  | N/A     | $30221600.00       | $43832.05          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-11-01      | 4.0000%  | N/A     | $1000.00           | $106.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.0000%  | N/A     | $13873146.00       | $514350.32         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1008.00           | $171.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $1022.00           | $776.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 5.5000%  | N/A     | $1064.00           | $712.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $530.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 3.5000%  | N/A     | $1962596.00        | $1775439.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.0000%  | N/A     | $1024.00           | $580.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $971.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $5967.00           | $4405.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1038.32           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $817.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $945.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-12-01      | 3.0000%  | N/A     | $2270996.00        | $129737.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.0000%  | N/A     | $1000.00           | $334.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1014.83           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1024.00           | $967.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $220.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1559990.00        | $1617053.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $200.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 4.5000%  | N/A     | $20772027.00       | $5834171.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $151906659.00      | $147150935.98      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1062.00           | $562.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $95912.00          | $99677.82          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.5000%  | N/A     | $1142437.00        | $1220941.46        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 4.0000%  | N/A     | $724915.00         | $682218.48         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $1043.05           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1560750.00        | $1584703.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $887.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $1000.00           | $168.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $213897.00         | $195796.79         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1008.00           | $894.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $287.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $23343072.00       | $13157025.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.5000%  | N/A     | $2204448.00        | $1658323.35        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $259.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $238.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $940.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | N/A     | $1343074.00        | $1253077.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1008.00           | $993.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $225934730.00      | $197671312.59      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $7168.00           | $6443.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $887.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $738.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $729.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1123782.00        | $1137667.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $191.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-06-01      | 3.5000%  | N/A     | $1000.00           | $13.25             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | N/A     | $1000.00           | $650.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $678.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $415.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $199.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $332251494.00      | $181657418.43      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1563075.00        | $1611426.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1015.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | N/A     | $1491725.00        | $1553346.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $1022.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $2281465.00        | $2275087.87        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $258.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $1000.00           | $879.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $794.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $560000.00         | $385478.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $55024640.00       | $34738179.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $203710551.00      | $179986475.09      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | N/A     | $1591740.00        | $1670674.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $209.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 3.5000%  | N/A     | $10000.00          | $8163.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 3.0000%  | N/A     | $51000.00          | $32168.16          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $898.85            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $113774534.00      | $115495423.90      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $831.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $3855989.00        | $3672035.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $183185.00         | $177241.30         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $2532740.00        | $2366861.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $495.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1019.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | N/A     | $7496520.00        | $7504625.07        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1008.00           | $823.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $180.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $799.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | N/A     | $6144.00           | $4810.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1048.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $1000.00           | $31.48             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 3.5000%  | N/A     | $561000.00         | $124158.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $457.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | N/A     | $2328416.00        | $2452494.70        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $247.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 3.5000%  | N/A     | $1000.00           | $791.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | N/A     | $1007.00           | $10.98             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1008.00           | $139.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1040.00           | $846.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2615429.57        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $2024.00           | $1559.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.0000%  | N/A     | $1101022.00        | $1104842.30        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $31461120.00       | $28929412.97       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | N/A     | $1024.00           | $104.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $1020.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $1835879.00        | $1849326.20        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $1028.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $250314421.00      | $152259694.63      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $94145953.00       | $88960314.30       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | N/A     | $62000.00          | $58687.44          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $1641780.00        | $1676279.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $214.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $991.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1400.00           | $558.09            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.5000%  | N/A     | $1000.00           | $884.21            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-05-01      | 3.5000%  | N/A     | $1000.00           | $323.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 4.5000%  | N/A     | $1000.00           | $540.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $341230378.00      | $169496665.13      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $845.83            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1554250.00        | $1600261.74        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $752.36            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $1029.43           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 4.5000%  | N/A     | $1000.00           | $972.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $857.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $56.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $183672648.05      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $994.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $122583424.00      | $123404287.30      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $1273118.00        | $1286582.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $5443520.00        | $5371099.62        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $1013822.00        | $1029863.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $42578669.00       | $36679116.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $192.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-09-01      | 5.5000%  | N/A     | $5300000.00        | $1564626.71        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | N/A     | $1024.00           | $2.51              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 2.5000%  | N/A     | $250944943.00      | $144439800.89      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.0000%  | N/A     | $3542808.00        | $1539945.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $948.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $850.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $732.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1063717.00        | $1088113.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $792.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $161524686.00      | $155050928.28      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $1559750.00        | $1617217.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $147183186.37      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $874432.43         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-02-01      | 3.5000%  | N/A     | $1008.00           | $180.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $208.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $2338500.00        | $2380428.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $251458181.00      | $139393150.38      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $36995732.00       | $36859292.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1001.00           | $985.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $2040.00           | $2073.25           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $1222999.00        | $1251492.43        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1030.19           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $883.92            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $1024.00           | $973.01            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1192800.00        | $1206161.53        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | N/A     | $938209.00         | $924105.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 5.5000%  | N/A     | $1000.00           | $6.34              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1024.00           | $977.58            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1402840.00        | $1456102.09        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $18005824.00       | $2360133.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $878.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1018.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $3128960.00        | $2771158.30        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $651.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $17300333.00       | $15959394.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $1001.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $642.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1016015.00        | $1040446.61        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $1008.00           | $494.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1024.00           | $1034.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $735.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1687100.00        | $1761940.32        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 5.0000%  | N/A     | $1000.00           | $753.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 4.5000%  | N/A     | $1024.00           | $972.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $896.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $1792290.00        | $1813091.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $97.85             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1000.00           | $862.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $544.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $2764865.00        | $2269428.40        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $916.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $1063.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1056.00           | $857.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $669.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $1008.00           | $875.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $482.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.44           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1809300.00        | $1864429.97        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 3.0000%  | N/A     | $150712.00         | $53338.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $823.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $168379384.00      | $138716580.43      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-10-01      | 2.0000%  | N/A     | $1000.00           | $560.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $181.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $800.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $89080503.00       | $86941388.73       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1015051.00        | $1032652.21        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $2524620.00        | $2609023.94        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $846.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $93162368.00       | $96991794.21       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $1016.00           | $46.74             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.0000%  | N/A     | $1024.00           | $841.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $6952875.00        | $6699937.96        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $189410853.86      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1120.00           | $1097.20           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1037.00           | $1040.98           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1322950.00        | $1324939.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $158611281.00      | $149540026.76      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | N/A     | $1008.00           | $1018.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $792.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 7.0000%  | N/A     | $1157814.00        | $1089269.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $808.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $245022.00         | $213415.77         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $815.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $324205119.00      | $184085199.04      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1023.00           | $1062.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $46011044.00       | $25537320.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $1814.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | N/A     | $3679839.00        | $111480.69         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1005.00           | $1024.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2002580.71        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $15294520.00       | $15362665.81       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $703.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $185046762.00      | $181596718.64      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $421.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $739.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | N/A     | $1024.00           | $291.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.0000%  | N/A     | $1000.00           | $996.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $1038023.00        | $1057292.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1023.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $1003.22           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-09-01      | 5.5000%  | N/A     | $1000.00           | $1.52              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $556.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $2638826.00        | $2738865.25        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 3.5000%  | N/A     | $1024.00           | $305.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $1006.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $242.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $887.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $454.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $785.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $1008.00           | $879.64            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $1031178.00        | $1045761.05        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-05-01      | 1.5000%  | N/A     | $1000.00           | $388.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $616.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $948.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 4.5000%  | N/A     | $1024.00           | $931.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $726.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $182396523.79      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $689.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $996.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.5000%  | N/A     | $1156.00           | $1099.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $309.37            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 7.5000%  | N/A     | $7885708.00        | $7227285.37        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-08-01      | 5.5000%  | N/A     | $1000.00           | $650.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1866000.00        | $1723231.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $751.89            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $2510060.00        | $2495310.91        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $2835608.00        | $2671468.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $871.03            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 7.5000%  | N/A     | $1097858.00        | $1170273.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1037.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.0000%  | N/A     | $1008.00           | $993.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $935.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $718.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $192.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $1003.63           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $309.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $205.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $14271475.15       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $100.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | N/A     | $1323.00           | $30.89             | Agency Mortgage-Backed Securities |

### Security 153: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDSC4NS2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $0.22              | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $5.00              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.15              | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $11.29             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $1.89              | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $14.32             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $1.65              | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.0000%  | N/A     | $312000.00         | $94.33             | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $18.93             | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 0.0000%  | N/A     | $249955.00         | $95.29             | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $1.04              | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $0.26              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.80              | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $2.57              | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.6612%  | N/A     | $96456979.00       | $4701983.96        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $0.98              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $8.39              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 | 2061-11-20      | 0.5065%  | N/A     | $700000.00         | $97.90             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $1.21              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.21              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $23.62             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $0.55              | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $12.98             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.27              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $1.71              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $8.81              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-06-15      | 0.0000%  | N/A     | $150000000.00      | $74.42             | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.06              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $24.13             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.0983%  | N/A     | $235000.00         | $57.40             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $5.43              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| GNMA_12-H20                                          | 2061-04-20      | 0.3331%  | N/A     | $1000000.00        | $16.04             | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $46.79             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.38             | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $1.22              | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $61.96             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-04-20      | 1.3501%  | N/A     | $31028199.00       | $546667.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.6037%  | N/A     | $42696886.00       | $36.39             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.68              | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $6.09              | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $10.17             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7501%  | N/A     | $28000000.00       | $4.90              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.8663%  | N/A     | $2594290.00        | $72.54             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.64              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $1.66              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $3.51              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $38.99             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $13.48             | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.0210%  | N/A     | $12173605.00       | $46.74             | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.80              | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.6440%  | N/A     | $250000.00         | $48.17             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $5.89              | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $43.91             | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $21.69             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.16              | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $29.30             | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $20.19             | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $4.83              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $15.72             | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $13.73             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22J                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $76.84             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $13.23             | Agency Collateralized Mortgage Obligation |
| GNMA_25-137J                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $0.75              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $7.82              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1754%  | N/A     | $227119159.00      | $54.30             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $14.99             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $17.81             | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1530243957.60
- **C.18.a - Value (excl. sponsor support):** $1530243957.60
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDSC4PP6
- **C.18 - Value (incl. sponsor support):** $347000000.00
- **C.18.a - Value (excl. sponsor support):** $347000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $100000000.00      | $94086000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $100001000.00      | $102215785.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $58212200.00       | $57782593.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $9886600.00        | $10056338.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | N/A     | $90000000.00       | $89799312.96       | U.S. Treasuries (including strips) |

### Security 156: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $522001362.42
- **C.18.a - Value (excl. sponsor support):** $522001362.42
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420304086.24
- **C.18.a - Value (excl. sponsor support):** $420304086.24
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $300960939.00
- **C.18.a - Value (excl. sponsor support):** $300960939.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3056604585.06
- **C.18.a - Value (excl. sponsor support):** $3056604585.06
- **C.19 - Percentage of Net Assets:** 1.7000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1501208933.16
- **C.18.a - Value (excl. sponsor support):** $1501208933.16
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-131 VG                                       | 2036-12-20      | 3.0000%  | N/A     | $3849100.00        | $3554816.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-61 BS                                        | 2049-05-20      | 1.8001%  | N/A     | $25609312.00       | $444517.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-155 IO                                       | 2058-02-16      | 0.5323%  | N/A     | $161415168.00      | $889989.41         | Agency Collateralized Mortgage Obligation |
| FNRA RC062SQ R13F062                                   | 2032-09-25      | 2.2795%  | N/A     | $37575296.00       | $167462.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-059 SB                                       | 2050-04-20      | 1.8501%  | N/A     | $7225312.00        | $155276.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-006 SE                                       | 2040-02-20      | 1.8501%  | N/A     | $24395776.00       | $8508.40           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-007 IO                                       | 2057-01-16      | 0.4877%  | N/A     | $65159000.00       | $157322.15         | Agency Collateralized Mortgage Obligation |
| FNRM CL040SZ R25F040                                   | 2054-10-25      | 6.0000%  | N/A     | $2586000.00        | $2263946.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-99 ZG                                        | 2045-07-20      | 3.5000%  | N/A     | $1000000.00        | $934008.61         | Agency Collateralized Mortgage Obligation |
| FGRA 3417MT 11/15/37                                   | 2037-11-15      | 6.4866%  | N/A     | $3887036.00        | $45504.24          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-158 AS                                       | 2051-09-20      | 0.0000%  | N/A     | $73814272.00       | $884523.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-023 SJ                                       | 2049-02-20      | 1.8001%  | N/A     | $68614000.00       | $846731.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 TI                                       | 2052-02-20      | 0.0000%  | N/A     | $49995766.00       | $19237.37          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 PF                                       | 2055-08-20      | 5.2964%  | N/A     | $30397792.00       | $30692596.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 JT                                       | 2052-01-20      | 0.0000%  | N/A     | $143237120.00      | $90191.87          | Agency Collateralized Mortgage Obligation |
| FGRA 4999AT 12/15/47                                   | 2047-12-15      | 0.1500%  | N/A     | $7464136.00        | $12727.91          | Agency Collateralized Mortgage Obligation |
| GNRM 2018-35 GZ                                        | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $504543.22         | Agency Collateralized Mortgage Obligation |
| FGRM 4191GI 04/15/33                                   | 2033-04-15      | 3.5000%  | N/A     | $11058576.00       | $52221.97          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-101 IO                                       | 2056-04-16      | 0.5301%  | N/A     | $106105472.00      | $167458.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-072 SD                                       | 2048-05-20      | 2.0001%  | N/A     | $77205000.00       | $873749.78         | Agency Collateralized Mortgage Obligation |
| FNRA CL085TJ R25F085                                   | 2055-09-25      | 0.0500%  | N/A     | $30000000.00       | $47068.33          | Agency Collateralized Mortgage Obligation |
| FNRM RC010KI R14F010                                   | 2043-09-25      | 5.0000%  | N/A     | $6256250.00        | $22943.63          | Agency Collateralized Mortgage Obligation |
| MNRA CL006X R23M006                                    | 2028-07-25      | 0.1307%  | N/A     | $725000000.00      | $827628.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 ET                                       | 2054-05-20      | 0.0500%  | N/A     | $14287696.00       | $14792.68          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 SD                                       | 2054-09-20      | 1.0612%  | N/A     | $100000000.00      | $4107179.87        | Agency Collateralized Mortgage Obligation |
| FNRA RC079SM R16F079                                   | 2046-11-25      | 1.5295%  | N/A     | $39401472.00       | $1203269.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 HZ                                       | 2055-09-20      | 4.5000%  | N/A     | $6970992.00        | $6316011.53        | Agency Collateralized Mortgage Obligation |
| FNRM CL001AI R17F001                                   | 2046-07-25      | 4.0000%  | N/A     | $9366750.00        | $31650.54          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 CA                                       | 2054-07-20      | 5.0000%  | N/A     | $6828420.00        | $6535982.38        | Agency Collateralized Mortgage Obligation |
| FGRA 4913US 03/15/49                                   | 2049-03-15      | 1.5634%  | N/A     | $15546760.00       | $389149.77         | Agency Collateralized Mortgage Obligation |
| FNRA CL083SQ R12F083                                   | 2042-08-25      | 1.5295%  | N/A     | $52222912.00       | $325814.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-099 SG                                       | 2053-07-20      | 1.6612%  | N/A     | $33599488.00       | $1796166.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 TF                                       | 2053-05-20      | 5.3888%  | N/A     | $100000000.00      | $43602815.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-086 IO                                       | 2059-05-16      | 0.6922%  | N/A     | $117551616.00      | $1266758.99        | Agency Collateralized Mortgage Obligation |
| FNRA CL003SG R12F003                                   | 2042-02-25      | 1.4795%  | N/A     | $54729152.00       | $420198.94         | Agency Collateralized Mortgage Obligation |
| FNRA CL057SJ R19F057                                   | 2049-10-25      | 1.5795%  | N/A     | $5921000.00        | $209981.36         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SA R25F085                                   | 2055-09-25      | 1.5956%  | N/A     | $50000000.00       | $3432980.62        | Agency Collateralized Mortgage Obligation |
| FERA 5592SP 09/25/55                                   | 2055-09-25      | 2.7440%  | N/A     | $46595456.00       | $4728278.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2005-86 IO                                        | 2047-04-16      | 0.2072%  | N/A     | $292814842.00      | $5659.44           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-083       X3     20461125 FLT     | 2046-11-25      | 2.3698%  | N/A     | $16102460.00       | $1085997.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 QC                                       | 2051-07-20      | 4.0000%  | N/A     | $331616768.00      | $327543592.93      | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 QN                                       | 2050-06-20      | 6.0000%  | N/A     | $7495592.00        | $7770023.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 IQ                                       | 2051-07-20      | 6.0000%  | N/A     | $24885920.00       | $3013945.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 CT                                       | 2053-04-20      | 0.0500%  | N/A     | $96972800.00       | $73683.02          | Agency Collateralized Mortgage Obligation |
| FGRA 3317DS 05/15/37                                   | 2037-05-15      | 3.7836%  | N/A     | $12990240.00       | $51665.75          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-63 LO                                        | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1692773.23        | Agency Collateralized Mortgage Obligation |
| FGRM 4903IE 09/15/48                                   | 2048-09-15      | 4.0000%  | N/A     | $562500.00         | $6291.50           | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K103         X2-B   20300625 0.10000 | 2030-06-25      | 0.1000%  | N/A     | $237713664.00      | $840925.40         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 KA                                       | 2055-03-20      | 5.0000%  | N/A     | $98531840.00       | $99223610.15       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KC03         B      20260125 FLT     | 2026-01-25      | 4.4935%  | N/A     | $725000.00         | $721221.83         | Agency Collateralized Mortgage Obligation |
| FNRM CL128PO R13F128                                   | 2043-12-25      | 0.0000%  | N/A     | $2675000.00        | $284748.04         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 N                                        | 2051-06-20      | 4.5000%  | N/A     | $39024128.00       | $38525629.94       | Agency Collateralized Mortgage Obligation |
| FNRA CL085SD R25F085                                   | 2053-05-25      | 2.7830%  | N/A     | $57052480.00       | $5156775.17        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 MV                                       | 2036-11-20      | 4.0000%  | N/A     | $2653472.00        | $2650604.19        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2017-T1       A      20270625 2.89800 | 2027-06-25      | 2.8980%  | N/A     | $261000.00         | $252451.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 IQ                                       | 2051-07-20      | 6.0000%  | N/A     | $69086848.00       | $16168694.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-122 SH                                       | 2051-07-20      | 2.0501%  | N/A     | $10440192.00       | $1022968.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-063 EI                                       | 2038-04-20      | 3.5000%  | N/A     | $22360416.00       | $144673.23         | Agency Collateralized Mortgage Obligation |
| FGRA 4141ZK 12/15/42                                   | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $160052.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R25F085                                   | 2055-09-25      | 0.9403%  | N/A     | $276034560.00      | $21470684.62       | Agency Collateralized Mortgage Obligation |
| FNRM CL081PI R12F081                                   | 2042-01-25      | 4.5000%  | N/A     | $1869332.00        | $254350.27         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 PG                                       | 2055-08-20      | 4.5000%  | N/A     | $30465632.00       | $30148850.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 LS                                       | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $385067.49         | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                                   | 2047-11-25      | 3.0000%  | N/A     | $49672320.00       | $44214579.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-125 QS                                       | 2049-10-20      | 1.8001%  | N/A     | $43600000.00       | $716931.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-055 MS                                       | 2044-04-16      | 1.9386%  | N/A     | $314560960.00      | $2433973.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-023 IO                                       | 2059-05-16      | 0.5982%  | N/A     | $114434080.00      | $1178406.06        | Agency Collateralized Mortgage Obligation |
| FNRA CL021SB R25F021                                   | 2053-07-25      | 0.8440%  | N/A     | $73122304.00       | $2536981.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 QS                                       | 2055-09-20      | 1.6262%  | N/A     | $120000000.00      | $8319568.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BF                                       | 2054-10-20      | 5.5888%  | N/A     | $30000000.00       | $29067449.80       | Agency Collateralized Mortgage Obligation |
| FNRM CL085BZ R25F085                                   | 2055-09-25      | 4.5000%  | N/A     | $1132556.00        | $1005627.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-90 JS                                        | 2048-06-20      | 2.0001%  | N/A     | $14500000.00       | $325260.40         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 SI                                        | 2043-07-16      | 0.3659%  | N/A     | $30793376.00       | $88955.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-143 WS                                       | 2045-10-20      | 1.5053%  | N/A     | $16006048.00       | $76675.22          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-009 YD                                       | 2040-01-16      | 2.5386%  | N/A     | $496144640.00      | $1989823.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-28 IO                                        | 2057-02-16      | 0.6766%  | N/A     | $74070000.00       | $968663.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ZK                                       | 2055-09-20      | 5.0000%  | N/A     | $20335488.00       | $20199906.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 CB                                       | 2054-07-20      | 0.1000%  | N/A     | $50000000.00       | $142824.94         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K63          X2-B   20500225 0.10000 | 2050-02-25      | 0.1000%  | N/A     | $235683328.00      | $306047.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 AS                                       | 2053-11-20      | 1.1112%  | N/A     | $56784640.00       | $2491868.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 MS                                       | 2055-09-20      | 0.0000%  | N/A     | $1500000000.00     | $42610500.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SB                                       | 2055-09-20      | 2.8262%  | N/A     | $187500000.00      | $20288825.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-27 IO                                        | 2059-02-16      | 0.5442%  | N/A     | $72000000.00       | $797566.74         | Agency Collateralized Mortgage Obligation |
| FGRA 3042PS 08/15/35                                   | 2035-08-15      | 5.6586%  | N/A     | $2150000.00        | $22670.84          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 SW                                       | 2053-08-20      | 1.3112%  | N/A     | $34801088.00       | $2445214.32        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K97          X2-B   20300125 0.10000 | 2030-01-25      | 0.1000%  | N/A     | $202808320.00      | $678912.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ZE                                       | 2051-07-20      | 5.2500%  | N/A     | $135049472.00      | $134123190.18      | Agency Collateralized Mortgage Obligation |
| FGRM 4374CG 12/15/43                                   | 2043-12-15      | 2.7500%  | N/A     | $20000000.00       | $1782213.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 ES                                       | 2050-09-20      | 0.0000%  | N/A     | $26381440.00       | $273148.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-175 IO                                       | 2058-09-16      | 0.6811%  | N/A     | $75000000.00       | $770482.18         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-K84          X2-B   20511125 FLT     | 2051-11-25      | 0.1000%  | N/A     | $275055104.00      | $784884.87         | Agency Collateralized Mortgage Obligation |
| FNRA CL056SC R05F056                                   | 2033-08-25      | 5.1590%  | N/A     | $9262430.00        | $350608.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 FD                                       | 2055-09-20      | 5.1738%  | N/A     | $100000000.00      | $100460415.56      | Agency Collateralized Mortgage Obligation |
| FNRM CL147WI R12F147                                   | 2033-01-25      | 4.0000%  | N/A     | $21488000.00       | $86810.34          | Agency Collateralized Mortgage Obligation |
| FERM 5326EI 07/25/53                                   | 2053-07-25      | 0.0500%  | N/A     | $132077824.00      | $191339.28         | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                                   | 2053-02-25      | 5.0000%  | N/A     | $12436672.00       | $12215255.72       | Agency Collateralized Mortgage Obligation |
| FGRA 4542SA 01/15/45                                   | 2045-01-15      | 1.5634%  | N/A     | $26666656.00       | $311283.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 IT                                        | 2040-04-16      | 0.2521%  | N/A     | $35232320.00       | $62938.03          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-155 BI                                       | 2047-10-16      | 6.0000%  | N/A     | $16765696.00       | $554635.03         | Agency Collateralized Mortgage Obligation |
| FNRM CL038IO R19F038                                   | 2039-07-25      | 4.0000%  | N/A     | $33843456.00       | $999934.81         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-140 BL                                       | 2051-08-20      | 2.0000%  | N/A     | $6794632.00        | $3712546.91        | Agency Collateralized Mortgage Obligation |
| FNRA CL070SL R19F070                                   | 2049-12-25      | 1.6295%  | N/A     | $54672000.00       | $1862003.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 TZ                                       | 2050-10-20      | 3.0000%  | N/A     | $30072832.00       | $1073102.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 KS                                       | 2044-01-16      | 1.3086%  | N/A     | $63160320.00       | $684126.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 XS                                       | 2054-12-20      | 1.6612%  | N/A     | $100000000.00      | $5480178.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 MZ                                       | 2052-08-20      | 4.0000%  | N/A     | $8308304.00        | $6550119.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 EZ                                       | 2065-08-20      | 5.0000%  | N/A     | $1434022.00        | $1372545.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-002 IO                                       | 2056-06-16      | 0.4124%  | N/A     | $112581376.00      | $196951.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 TS                                       | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $506794.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 JS                                       | 2055-09-20      | 2.8329%  | N/A     | $71496800.00       | $8212546.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 PZ                                       | 2055-08-20      | 5.0000%  | N/A     | $1256780.00        | $1238679.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 HT                                       | 2055-06-20      | 0.0112%  | N/A     | $5000000.00        | $10427.55          | Agency Collateralized Mortgage Obligation |
| FNRA CL076TL R24F076                                   | 2054-11-25      | 0.0500%  | N/A     | $8000000.00        | $14032.48          | Agency Collateralized Mortgage Obligation |
| FNRA CL018SL R05F018                                   | 2035-03-25      | 0.5744%  | N/A     | $6022664.00        | $182981.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 GZ                                       | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2369020.23        | Agency Collateralized Mortgage Obligation |
| FNRM CL085C R25F085                                    | 2055-09-25      | 5.0000%  | N/A     | $3177490.00        | $3174594.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 UZ                                       | 2055-09-20      | 4.5000%  | N/A     | $1200546.00        | $1116079.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 HS                                       | 2046-08-20      | 0.9312%  | N/A     | $42559296.00       | $416854.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-56 GK                                        | 2045-07-20      | 3.0000%  | N/A     | $15000000.00       | $1817602.21        | Agency Collateralized Mortgage Obligation |
| FGRM 4680BQ 05/15/47                                   | 2047-05-15      | 3.5000%  | N/A     | $1000000.00        | $229107.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 PS                                       | 2055-08-20      | 2.2036%  | N/A     | $51303488.00       | $5272208.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 AT                                       | 2055-09-20      | 0.1250%  | N/A     | $66685696.00       | $59354383.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 HS                                       | 2055-09-20      | 1.6329%  | N/A     | $50000000.00       | $3806879.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL085NF R25F085                                   | 2055-10-25      | 5.2597%  | N/A     | $300000000.00      | $299928454.58      | Agency Collateralized Mortgage Obligation |
| GNRA 2010-149 LZ                                       | 2040-11-16      | 4.5000%  | N/A     | $50000000.00       | $17107165.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SQ                                       | 2050-12-20      | 0.5001%  | N/A     | $19338304.00       | $106125.11         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K89          X2-B   20510125 0.10000 | 2051-01-25      | 0.1000%  | N/A     | $262379520.00      | $813784.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                       | 2053-05-20      | 5.3388%  | N/A     | $100000000.00      | $61499966.33       | Agency Collateralized Mortgage Obligation |
| FERA 5575SG 09/25/55                                   | 2055-09-25      | 0.8440%  | N/A     | $50000000.00       | $1969060.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-183 SE                                       | 2050-12-20      | 0.0000%  | N/A     | $22500000.00       | $405947.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL033LS R17F033                                   | 2039-05-25      | 1.6295%  | N/A     | $243405307.00      | $3708115.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 TC                                       | 2054-07-20      | 0.1000%  | N/A     | $42396224.00       | $95227.20          | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-K100          X2-B   20291025 FLT     | 2029-10-25      | 0.1000%  | N/A     | $255243008.00      | $887877.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SG                                       | 2055-09-20      | 2.8262%  | N/A     | $62500000.00       | $6423316.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 CS                                        | 2049-03-20      | 1.8501%  | N/A     | $19007904.00       | $451705.32         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SB R25F085                                   | 2055-09-25      | 0.9403%  | N/A     | $47048896.00       | $2814398.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SA                                       | 2055-09-20      | 2.2083%  | N/A     | $81741952.00       | $8220004.75        | Agency Collateralized Mortgage Obligation |
| FNRA RC033S  R18F033                                   | 2048-05-25      | 1.7295%  | N/A     | $102568448.00      | $1756670.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL095CK R05F095                                   | 2035-11-25      | 6.1180%  | N/A     | $2235324.00        | $302860.07         | Agency Collateralized Mortgage Obligation |
| FERM 5575BV 09/25/36                                   | 2036-09-25      | 4.5000%  | N/A     | $6595952.00        | $6520398.98        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G06       X3     20341025 FLT     | 2034-10-25      | 2.8297%  | N/A     | $3900000.00        | $519321.87         | Agency Collateralized Mortgage Obligation |
| FNRM CL056CI R15F056                                   | 2045-08-25      | 6.0000%  | N/A     | $97250000.00       | $2264893.60        | Agency Collateralized Mortgage Obligation |
| FERA 5592PZ 05/25/55                                   | 2055-05-25      | 4.7500%  | N/A     | $5248736.00        | $4826603.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-018 QS                                       | 2047-02-16      | 1.8386%  | N/A     | $22448320.00       | $819249.32         | Agency Collateralized Mortgage Obligation |
| FNRA CL011SJ R18F011                                   | 2047-12-25      | 1.7295%  | N/A     | $93654400.00       | $1650970.34        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 CU                                       | 2055-09-20      | 4.5000%  | N/A     | $3363644.00        | $3317982.53        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB83         X1     20410125 FLT     | 2041-01-25      | 0.9663%  | N/A     | $8022000.00        | $185588.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SH                                       | 2055-09-20      | 1.0330%  | N/A     | $59192448.00       | $3429191.98        | Agency Collateralized Mortgage Obligation |
| FNRA CL002SB R18F002                                   | 2048-02-25      | 1.6795%  | N/A     | $43627776.00       | $1354980.51        | Agency Collateralized Mortgage Obligation |
| FNRA RC057BS R12F057                                   | 2042-06-25      | 0.0000%  | N/A     | $4113936.00        | $13695.80          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 QZ                                       | 2051-02-20      | 2.5000%  | N/A     | $4858500.00        | $638178.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 SN                                       | 2054-12-20      | 2.2612%  | N/A     | $45988544.00       | $1857013.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 TS                                       | 2054-04-20      | 0.0500%  | N/A     | $20000000.00       | $22682.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-118 IO                                       | 2062-06-16      | 0.8841%  | N/A     | $8500000.00        | $302970.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-141 SA                                       | 2041-10-16      | 1.8386%  | N/A     | $9535168.00        | $133957.50         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 LJ                                       | 2055-07-20      | 4.5000%  | N/A     | $32784768.00       | $30743162.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 TY                                       | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $46781.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ZP                                       | 2055-09-20      | 4.5000%  | N/A     | $1770524.00        | $1669740.46        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       A-2    20320325 FLT     | 2032-03-25      | 2.4000%  | N/A     | $2000000.00        | $1801518.67        | Agency Collateralized Mortgage Obligation |
| FERA 5251MS 08/25/52                                   | 2052-08-25      | 0.8440%  | N/A     | $73500000.00       | $3005583.59        | Agency Collateralized Mortgage Obligation |
| GNRM 2014-096 IO                                       | 2044-07-16      | 5.5000%  | N/A     | $109284992.00      | $900580.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ES                                       | 2065-09-20      | 0.3779%  | N/A     | $28245344.00       | $602867.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 KZ                                       | 2055-09-20      | 5.0000%  | N/A     | $1132602.00        | $1086041.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-035 IO                                       | 2058-03-16      | 0.7409%  | N/A     | $55340544.00       | $284263.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-061 SM                                       | 2042-05-16      | 2.3386%  | N/A     | $20000000.00       | $760209.59         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 TI                                       | 2046-03-20      | 3.5000%  | N/A     | $16368380.00       | $39770.57          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K95          X2-B   20520825 0.10000 | 2052-08-25      | 0.1000%  | N/A     | $234310912.00      | $788586.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-03 IO                                        | 2059-05-16      | 0.6062%  | N/A     | $62400000.00       | $642312.21         | Agency Collateralized Mortgage Obligation |
| FNRM CL061BA R25F061                                   | 2052-06-25      | 4.5000%  | N/A     | $20433504.00       | $19930308.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-189 IG                                       | 2057-01-16      | 0.5977%  | N/A     | $21924000.00       | $105407.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-217 IO                                       | 2064-06-16      | 0.7355%  | N/A     | $150000000.00      | $8456950.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-039 IO                                       | 2062-02-16      | 0.7876%  | N/A     | $44516000.00       | $1199490.77        | Agency Collateralized Mortgage Obligation |
| FNRM CL004A2 R16M004                                   | 2026-03-25      | 2.5760%  | N/A     | $125000.00         | $63570.68          | Agency Collateralized Mortgage Obligation |
| FNRA RC085KF R25F085                                   | 2055-10-25      | 5.5238%  | N/A     | $50000000.00       | $50191759.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2006-042 IO                                       | 2048-02-16      | 1.2500%  | N/A     | $166658048.00      | $7337.20           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-063 IO                                       | 2061-04-16      | 0.8155%  | N/A     | $26286112.00       | $1379462.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-22 KS                                        | 2048-09-20      | 1.9501%  | N/A     | $47757504.00       | $941332.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-72 EI                                        | 2044-04-20      | 3.3912%  | N/A     | $17346912.00       | $138288.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-67 AE                                        | 2056-10-16      | 2.6000%  | N/A     | $2000000.00        | $439232.39         | Agency Collateralized Mortgage Obligation |

### Security 162: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $742255155.00
- **C.18.a - Value (excl. sponsor support):** $742255155.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $542657763.98
- **C.18.a - Value (excl. sponsor support):** $542657763.98
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413444859.78
- **C.18.a - Value (excl. sponsor support):** $413444859.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $306860568.15
- **C.18.a - Value (excl. sponsor support):** $306860568.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDPURME9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $106000.00         | $109131.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | N/A     | $15093400.00       | $15071408.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | N/A     | $16040600.00       | $11438920.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | N/A     | $300.00            | $299.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $14293900.00       | $13497767.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | N/A     | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $200.00            | $212.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $19300.00          | $19254.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $97.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $1000.00           | $988.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $135000.00         | $137695.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $1000.00           | $980.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $200.00            | $203.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $96246200.00       | $69290719.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $50007000.00       | $50597214.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $200.00            | $201.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | N/A     | $100.00            | $83.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $22963800.00       | $23431863.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $64867000.00       | $65462625.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.0685%  | N/A     | $3472500.00        | $3497435.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $2890200.00        | $2442833.89        | U.S. Treasuries (including strips) |

### Security 167: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDSC4PG6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 5/8 NOTE Z 27  | 2027-05-31      | 2.6250%  | N/A     | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $1700.00           | $1747.84           | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $200.00            | $174.02            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $18377100.00       | $18602830.22       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $200.00            | $185.91            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $8900.00           | $9118.13           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $49575200.00       | $50562396.66       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $2000.00           | $1968.92           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $2900.00           | $2815.07           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $23800.00          | $23813.12          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $82600.00          | $84900.20          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $147800.00         | $148174.55         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $117900.00         | $115261.91         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $300.00            | $282.26            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $300.00            | $303.25            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $700.00            | $719.39            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $99.86             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $100.00            | $94.46             | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $100.00            | $105.13            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $26000.00          | $26251.97          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $600.00            | $607.29            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $678300.00         | $712748.78         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $4000.00           | $3495.47           | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.1435%  | N/A     | $4000.00           | $4029.38           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $152300.00         | $154743.91         | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $19631100.00       | $19344250.25       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $1500.00           | $1405.49           | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $2200.00           | $2329.38           | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | N/A     | $282600.00         | $279387.29         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $108.28            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $78.28             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BE 27 | 2027-07-31      | 3.8750%  | N/A     | $85200.00          | $86059.94          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $21386200.00       | $21228369.84       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $104500.00         | $105130.92         | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | N/A     | $200.00            | $327.22            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $2200.00           | $2246.96           | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $500.00            | $496.45            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $27139800.00       | $27214424.41       | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $13537600.00       | $14277629.25       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $600.00            | $560.23            | U.S. Treasuries (including strips) |

### Security 168: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95340985.67
- **C.18.a - Value (excl. sponsor support):** $95340985.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDSC4QF7
- **C.18 - Value (incl. sponsor support):** $119000000.00
- **C.18.a - Value (excl. sponsor support):** $119000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $118700.00         | $118429.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $1000.00           | $973.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $4071400.00        | $4037180.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $1086500.00        | $1074255.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | N/A     | $4894200.00        | $4946402.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | N/A     | $12226500.00       | $12001296.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $97021200.00       | $98904381.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | N/A     | $299700.00         | $297158.54         | U.S. Treasuries (including strips) |

### Security 170: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2367695333.42
- **C.18.a - Value (excl. sponsor support):** $2367695333.42
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2739478995.56
- **C.18.a - Value (excl. sponsor support):** $2739478995.56
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_15-80                                          | 2043-02-20      | 0.3869%  | N/A     | $67553541.00       | $182121.06         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-09-01      | 1.6000%  | N/A     | $9031968.00        | $7701920.22        | Agency Mortgage-Backed Securities         |
| FNMA_24-54D                                         | 2046-12-25      | 0.0015%  | N/A     | $110680678.00      | $1450.68           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2033-12-15      | 6.5000%  | N/A     | $8914408.00        | $246594.68         | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                          | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9980.21           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.0000%  | N/A     | $386634.00         | $315578.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-11-20      | 5.5000%  | N/A     | $8306880.00        | $8002800.11        | Agency Mortgage-Backed Securities         |
| FNMA_21-44C                                         | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $149206.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                        | 2073-12-20      | 0.5202%  | N/A     | $25510541.00       | $1635256.96        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2041-12-20      | 4.0000%  | N/A     | $7281946.00        | $375416.21         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-11-01      | 5.5000%  | N/A     | $55000.00          | $48348.70          | Agency Mortgage-Backed Securities         |
| GNMA_22-81E                                         | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $858.26            | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                         | 2046-02-25      | 1.9749%  | N/A     | $18923526.00       | $463479.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-11-01      | 5.9220%  | N/A     | $6882219.00        | $828104.65         | Agency Mortgage-Backed Securities         |
| GNMA_24-97A                                         | 2054-06-20      | 5.5888%  | N/A     | $2776906.00        | $1541846.64        | Agency Collateralized Mortgage Obligation |
| GNMA_15-63C                                         | 2040-01-20      | 0.4044%  | N/A     | $41565066.00       | $115630.61         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-07-01      | 3.0000%  | N/A     | $77512.00          | $7307.17           | Agency Mortgage-Backed Securities         |
| GNMA_14-100A                                        | 2041-04-20      | 0.5095%  | N/A     | $42674465.00       | $154472.39         | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 1.0112%  | N/A     | $8141187.00        | $409017.07         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                       | 2051-12-25      | 2.5000%  | N/A     | $5961504.00        | $647662.44         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-06-20      | 5.0000%  | N/A     | $67459768.00       | $67056705.15       | Agency Mortgage-Backed Securities         |
| FNMA_25-50A                                         | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $39948.04          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-05-01      | 4.5000%  | N/A     | $36225.00          | $7285.83           | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                          | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2647629.56        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                    | 2029-01-01      | 3.0000%  | N/A     | $8094.00           | $392.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 7.0000%  | N/A     | $2647.00           | $2835.88           | Agency Mortgage-Backed Securities         |
| GNMA_24-28B                                         | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1924059.66        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5856546.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2040-08-15      | 6.0000%  | N/A     | $807515.00         | $150176.46         | Agency Mortgage-Backed Securities         |
| GNMA_10-106                                         | 2040-08-20      | 1.7501%  | N/A     | $102857142.00      | $1047418.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                         | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $2022117.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                        | 2054-09-20      | 2.3112%  | N/A     | $25859435.00       | $1837880.36        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                        | 2050-08-20      | 0.0000%  | N/A     | $100062.00         | $931.13            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2029-11-20      | 6.5000%  | N/A     | $57750.00          | $6045.85           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 5.5000%  | N/A     | $121010.00         | $121913.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-10-20      | 4.5000%  | N/A     | $267323.00         | $12301.47          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 3.5000%  | N/A     | $771387.00         | $541525.70         | Agency Mortgage-Backed Securities         |
| FHLMC_5442C                                         | 2054-08-25      | 2.6740%  | N/A     | $98318962.00       | $5477438.51        | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                          | 2041-06-20      | 2.4201%  | N/A     | $150000000.00      | $494331.34         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                         | 2038-11-20      | 0.1415%  | N/A     | $22783027.00       | $84081.23          | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                          | 2052-02-25      | 1.9993%  | N/A     | $24793712.00       | $727957.75         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                        | 2074-02-20      | 0.6512%  | N/A     | $30000000.00       | $2059079.08        | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                         | 2047-10-25      | 2.5000%  | N/A     | $6300014.00        | $750095.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-64K                                         | 2054-04-20      | 0.8112%  | N/A     | $67306834.00       | $3286965.89        | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                         | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1067079.35        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 7.0000%  | N/A     | $8541.00           | $8796.02           | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                         | 2050-10-20      | 2.0000%  | N/A     | $9102625.00        | $545929.55         | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                          | 2042-03-25      | 2.0295%  | N/A     | $5013437.00        | $44577.59          | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                         | 2055-02-20      | 1.6112%  | N/A     | $54715948.00       | $3829966.28        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.5000%  | N/A     | $1000.00           | $1029.32           | Agency Mortgage-Backed Securities         |
| FHLMC_4923F                                         | 2053-01-15      | 0.4890%  | N/A     | $127689986.00      | $478879.84         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                               | 2050-08-25      | 2.5000%  | N/A     | $2221806.00        | $251528.97         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                         | 2054-08-25      | 2.7440%  | N/A     | $12930761.00       | $968560.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                        | 2074-01-20      | 0.5955%  | N/A     | $3514100.00        | $223012.53         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $1006.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5  | 2033-06-20      | 2.4501%  | N/A     | $185158.00         | $9.30              | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                         | 2054-03-20      | 2.0112%  | N/A     | $2036749.00        | $85574.94          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 6.0000%  | N/A     | $5469512.00        | $5557678.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $914.62            | Agency Mortgage-Backed Securities         |
| GNMA_18-92A                                         | 2046-08-20      | 0.4625%  | N/A     | $68850447.00       | $378737.68         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                           | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $356682.06         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-03-20      | 3.5000%  | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| FNMA_23-49E                                         | 2061-09-25      | 5.5000%  | N/A     | $5617904.00        | $831491.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                         | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2589127.85        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 4.5000%  | N/A     | $2975755.00        | $593058.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $96274.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 6.5000%  | N/A     | $114046.00         | $111479.86         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-07-20      | 6.5000%  | N/A     | $61923.00          | $38871.23          | Agency Mortgage-Backed Securities         |
| FNMA_18-53D                                         | 2048-07-25      | 1.7333%  | N/A     | $14683720.00       | $136669.37         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-08-01      | 3.5000%  | N/A     | $1412380.00        | $1257488.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-08-20      | 6.5000%  | N/A     | $367540.00         | $237011.81         | Agency Mortgage-Backed Securities         |
| FNMA_21-33                                          | 2047-05-25      | 2.5000%  | N/A     | $5340697.00        | $540624.13         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                         | 2038-11-20      | 0.2442%  | N/A     | $36294701.00       | $139294.94         | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                          | 2043-01-20      | 2.0501%  | N/A     | $83866385.00       | $421681.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 6.5000%  | N/A     | $1071358.00        | $1102387.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1044.63           | Agency Mortgage-Backed Securities         |
| FNMA_21-82C                                         | 2051-12-25      | 1.9802%  | N/A     | $21791680.00       | $583204.30         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1050.86           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2084                              | 2028-08-15      | 4.2634%  | N/A     | $634687.00         | $46.69             | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                         | 2050-05-20      | 1.8501%  | N/A     | $31245111.00       | $1329224.22        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-07-01      | 6.5000%  | N/A     | $20000.00          | $14477.14          | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                    | 2028-11-01      | 6.5000%  | N/A     | $5539460.00        | $2946.51           | Agency Mortgage-Backed Securities         |
| GNMA_23-48H                                         | 2053-03-20      | 5.3888%  | N/A     | $8330621.00        | $3727239.51        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-11-01      | 3.0000%  | N/A     | $2000000.00        | $352196.01         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-01-01      | 5.6300%  | N/A     | $1099717.00        | $1181134.85        | Agency Mortgage-Backed Securities         |
| GNMA_24-H20E                                        | 2074-11-20      | 0.7210%  | N/A     | $36000000.00       | $2408627.83        | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                         | 2042-06-20      | 0.3164%  | N/A     | $23468606.00       | $101368.69         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-01-01      | 2.0000%  | N/A     | $45000.00          | $28888.19          | Agency Mortgage-Backed Securities         |
| GNMA_24-9B                                          | 2054-01-20      | 1.4612%  | N/A     | $75000000.00       | $3066429.40        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-01-20      | 5.5000%  | N/A     | $4180914.00        | $4105785.11        | Agency Mortgage-Backed Securities         |
| FNMA_21-34G                                         | 2049-12-25      | 1.5295%  | N/A     | $45340933.00       | $1828215.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                         | 2055-08-25      | 1.4440%  | N/A     | $133591761.00      | $8406895.40        | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                         | 2045-06-25      | 1.6295%  | N/A     | $101661.00         | $2854.83           | Agency Collateralized Mortgage Obligation |
| FNMA_25-48                                          | 2055-06-25      | 5.0000%  | N/A     | $1000.00           | $964.53            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                              | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $28639.65          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                    | 2040-08-20      | 5.0000%  | N/A     | $7045611.00        | $1147.40           | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                           | 2044-01-16      | 0.2386%  | N/A     | $198453000.00      | $402511.78         | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                        | 2046-02-20      | 0.2052%  | N/A     | $73811077.00       | $451928.01         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                         | 2055-05-25      | 1.5940%  | N/A     | $6117506.00        | $428584.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5262B                                         | 2052-10-25      | 0.8440%  | N/A     | $72508720.00       | $2617827.04        | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                         | 2044-07-20      | 0.3177%  | N/A     | $39767332.00       | $318984.87         | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                        | 2054-10-20      | 0.0000%  | N/A     | $1367935.00        | $2.22              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-03-20      | 7.0000%  | N/A     | $1000.00           | $132.53            | Agency Mortgage-Backed Securities         |
| GNMA_14-69                                          | 2036-06-20      | 0.2867%  | N/A     | $52040339.00       | $210774.80         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                         | 2043-11-20      | 0.3765%  | N/A     | $84926629.00       | $593767.86         | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                        | 2052-12-20      | 5.2888%  | N/A     | $4842428.00        | $3269629.32        | Agency Collateralized Mortgage Obligation |
| GNMA_16-121J                                        | 2040-12-20      | 0.2286%  | N/A     | $94316353.00       | $419726.23         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 5.5000%  | N/A     | $279295.00         | $234340.62         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-11-20      | 4.5000%  | N/A     | $31824.00          | $24937.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.5000%  | N/A     | $17605.00          | $13829.68          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2028-10-01      | 3.0000%  | N/A     | $164000.00         | $11937.00          | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                          | 2032-07-15      | 6.5000%  | N/A     | $3093.00           | $108.22            | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                        | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $6685.35           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22    | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $346743.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                         | 2055-02-25      | 0.6440%  | N/A     | $34936400.00       | $776869.92         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-07-01      | 2.5000%  | N/A     | $4261712.00        | $2041389.61        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $179181.65         | Agency Mortgage-Backed Securities         |
| GNMA_23-189A                                        | 2053-12-20      | 2.6612%  | N/A     | $424457.00         | $17017.10          | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                          | 2045-04-20      | 1.3501%  | N/A     | $136500000.00      | $1120904.62        | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                         | 2042-08-25      | 1.0295%  | N/A     | $119725333.00      | $964728.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-03-20      | 6.5000%  | N/A     | $4345054.00        | $4223699.05        | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                        | 2073-06-20      | 0.2538%  | N/A     | $100000.00         | $3828.59           | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                         | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $2016106.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                          | 2054-01-20      | 5.4888%  | N/A     | $7912934.00        | $3805889.14        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2029-08-15      | 7.0000%  | N/A     | $7991856.00        | $524963.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 | 2049-02-20      | 1.8001%  | N/A     | $70798857.00       | $1367034.62        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3837                              | 2041-04-15      | 4.0000%  | N/A     | $1001.00           | $427.13            | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                         | 2074-04-20      | 0.6389%  | N/A     | $50000000.00       | $2914162.08        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21C                                         | 2054-02-20      | 1.5612%  | N/A     | $74779345.00       | $3310737.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 7.0000%  | N/A     | $938889.00         | $966858.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| FHLMC_5144D                                         | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $721470.63         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                        | 2040-10-25      | 2.1295%  | N/A     | $32968164.00       | $62502.50          | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                        | 2051-08-20      | 2.0501%  | N/A     | $27093587.00       | $2685848.51        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-10-20      | 4.5000%  | N/A     | $500120.00         | $103980.53         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 5.5000%  | N/A     | $10000.00          | $9307.32           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 6.0000%  | N/A     | $33370.00          | $24989.15          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $822.31            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-01-20      | 6.4500%  | N/A     | $2439430.00        | $201344.21         | Agency Mortgage-Backed Securities         |
| FNMA_20-72F                                         | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $1042237.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                                         | 2055-01-20      | 1.5412%  | N/A     | $63435982.00       | $3877129.83        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1027.17           | Agency Mortgage-Backed Securities         |
| GNMA_24-127G                                        | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $2127.71           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2054-01-01      | 4.2750%  | N/A     | $2202.00           | $1977.34           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-09-01      | 6.5000%  | N/A     | $1256538.00        | $1297570.23        | Agency Mortgage-Backed Securities         |
| GNMA_25-146D                                        | 2053-04-20      | 1.8112%  | N/A     | $95793666.00       | $6269307.91        | Agency Collateralized Mortgage Obligation |
| GNMA_17-66A                                         | 2041-04-20      | 0.1042%  | N/A     | $63354203.00       | $276316.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-03-20      | 6.5000%  | N/A     | $264114.00         | $271329.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $419155.72         | Agency Mortgage-Backed Securities         |
| FNMA_23-54C                                         | 2053-11-25      | 0.0000%  | N/A     | $26143775.00       | $14909089.27       | Agency Collateralized Mortgage Obligation |
| GNMA_25-118D                                        | 2055-07-20      | 1.5112%  | N/A     | $50000000.00       | $2135391.58        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-12-20      | 4.5000%  | N/A     | $797388.00         | $536769.69         | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                        | 2053-12-20      | 5.6388%  | N/A     | $3835478.00        | $1977394.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-06-20      | 6.0000%  | N/A     | $312268.00         | $202713.26         | Agency Mortgage-Backed Securities         |
| FHLMC_5445D                                         | 2054-08-25      | 2.6940%  | N/A     | $36962800.00       | $2855561.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                        | 2055-07-20      | 5.3577%  | N/A     | $45941260.00       | $45920171.06       | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                         | 2054-09-25      | 2.1940%  | N/A     | $25943354.00       | $2243013.28        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-09-01      | 5.0000%  | N/A     | $7000.00           | $6582.44           | Agency Mortgage-Backed Securities         |
| FNMA_23-40E                                         | 2053-09-25      | 2.2440%  | N/A     | $107332910.00      | $6416216.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                         | 2055-02-20      | 2.1812%  | N/A     | $33725024.00       | $2450774.95        | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                         | 2045-06-25      | 0.0000%  | N/A     | $804374.00         | $34.13             | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                        | 2042-09-20      | 4.4800%  | N/A     | $486378.00         | $12054.30          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                         | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $705680.89         | Agency Collateralized Mortgage Obligation |
| GNMA_14-99                                          | 2036-11-20      | 0.5475%  | N/A     | $72459294.00       | $295061.25         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2043-11-01      | 4.0000%  | N/A     | $1214.00           | $48.82             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-07-01      | 6.0000%  | N/A     | $22051.00          | $19815.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37632.67          | Agency Mortgage-Backed Securities         |
| FHLMC_5530B                                         | 2055-04-25      | 0.9940%  | N/A     | $100009.00         | $5250.50           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-06-01      | 3.9500%  | N/A     | $7435114.00        | $7377050.25        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-08-01      | 6.0000%  | N/A     | $6025791.00        | $6182880.76        | Agency Mortgage-Backed Securities         |
| GNMA_23-H05D                                        | 2073-01-20      | 0.8631%  | N/A     | $12424345.00       | $982050.11         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.0000%  | N/A     | $1033431.00        | $756609.20         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-01-01      | 4.1840%  | N/A     | $19235.00          | $17889.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $765.39            | Agency Mortgage-Backed Securities         |
| GNMA_24-172B                                        | 2054-10-20      | 5.4888%  | N/A     | $3650649.00        | $3065399.32        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2030-04-01      | 2.5000%  | N/A     | $1037.00           | $90.22             | Agency Mortgage-Backed Securities         |
| GNMA_23-187C                                        | 2053-12-20      | 5.6888%  | N/A     | $9327116.00        | $3554269.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2053-09-15      | 6.5000%  | N/A     | $177476.00         | $179727.05         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-07-01      | 6.5000%  | N/A     | $113815.00         | $115789.34         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $223.93            | Agency Mortgage-Backed Securities         |
| GNMA_17-132C                                        | 2040-02-20      | 0.3557%  | N/A     | $60685062.00       | $318724.18         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-06-20      | 3.0000%  | N/A     | $27215.00          | $6927.84           | Agency Mortgage-Backed Securities         |
| GNMA_23-153D                                        | 2053-10-20      | 0.0100%  | N/A     | $106686.00         | $9.59              | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                         | 2038-10-20      | 0.5121%  | N/A     | $61239231.00       | $161822.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2031-11-01      | 1.7500%  | N/A     | $105086.00         | $91617.73          | Agency Mortgage-Backed Securities         |
| FHLMC_5385A                                         | 2054-02-25      | 2.0040%  | N/A     | $25830522.00       | $1578994.57        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-09-01      | 7.0000%  | N/A     | $1909615.00        | $2010632.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $64651.06          | Agency Mortgage-Backed Securities         |
| GNMA_16-29G                                         | 2042-05-20      | 0.4128%  | N/A     | $40317194.00       | $143280.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-05-20      | 7.0000%  | N/A     | $1013140.00        | $1019298.36        | Agency Mortgage-Backed Securities         |
| FANNIEMAE-ACES FNMA_16-M11                          | 2039-07-25      | 2.9440%  | N/A     | $8154.00           | $467.89            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $28569.59          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-04-01      | 5.5000%  | N/A     | $139119.00         | $139323.17         | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                        | 2053-11-20      | 2.7112%  | N/A     | $14401169.00       | $960904.44         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6217016.95        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-02-01      | 3.5600%  | N/A     | $1643.00           | $1300.34           | Agency Mortgage-Backed Securities         |
| GNMA_23-76E                                         | 2053-05-20      | 5.3888%  | N/A     | $765207.00         | $461876.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $51955.82          | Agency Mortgage-Backed Securities         |
| GNMA_14-181                                         | 2040-02-20      | 0.1938%  | N/A     | $26202046.00       | $88675.31          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2044-08-20      | 4.5000%  | N/A     | $62951.00          | $4121.46           | Agency Mortgage-Backed Securities         |
| FHLMC_5479A                                         | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $1849.57           | Agency Collateralized Mortgage Obligation |
| GNMA_25-22A                                         | 2055-02-20      | 1.5012%  | N/A     | $93470184.00       | $4782470.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2040-02-01      | 3.2600%  | N/A     | $2161393.00        | $1895125.81        | Agency Mortgage-Backed Securities         |
| GNMA_21-155N                                        | 2051-07-20      | 2.0501%  | N/A     | $10500000.00       | $988329.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-07-01      | 4.5000%  | N/A     | $2129224.00        | $402141.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-11-01      | 6.5000%  | N/A     | $637208.00         | $645762.55         | Agency Mortgage-Backed Securities         |
| GNMA_23-76D                                         | 2053-05-20      | 5.3888%  | N/A     | $8986466.00        | $3917341.50        | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                         | 2051-01-25      | 2.0000%  | N/A     | $1025001.00        | $114599.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-02-20      | 2.5000%  | N/A     | $77826.00          | $51975.16          | Agency Mortgage-Backed Securities         |
| FNMA_21-69G                                         | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $975202.95         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1876497.50        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.0000%  | N/A     | $1044223.00        | $815630.56         | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_2322                              | 2029-06-15      | 4.1134%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-09-01      | 6.5000%  | N/A     | $5096.00           | $5308.79           | Agency Mortgage-Backed Securities         |
| GNMA_24-9C                                          | 2054-01-20      | 2.0612%  | N/A     | $17877000.00       | $440373.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2041-09-20      | 4.5000%  | N/A     | $76406.00          | $35990.02          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-07-01      | 6.0000%  | N/A     | $446840.00         | $376040.84         | Agency Mortgage-Backed Securities         |
| GNMA_19-108C                                        | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $62314.53          | Agency Collateralized Mortgage Obligation |
| GNMA_16-135G                                        | 2041-08-20      | 0.2273%  | N/A     | $101868319.00      | $482667.63         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                         | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5296074.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5252E                                         | 2050-10-25      | 3.5000%  | N/A     | $1000.00           | $971.22            | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                         | 2050-09-25      | 4.0000%  | N/A     | $8412640.00        | $634610.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                        | 2054-12-20      | 1.6612%  | N/A     | $14803456.00       | $867268.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-05-20      | 4.0000%  | N/A     | $62887.00          | $46097.66          | Agency Mortgage-Backed Securities         |
| GNMA_24-59D                                         | 2054-04-20      | 1.0612%  | N/A     | $152748445.00      | $5991826.71        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE ACES FNMA_16-M4                          | 2026-03-25      | 2.5760%  | N/A     | $1477.00           | $751.15            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                        | 2071-06-20      | 0.4478%  | N/A     | $100028.00         | $2016.35           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-03-20      | 7.5000%  | N/A     | $572542.00         | $481899.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $175077.48         | Agency Mortgage-Backed Securities         |
| GNMA_24-134G                                        | 2053-08-20      | 2.1112%  | N/A     | $115248996.00      | $4735819.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 7.0000%  | N/A     | $1421085.00        | $1249524.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-04-20      | 5.5000%  | N/A     | $4084930.00        | $251130.19         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2051-05-01      | 2.5000%  | N/A     | $66042.00          | $38938.45          | Agency Mortgage-Backed Securities         |
| FHLMC_3990                                          | 2027-01-15      | 2.1634%  | N/A     | $128661.00         | $21.14             | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                         | 2033-10-25      | 4.7200%  | N/A     | $1352.00           | $1361.98           | Agency Collateralized Mortgage Obligation |
| GNMA_15-63A                                         | 2042-03-20      | 0.5143%  | N/A     | $126723829.00      | $258323.22         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-02-01      | 7.5000%  | N/A     | $21348.00          | $22825.14          | Agency Mortgage-Backed Securities         |
| FHR_5148                                            | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $103479.14         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2042-11-01      | 3.5000%  | N/A     | $19500721.00       | $2206158.21        | Agency Mortgage-Backed Securities         |
| GNMA_18-51B                                         | 2046-11-20      | 0.2845%  | N/A     | $25850460.00       | $113363.77         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-06-20      | 6.2500%  | N/A     | $966671.00         | $20047.64          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 6.0000%  | N/A     | $25000.00          | $21456.84          | Agency Mortgage-Backed Securities         |
| FHLMC_5196D                                         | 2052-02-25      | 0.0000%  | N/A     | $123804.00         | $10.60             | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                         | 2048-10-20      | 0.2502%  | N/A     | $2509218.00        | $16590.09          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                         | 2065-05-20      | 0.5612%  | N/A     | $85482631.00       | $1778588.03        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.5000%  | N/A     | $24050.00          | $25101.58          | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_16-M3                          | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $169562.00         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-11-20      | 4.5000%  | N/A     | $2496151.00        | $29721.30          | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                        | 2054-08-20      | 2.2812%  | N/A     | $44800000.00       | $2804179.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                         | 2055-02-25      | 0.6940%  | N/A     | $121682473.00      | $5208264.20        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $36.43             | Agency Mortgage-Backed Securities         |
| GNMA_24-89A                                         | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $237122.33         | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                           | 2051-09-25      | 2.0000%  | N/A     | $1149994.00        | $133876.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                         | 2038-10-20      | 2.2501%  | N/A     | $13891689.00       | $80342.88          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                         | 2053-02-20      | 5.2888%  | N/A     | $6641912.00        | $4950089.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193C                                        | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $617.01            | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                        | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $6040004.95        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                         | 2055-02-25      | 0.6440%  | N/A     | $87810011.00       | $2748629.11        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2040-08-15      | 5.0000%  | N/A     | $237713.00         | $16865.50          | Agency Mortgage-Backed Securities         |
| GNMA_23-H23E                                        | 2073-09-20      | 0.5927%  | N/A     | $20448560.00       | $1155880.96        | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                          | 2037-09-20      | 0.4096%  | N/A     | $104785743.00      | $264976.54         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $62482.00          | $64449.44          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1329208.47        | Agency Mortgage-Backed Securities         |
| FHLMC_4900G                                         | 2049-07-25      | 1.5795%  | N/A     | $47997410.00       | $1485243.31        | Agency Collateralized Mortgage Obligation |
| GNMA_14-129G                                        | 2041-10-20      | 0.7208%  | N/A     | $42270863.00       | $112472.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-04-20      | 4.5000%  | N/A     | $128256.00         | $116215.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-06-20      | 6.4920%  | N/A     | $4416379.00        | $326957.68         | Agency Mortgage-Backed Securities         |
| GNMA_15-82                                          | 2041-04-20      | 0.6431%  | N/A     | $58404259.00       | $202213.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                          | 2055-01-20      | 0.1497%  | N/A     | $199554477.00      | $38337.14          | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                          | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $37778.52          | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                         | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $439213.66         | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                         | 2061-03-25      | 1.7261%  | N/A     | $26145567.00       | $886777.61         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152C                                        | 2040-05-20      | 0.4548%  | N/A     | $30325747.00       | $124710.53         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                         | 2054-11-25      | 1.5440%  | N/A     | $59647454.00       | $3751483.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-40C                                         | 2054-01-20      | 6.0000%  | N/A     | $22481133.00       | $2417720.31        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-05-20      | 3.0000%  | N/A     | $1001.00           | $245.33            | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                        | 2053-12-20      | 0.8612%  | N/A     | $100000000.00      | $1864367.05        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                               | 2050-10-25      | 2.5000%  | N/A     | $415143.00         | $48220.52          | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                         | 2049-04-25      | 2.5000%  | N/A     | $4700001.00        | $568692.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-08-20      | 5.1550%  | N/A     | $731641.00         | $526182.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-12-01      | 3.0000%  | N/A     | $25000.00          | $12174.11          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-08-01      | 4.0000%  | N/A     | $3077.00           | $231.52            | Agency Mortgage-Backed Securities         |
| FNMA_20-62B                                         | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $321942.50         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                              | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $55490.01          | Agency Collateralized Mortgage Obligation |

### Security 173: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006992.50
- **C.18.a - Value (excl. sponsor support):** $250006992.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $709367561.95
- **C.18.a - Value (excl. sponsor support):** $709367561.95
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1957383790.86
- **C.18.a - Value (excl. sponsor support):** $1957383790.86
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1269773353.80
- **C.18.a - Value (excl. sponsor support):** $1269773353.80
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230612043.93
- **C.18.a - Value (excl. sponsor support):** $230612043.93
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1132899823.09
- **C.18.a - Value (excl. sponsor support):** $1132899823.09
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDSC4QA8
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $52569600.00       | $54059711.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $300.00            | $299.01            | U.S. Treasuries (including strips) |

### Security 180: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDSDB4P2
- **C.18 - Value (incl. sponsor support):** $215000000.00
- **C.18.a - Value (excl. sponsor support):** $215000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $161285000.00      | $164424249.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $54079500.00       | $54875816.15       | U.S. Treasuries (including strips) |

### Security 181: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437847575.73
- **C.18.a - Value (excl. sponsor support):** $437847575.73
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2113193195.94
- **C.18.a - Value (excl. sponsor support):** $2113193195.94
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1959759470.35
- **C.18.a - Value (excl. sponsor support):** $1959759470.35
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $162623812.42
- **C.18.a - Value (excl. sponsor support):** $162623812.42
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDSC4QT7
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $5944200.00        | $5100056.72        | U.S. Treasuries (including strips) |

### Security 186: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $85013313.55
- **C.18.a - Value (excl. sponsor support):** $85013313.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-116V                                          | 2050-08-20      | 2.2112%  | N/A     | $10191270.00       | $1591371.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5480C                                           | 2054-03-25      | 0.7940%  | N/A     | $99180488.00       | $2795193.08        | Agency Collateralized Mortgage Obligation |
| GNMA_21-147                                           | 2061-06-16      | 0.9855%  | N/A     | $53425000.00       | $3590250.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5123                                            | 2051-07-25      | 3.5000%  | N/A     | $32253882.00       | $3143391.97        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120J                                          | 2052-03-20      | 4.0000%  | N/A     | $14230627.00       | $2697471.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                           | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2195172.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-76B                                           | 2054-11-25      | 1.0440%  | N/A     | $66069423.00       | $2910800.39        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                           | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1292831.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                           | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2177242.60        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_15-K151                             | 2030-12-25      | 4.2807%  | N/A     | $12657164.00       | $2133762.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-184T                                          | 2054-11-20      | 0.2112%  | N/A     | $70000000.00       | $3362491.37        | Agency Collateralized Mortgage Obligation |
| FNMA_21-67E                                           | 2051-10-25      | 3.0000%  | N/A     | $29145920.00       | $2615747.95        | Agency Collateralized Mortgage Obligation |
| GNMA_21-49K                                           | 2051-03-20      | 2.0501%  | N/A     | $35599353.00       | $1675990.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189E                                          | 2053-12-20      | 1.6112%  | N/A     | $42880594.00       | $2513701.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139E                                          | 2051-06-20      | 2.5000%  | N/A     | $40575448.00       | $3142261.81        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-05-20      | 2.5000%  | N/A     | $86268928.00       | $45781462.04       | Agency Mortgage-Backed Securities         |
| FNMA_24-77B                                           | 2053-10-25      | 0.3440%  | N/A     | $109568653.00      | $2656580.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056     | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1960213.60        | Agency Collateralized Mortgage Obligation |
| GNMA_20-039                                           | 2062-02-16      | 0.7876%  | N/A     | $127000000.00      | $3422035.39        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                 | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $1015957.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5004B                                           | 2050-08-25      | 1.6795%  | N/A     | $25000000.00       | $1840055.19        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                           | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1728921.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                                           | 2063-01-16      | 0.8534%  | N/A     | $98000000.00       | $2605037.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                           | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1615769.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                           | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $200385.52         | Agency Collateralized Mortgage Obligation |
| FNMA_20-99C                                           | 2035-11-25      | 1.5000%  | N/A     | $134284742.00      | $3518248.72        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                           | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $578793.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_4942D                                           | 2036-04-15      | 5.5000%  | N/A     | $3585309.00        | $177508.91         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-07-25      | 0.1000%  | N/A     | $230951341.00      | $1100380.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                            | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $118340.31         | Agency Collateralized Mortgage Obligation |
| FHLMC_5159V                                           | 2050-04-25      | 3.0000%  | N/A     | $20592013.00       | $2837307.04        | Agency Collateralized Mortgage Obligation |
| GNMA_20-77G                                           | 2049-03-20      | 1.8001%  | N/A     | $54871755.00       | $1437779.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-40A                                           | 2054-03-20      | 2.6112%  | N/A     | $15000000.00       | $2839640.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-11-20      | 4.0000%  | N/A     | $12627968.00       | $11609592.28       | Agency Mortgage-Backed Securities         |
| GNMA_21-98G                                           | 2051-06-20      | 3.0000%  | N/A     | $41950213.00       | $3293775.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                           | 2050-12-25      | 1.9440%  | N/A     | $21000000.00       | $2131684.54        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                           | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $889304.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053B                                           | 2050-12-25      | 2.5000%  | N/A     | $22800000.00       | $2205946.78        | Agency Collateralized Mortgage Obligation |
| FNMA_19-43D                                           | 2049-08-25      | 1.6295%  | N/A     | $44514530.00       | $1567970.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                                           | 2062-10-16      | 0.9899%  | N/A     | $33300000.00       | $1776000.65        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                           | 2055-05-20      | 2.0612%  | N/A     | $18500000.00       | $1433837.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-226C                                          | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $387287.28         | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                           | 2052-03-20      | 0.0000%  | N/A     | $31000000.00       | $85212.16          | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                           | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $731699.57         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $586950.91         | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                           | 2054-03-20      | 0.8812%  | N/A     | $50000000.00       | $1694107.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 2.0501%  | N/A     | $43783865.00       | $1758156.27        | Agency Collateralized Mortgage Obligation |
| FRESB_23-S111                                         | 2043-09-25      | 0.3967%  | N/A     | $214000000.00      | $4204043.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105C                                          | 2055-01-25      | 1.5940%  | N/A     | $36892985.00       | $2033585.68        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                           | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $610757.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5398C                                           | 2054-04-25      | 2.1940%  | N/A     | $100000000.00      | $2669197.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                          | 2051-08-20      | 3.0000%  | N/A     | $18522432.00       | $2246560.52        | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                           | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $669634.15         | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                           | 2054-05-20      | 0.7862%  | N/A     | $120000000.00      | $2222239.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5424B                                           | 2054-06-25      | 1.4440%  | N/A     | $96642475.00       | $3411149.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83A                                           | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $2240477.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54B                                           | 2053-04-20      | 1.7612%  | N/A     | $51071341.00       | $2621271.87        | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                             | 2061-01-16      | 0.9019%  | N/A     | $156000000.00      | $1565809.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117C                                          | 2054-07-20      | 2.1612%  | N/A     | $34231517.00       | $2591229.46        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                           | 2052-01-20      | 0.0000%  | N/A     | $199999999.00      | $77773.19          | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                           | 2049-04-25      | 1.5295%  | N/A     | $22000000.00       | $739532.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120E                                          | 2053-11-20      | 1.6112%  | N/A     | $52745107.00       | $2806469.83        | Agency Collateralized Mortgage Obligation |
| FREMF_17-KW02                                         | 2026-12-25      | 0.1000%  | N/A     | $451764000.00      | $248525.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                           | 2054-10-25      | 1.6440%  | N/A     | $5405656.00        | $523111.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2045-04-20      | 4.0000%  | N/A     | $2908464.00        | $1551222.18        | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_21-3                                  | 2051-02-25      | 2.5000%  | N/A     | $23030000.00       | $3070084.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5508B                                           | 2055-02-25      | 1.1440%  | N/A     | $100000000.00      | $3550952.17        | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                           | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1603393.27        | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                           | 2049-10-25      | 1.5295%  | N/A     | $28912500.00       | $1327090.64        | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                           | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $652033.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120M                                          | 2052-06-20      | 4.5000%  | N/A     | $16360096.00       | $3110024.10        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                 | 2048-06-25      | 1.7295%  | N/A     | $55413670.00       | $934186.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                           | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $648207.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                           | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1376370.97        | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                           | 2061-07-16      | 1.0045%  | N/A     | $37500000.00       | $740836.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                          | 2054-10-20      | 1.1112%  | N/A     | $34514656.00       | $1733373.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                           | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $575795.22         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                            | 2058-08-16      | 0.6214%  | N/A     | $50000000.00       | $432545.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                           | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $927271.09         | Agency Collateralized Mortgage Obligation |
| GNMA_21-37                                            | 2061-01-16      | 0.7984%  | N/A     | $50029383.00       | $2678347.17        | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                            | 2059-07-25      | 1.5795%  | N/A     | $15000000.00       | $702932.17         | Agency Collateralized Mortgage Obligation |
| FNMA_21-78C                                           | 2051-11-25      | 2.5000%  | N/A     | $16499999.00       | $1447883.54        | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                           | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $631614.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5400C                                           | 2054-04-25      | 1.5440%  | N/A     | $73405076.00       | $2862677.27        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                           | 2054-06-25      | 0.9440%  | N/A     | $75000000.00       | $2868505.00        | Agency Collateralized Mortgage Obligation |
| FNMA_21-77B                                           | 2050-10-25      | 3.0000%  | N/A     | $168632893.00      | $15796671.20       | Agency Collateralized Mortgage Obligation |
| FHLMC_5400B                                           | 2054-04-25      | 1.8940%  | N/A     | $62000000.00       | $2595971.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                          | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $677041.92         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 5.5000%  | N/A     | $573677.00         | $571942.33         | Agency Mortgage-Backed Securities         |
| GNMA_24-181C                                          | 2054-11-20      | 0.0612%  | N/A     | $50000000.00       | $625676.62         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                           | 2054-10-25      | 1.7940%  | N/A     | $8104064.00        | $417332.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5092CC                                          | 2051-03-25      | 1.5000%  | N/A     | $34822701.00       | $2066018.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-47J                                           | 2052-03-20      | 0.0000%  | N/A     | $20000000.00       | $50479.36          | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                           | 2054-06-25      | 0.7940%  | N/A     | $28400000.00       | $658433.66         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 | 2040-06-25      | 1.0378%  | N/A     | $61500000.00       | $1607263.45        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                         | 2039-06-25      | 1.3608%  | N/A     | $10944000.00       | $173612.63         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A    | 2050-06-25      | 4.5000%  | N/A     | $53714422.00       | $3525209.88        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $703865000.00      | $3373246.03        | Agency Collateralized Mortgage Obligation |
| FNMA_24-7                                             | 2053-09-25      | 1.4440%  | N/A     | $79000000.00       | $2675201.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5320A                                           | 2053-07-25      | 1.3440%  | N/A     | $47000000.00       | $2312007.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-112                                           | 2063-10-16      | 0.9926%  | N/A     | $2000000.00        | $110838.61         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                           | 2054-12-25      | 0.6440%  | N/A     | $73000000.00       | $1835822.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5149E                                           | 2051-07-25      | 3.0000%  | N/A     | $39818336.00       | $3355563.01        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44D                                           | 2051-07-25      | 3.0000%  | N/A     | $19267988.00       | $2786376.35        | Agency Collateralized Mortgage Obligation |
| GNMA_21-122E                                          | 2051-07-20      | 0.0000%  | N/A     | $75820849.00       | $360810.46         | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                             | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $92362.88          | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                          | 2055-08-20      | 0.8012%  | N/A     | $36000000.00       | $1392704.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $7500000.00        | $711792.23         | Agency Collateralized Mortgage Obligation |
| GNMA_21-142C                                          | 2051-08-20      | 3.5000%  | N/A     | $9515730.00        | $1248412.28        | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $262295816.00      | $1175230.83        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                          | 2051-12-20      | 0.0000%  | N/A     | $75000000.00       | $118576.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                           | 2050-06-25      | 1.5795%  | N/A     | $15000000.00       | $586153.01         | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                            | 2054-04-25      | 1.3440%  | N/A     | $60000000.00       | $1975580.32        | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                            | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $99457.00          | Agency Collateralized Mortgage Obligation |
| FHLMC_5191G                                           | 2042-02-25      | 2.5000%  | N/A     | $23984261.00       | $2217688.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65G                                           | 2050-09-20      | 2.7112%  | N/A     | $12935418.00       | $2045744.26        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1095803.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                           | 2050-11-25      | 1.8940%  | N/A     | $8909091.00        | $778467.14         | Agency Collateralized Mortgage Obligation |
| FNMA_21-43B                                           | 2051-07-25      | 3.0000%  | N/A     | $165881263.00      | $15463410.10       | Agency Collateralized Mortgage Obligation |
| GNMA_23-164H                                          | 2053-11-20      | 1.0112%  | N/A     | $85000000.00       | $2459116.51        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                            | 2054-04-16      | 0.1713%  | N/A     | $116000000.00      | $76641.71          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196C                                           | 2052-02-25      | 3.5000%  | N/A     | $23202878.00       | $3410240.78        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                           | 2053-12-25      | 2.6440%  | N/A     | $48409043.00       | $1538596.56        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                           | 2054-08-25      | 0.5440%  | N/A     | $10000000.00       | $280213.04         | Agency Collateralized Mortgage Obligation |
| FNMA_24-95J                                           | 2054-12-25      | 1.4940%  | N/A     | $52913000.00       | $3392899.64        | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                           | 2060-01-16      | 0.9318%  | N/A     | $6100000.00        | $259220.17         | Agency Collateralized Mortgage Obligation |
| FNMA_20-73E                                           | 2050-10-25      | 3.0000%  | N/A     | $29999999.00       | $2994497.65        | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                             | 2048-10-25      | 2.9668%  | N/A     | $13478000.00       | $1626551.16        | Agency Collateralized Mortgage Obligation |
| FNMA_24-46A                                           | 2054-07-25      | 1.3940%  | N/A     | $73500000.00       | $2907518.26        | Agency Collateralized Mortgage Obligation |
| GNMA_25-125                                           | 2067-09-16      | 0.4817%  | N/A     | $205467400.00      | $11737526.87       | Agency Collateralized Mortgage Obligation |
| FHLMC_5443A                                           | 2054-08-25      | 1.4440%  | N/A     | $100000000.00      | $2951865.29        | Agency Collateralized Mortgage Obligation |
| GNMA_23-58A                                           | 2053-04-20      | 1.1712%  | N/A     | $100000000.00      | $2917181.85        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187F                                          | 2051-10-20      | 3.0000%  | N/A     | $30000000.00       | $3223276.75        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.0000%  | N/A     | $58656261.00       | $25923017.24       | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-04-25      | 0.1000%  | N/A     | $250300000.00      | $1283927.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                          | 2055-08-20      | 1.5412%  | N/A     | $25300000.00       | $1444819.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                           | 2054-12-25      | 0.6940%  | N/A     | $105000000.00      | $2732362.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                           | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1565323.47        | Agency Collateralized Mortgage Obligation |
| GNMA_21-92                                            | 2063-09-16      | 0.7958%  | N/A     | $62684083.00       | $3123898.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3562600.16        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                           | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $923921.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                           | 2054-10-25      | 0.7940%  | N/A     | $50000000.00       | $1724663.60        | Agency Collateralized Mortgage Obligation |
| GNMA_20-84K                                           | 2050-06-20      | 1.9001%  | N/A     | $37458332.00       | $2452669.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                          | 2050-09-20      | 2.2112%  | N/A     | $4807468.00        | $752707.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                           | 2055-08-25      | 1.4440%  | N/A     | $156370976.00      | $10134478.31       | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $26500000.00       | $3134711.75        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                      | 2045-01-25      | 2.1488%  | N/A     | $3357000.00        | $91235.49          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2056-07-16      | 0.9539%  | N/A     | $86396593.00       | $810610.45         | Agency Collateralized Mortgage Obligation |
| GNMA_23-181E                                          | 2051-05-20      | 2.5000%  | N/A     | $23530790.00       | $2918133.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167A                                          | 2054-10-20      | 1.1112%  | N/A     | $66030321.00       | $2918626.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                          | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $236603.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                           | 2054-08-25      | 0.7740%  | N/A     | $17564171.00       | $944481.81         | Agency Collateralized Mortgage Obligation |
| FREMF_16-K59                                          | 2026-11-25      | 0.0000%  | N/A     | $5000000.00        | $3093370.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                           | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1259256.43        | Agency Collateralized Mortgage Obligation |
| GNMA_22-153B                                          | 2050-05-20      | 1.6612%  | N/A     | $41420673.00       | $3158981.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98S                                           | 2055-06-20      | 1.4612%  | N/A     | $31297559.00       | $2700401.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                           | 2054-10-25      | 1.0440%  | N/A     | $55008659.00       | $2205189.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                          | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1015979.11        | Agency Collateralized Mortgage Obligation |
| FNMA_21-1D                                            | 2050-11-25      | 3.0000%  | N/A     | $112609464.00      | $11782943.17       | Agency Collateralized Mortgage Obligation |
| GNMA_25-100C                                          | 2055-05-20      | 0.7612%  | N/A     | $106176411.00      | $2988732.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40B                                           | 2066-03-16      | 0.8058%  | N/A     | $253401703.00      | $18467634.07       | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                            | 2054-05-25      | 0.9440%  | N/A     | $10000000.00       | $384221.75         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6B                                            | 2052-01-20      | 0.0000%  | N/A     | $97543246.00       | $1425780.02        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-05-20      | 7.0000%  | N/A     | $3975746.00        | $1850970.80        | Agency Mortgage-Backed Securities         |
| GNMA_21-186                                           | 2063-05-16      | 0.7634%  | N/A     | $32800000.00       | $1651692.10        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98T                                           | 2051-06-20      | 3.0000%  | N/A     | $27671064.00       | $3387910.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458G                                           | 2054-09-25      | 1.6440%  | N/A     | $32975090.00       | $2370165.99        | Agency Collateralized Mortgage Obligation |
| FNMA_22-19A                                           | 2052-04-25      | 1.2440%  | N/A     | $27333210.00       | $2189726.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-188A                                          | 2054-11-20      | 0.8112%  | N/A     | $268702694.00      | $10156974.07       | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                           | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1309053.22        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                           | 2054-11-25      | 1.6940%  | N/A     | $55520663.00       | $1818954.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                           | 2050-06-25      | 3.0000%  | N/A     | $30000000.00       | $3459412.74        | Agency Collateralized Mortgage Obligation |
| GNMA_17-62                                            | 2057-02-16      | 0.6555%  | N/A     | $30000000.00       | $609349.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                           | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1104167.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                           | 2054-10-25      | 1.6440%  | N/A     | $9506621.00        | $752954.09         | Agency Collateralized Mortgage Obligation |
| FHMS_K071                                             | 2028-02-25      | 0.0000%  | N/A     | $75137000.00       | $3126487.46        | Agency Collateralized Mortgage Obligation |
| GNMA_20-184                                           | 2060-11-16      | 0.9114%  | N/A     | $45596000.00       | $2668051.34        | Agency Collateralized Mortgage Obligation |
| GNMA_19-152B                                          | 2049-12-20      | 1.7501%  | N/A     | $33948102.00       | $1179037.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6295%  | N/A     | $16900000.00       | $1781274.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-5                                             | 2061-01-16      | 1.1119%  | N/A     | $43800000.00       | $2811565.98        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104  | 2040-02-16      | 5.0000%  | N/A     | $55310692.00       | $2519474.06        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                           | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1608622.66        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149V                                          | 2050-10-20      | 3.0000%  | N/A     | $18920483.00       | $2181980.64        | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                            | 2045-01-25      | 1.7795%  | N/A     | $117234000.00      | $1279214.74        | Agency Collateralized Mortgage Obligation |
| GNMA_25-22E                                           | 2055-02-20      | 7.0000%  | N/A     | $14655955.00       | $2910035.82        | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                           | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $952295.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_4993                                            | 2050-07-25      | 1.5795%  | N/A     | $18445571.00       | $1715706.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-03-20      | 3.0000%  | N/A     | $693552920.00      | $111155322.27      | Agency Mortgage-Backed Securities         |
| FHLMC_5537                                            | 2055-05-25      | 0.5440%  | N/A     | $35000000.00       | $971943.03         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                         | 2028-11-25      | 0.1000%  | N/A     | $831027860.00      | $2111618.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                           | 2049-02-15      | 2.1134%  | N/A     | $11800000.00       | $349809.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                           | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1143955.43        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1109412.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                           | 2051-01-25      | 1.9440%  | N/A     | $9600000.00        | $1121016.31        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                          | 2053-12-20      | 1.4612%  | N/A     | $50000000.00       | $1243144.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5367                                            | 2053-12-25      | 2.1140%  | N/A     | $62302519.00       | $2913019.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                          | 2063-09-20      | 1.9612%  | N/A     | $10000000.00       | $160778.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                          | 2065-08-20      | 1.5612%  | N/A     | $22000000.00       | $934972.16         | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                           | 2053-02-16      | 0.5450%  | N/A     | $260000000.00      | $585091.29         | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                           | 2055-03-25      | 0.7440%  | N/A     | $23953010.00       | $1374060.43        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                           | 2053-03-20      | 1.2112%  | N/A     | $100000000.00      | $2130886.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-59B                                           | 2051-04-20      | 2.0501%  | N/A     | $48010223.00       | $2801165.90        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                            | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2121003.01        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                           | 2054-04-20      | 1.5112%  | N/A     | $75000000.00       | $2217469.01        | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                           | 2056-12-16      | 0.6671%  | N/A     | $124450000.00      | $517601.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                           | 2043-03-15      | 1.7134%  | N/A     | $18925757.00       | $711873.76         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                         | 2039-04-25      | 1.6026%  | N/A     | $17964000.00       | $273758.99         | Agency Collateralized Mortgage Obligation |
| FNMA_20-56A                                           | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $835550.42         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63D                                           | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $135408.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2050-09-20      | 2.0000%  | N/A     | $320000000.00      | $147053311.58      | Agency Mortgage-Backed Securities         |
| GNMA_25-120E                                          | 2054-06-20      | 1.0112%  | N/A     | $78781849.00       | $3105575.89        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                           | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1280300.50        | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                            | 2060-11-16      | 0.9138%  | N/A     | $140000000.00      | $835409.09         | Agency Collateralized Mortgage Obligation |
| FHLMC_5470C                                           | 2054-11-25      | 0.9440%  | N/A     | $77784860.00       | $2744565.17        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                           | 2050-06-25      | 1.6295%  | N/A     | $14861349.00       | $728835.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                          | 2054-11-20      | 0.0000%  | N/A     | $100000000.00      | $1015375.64        | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                            | 2049-02-16      | 0.3320%  | N/A     | $217675000.00      | $291486.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_4992E                                           | 2050-07-25      | 2.5000%  | N/A     | $38175343.00       | $2633852.44        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                           | 2054-08-25      | 0.8440%  | N/A     | $9503195.00        | $785486.47         | Agency Collateralized Mortgage Obligation |
| FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 | 2038-01-25      | 0.4172%  | N/A     | $125000000.00      | $116743.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-84B                                           | 2054-11-25      | 0.9940%  | N/A     | $44087837.00       | $3083258.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2053-11-20      | 5.0000%  | N/A     | $150383942.00      | $136013052.23      | Agency Mortgage-Backed Securities         |
| GNMA_20-55A                                           | 2050-04-20      | 0.0000%  | N/A     | $100000000.00      | $114651.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                           | 2055-02-20      | 0.8612%  | N/A     | $102234978.00      | $2608715.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                           | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $820424.35         | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                           | 2050-07-20      | 1.6112%  | N/A     | $17658206.00       | $2221679.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-1B                                            | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14012360.77       | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                           | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $888881.58         | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                           | 2063-01-16      | 0.9863%  | N/A     | $44800000.00       | $1292299.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167D                                          | 2054-10-20      | 1.0612%  | N/A     | $67782608.00       | $3126355.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051N                                           | 2050-12-25      | 2.0000%  | N/A     | $12347131.00       | $921987.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                           | 2049-06-25      | 1.5795%  | N/A     | $21189621.00       | $744210.61         | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                           | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2378554.33        | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                           | 2054-10-16      | 0.2481%  | N/A     | $65000000.00       | $265721.33         | Agency Collateralized Mortgage Obligation |
| FHLMC_5034C                                           | 2050-11-25      | 2.0000%  | N/A     | $12000000.00       | $1248319.86        | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                           | 2049-04-20      | 1.8001%  | N/A     | $45523277.00       | $1704607.76        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                          | 2053-10-20      | 1.9412%  | N/A     | $200000000.00      | $4186920.08        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89                                            | 2050-12-25      | 2.0000%  | N/A     | $24654901.00       | $2321933.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                           | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1096967.64        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                           | 2049-11-25      | 1.5295%  | N/A     | $12825500.00       | $735888.95         | Agency Collateralized Mortgage Obligation |
| GNMA_20-36                                            | 2050-03-20      | 1.8001%  | N/A     | $58333333.00       | $2910123.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                           | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1540825.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                           | 2054-08-25      | 0.7940%  | N/A     | $6571000.00        | $368857.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146E                                          | 2051-08-20      | 4.5000%  | N/A     | $8082783.00        | $787228.19         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $710398.79         | Agency Collateralized Mortgage Obligation |
| GNMA_19-156                                           | 2057-11-16      | 0.5011%  | N/A     | $87000000.00       | $391392.54         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                            | 2058-04-16      | 0.6100%  | N/A     | $77251864.00       | $194112.91         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                           | 2050-08-25      | 1.6295%  | N/A     | $10000000.00       | $676239.52         | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                           | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $68901.37          | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                           | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1940278.98        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                           | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $867648.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                           | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $677262.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                           | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2569831.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                           | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $710141.11         | Agency Collateralized Mortgage Obligation |
| GNMA_20-74A                                           | 2050-05-20      | 3.0000%  | N/A     | $40550416.00       | $3041581.26        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $253227997.00      | $1274384.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                           | 2054-02-20      | 0.8612%  | N/A     | $50000000.00       | $810180.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183D                                          | 2054-11-20      | 0.0000%  | N/A     | $250000000.00      | $2465179.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5245A                                           | 2052-08-25      | 0.9440%  | N/A     | $50477142.00       | $3366991.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5393E                                           | 2051-03-25      | 4.0000%  | N/A     | $22430225.00       | $3370046.91        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123   | 2049-02-25      | 2.7172%  | N/A     | $655000.00         | $76082.08          | Agency Collateralized Mortgage Obligation |
| GNMA_24-84J                                           | 2054-05-20      | 2.8112%  | N/A     | $50000000.00       | $2559068.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64J                                           | 2051-06-20      | 3.0000%  | N/A     | $20883639.00       | $2478663.42        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                    | 2027-01-25      | 2.9114%  | N/A     | $2267999.00        | $80954.61          | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                           | 2054-12-20      | 1.5612%  | N/A     | $40658857.00       | $2058193.02        | Agency Collateralized Mortgage Obligation |
| FNMA_20-69A                                           | 2050-10-25      | 3.0000%  | N/A     | $37949556.00       | $2009124.92        | Agency Collateralized Mortgage Obligation |
| FREMF_21-K135                                         | 2054-10-25      | 0.1000%  | N/A     | $1011328000.00     | $4744751.19        | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                           | 2050-06-25      | 3.0000%  | N/A     | $9400000.00        | $949717.68         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60G                                           | 2055-04-20      | 1.4612%  | N/A     | $22648434.00       | $1820186.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                           | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $952083.52         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                           | 2051-08-16      | 0.6383%  | N/A     | $61750000.00       | $179069.64         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                           | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $408861.59         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-08-20      | 4.0000%  | N/A     | $12209200.00       | $11183996.56       | Agency Mortgage-Backed Securities         |
| FHLMC_5349D                                           | 2053-10-25      | 2.6940%  | N/A     | $50000000.00       | $2118406.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                           | 2055-03-25      | 1.5440%  | N/A     | $8740989.00        | $643414.05         | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                            | 2046-10-25      | 1.6295%  | N/A     | $186086160.00      | $2529203.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                           | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1179737.92        | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                           | 2053-02-16      | 0.6481%  | N/A     | $88200000.00       | $121460.27         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                          | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $565455.40         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-199  | 2051-11-20      | 3.5000%  | N/A     | $32013000.00       | $3272467.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63A                                           | 2055-04-20      | 2.8112%  | N/A     | $91390760.00       | $7159275.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                            | 2055-01-20      | 1.5362%  | N/A     | $200000000.00      | $12916985.75       | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                           | 2050-06-25      | 3.5000%  | N/A     | $26646000.00       | $2594373.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                           | 2051-06-25      | 4.0000%  | N/A     | $16086759.00       | $2938462.62        | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                          | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $541255.67         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                                         | 2031-06-25      | 0.1000%  | N/A     | $984577000.00      | $4364291.60        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                           | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1107329.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-185A                                          | 2053-12-20      | 2.0112%  | N/A     | $150000000.00      | $2960862.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195A                                          | 2053-12-20      | 1.7612%  | N/A     | $50000000.00       | $1560360.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839G                                           | 2056-08-15      | 1.6134%  | N/A     | $49760000.00       | $3158607.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                          | 2053-10-20      | 1.3112%  | N/A     | $62979008.00       | $1502264.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5179C                                           | 2051-12-25      | 3.0000%  | N/A     | $29457333.00       | $1993266.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5481H                                           | 2054-12-25      | 1.4940%  | N/A     | $16354781.00       | $842264.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                           | 2054-02-20      | 0.8112%  | N/A     | $100000000.00      | $1572114.01        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                           | 2054-10-25      | 1.0440%  | N/A     | $17023597.00       | $1327108.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                           | 2055-06-25      | 0.0000%  | N/A     | $100000000.00      | $1301824.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                           | 2054-11-25      | 0.1940%  | N/A     | $118341176.00      | $2315596.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5295%  | N/A     | $22870000.00       | $1310221.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5152W                                           | 2041-01-15      | 4.0000%  | N/A     | $21178156.00       | $2095877.65        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2054-05-20      | 4.5000%  | N/A     | $179449211.00      | $167893097.29      | Agency Mortgage-Backed Securities         |
| GNMA_20-55D                                           | 2050-04-20      | 3.5000%  | N/A     | $37673427.00       | $2820039.91        | Agency Collateralized Mortgage Obligation |
| FREMF_15-K1501                                        | 2030-12-25      | 0.1000%  | N/A     | $50628655.00       | $205175.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-59A                                           | 2054-04-20      | 1.0112%  | N/A     | $100500000.00      | $3217984.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_5145C                                           | 2051-09-25      | 3.0000%  | N/A     | $22104161.00       | $2586330.86        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                           | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1848170.80        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_40-64                               | 2042-06-15      | 1.5134%  | N/A     | $133333333.00      | $1605915.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                           | 2051-04-20      | 2.0501%  | N/A     | $19674019.00       | $920347.29         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                           | 2055-02-16      | 0.7055%  | N/A     | $40850000.00       | $215368.36         | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                          | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $417439.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                           | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $1006456.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                          | 2054-11-20      | 0.0112%  | N/A     | $100000000.00      | $1064198.15        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                          | 2044-01-20      | 0.5744%  | N/A     | $58785697.00       | $886422.02         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                          | 2054-11-20      | 0.0612%  | N/A     | $50000000.00       | $495565.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-57C                                           | 2051-03-20      | 2.0501%  | N/A     | $81131426.00       | $3783716.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-9G                                            | 2052-01-20      | 3.5000%  | N/A     | $5000000.00        | $337661.69         | Agency Collateralized Mortgage Obligation |
| GNMA_21-177M                                          | 2051-09-20      | 3.0000%  | N/A     | $32106666.00       | $3053444.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                          | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $371274.35         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                            | 2046-08-25      | 1.5295%  | N/A     | $44785000.00       | $1741041.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                           | 2054-02-25      | 0.7440%  | N/A     | $25500000.00       | $667358.88         | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                           | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2034781.96        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                                          | 2050-07-20      | 1.9001%  | N/A     | $28890599.00       | $3093296.04        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2051-01-20      | 2.0000%  | N/A     | $36218199.00       | $18122847.72       | Agency Mortgage-Backed Securities         |
| FHLMC_5476A                                           | 2054-11-25      | 1.0440%  | N/A     | $49973910.00       | $3093192.27        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                            | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $3087460.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                           | 2054-12-25      | 0.0000%  | N/A     | $50000000.00       | $678728.78         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2055-04-20      | 6.5000%  | N/A     | $1150695.00        | $1213774.12        | Agency Mortgage-Backed Securities         |
| GNMA_20-34                                            | 2039-12-20      | 5.0000%  | N/A     | $23386311.00       | $1561646.89        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                           | 2054-12-25      | 0.7940%  | N/A     | $50000000.00       | $1405207.67        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26B                                           | 2054-07-25      | 6.0000%  | N/A     | $4586146.00        | $755470.95         | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                           | 2050-03-25      | 2.0000%  | N/A     | $23155000.00       | $1735552.65        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                           | 2054-10-25      | 0.8940%  | N/A     | $55425000.00       | $1981922.60        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                          | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $601690.09         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                          | 2058-12-16      | 0.6204%  | N/A     | $45000000.00       | $945851.13         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                          | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $556862.29         | Agency Collateralized Mortgage Obligation |
| FNMA_24-50A                                           | 2054-08-25      | 2.7440%  | N/A     | $75000000.00       | $3151765.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5050A                                           | 2050-10-25      | 3.5000%  | N/A     | $20552857.00       | $1765337.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-26F                                           | 2054-05-25      | 2.0940%  | N/A     | $109913370.00      | $3143944.88        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142K                                          | 2050-09-20      | 3.5000%  | N/A     | $24566517.00       | $1943733.33        | Agency Collateralized Mortgage Obligation |
| FREMF_22-K140                                         | 2054-03-25      | 0.1000%  | N/A     | $1017100000.00     | $4959586.22        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22D                                           | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $55681.00          | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                           | 2054-08-16      | 0.4303%  | N/A     | $72603298.00       | $177947.61         | Agency Collateralized Mortgage Obligation |
| GNMA_24-65J                                           | 2051-04-20      | 2.7112%  | N/A     | $12475179.00       | $1982945.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160  | 2056-01-16      | 0.2860%  | N/A     | $186465000.00      | $391824.33         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                          | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $922514.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                           | 2053-12-25      | 2.6440%  | N/A     | $50000000.00       | $1811755.08        | Agency Collateralized Mortgage Obligation |
| FNMA_21-63B                                           | 2050-04-25      | 3.5000%  | N/A     | $25000000.00       | $3345288.20        | Agency Collateralized Mortgage Obligation |
| FNMA_24-75B                                           | 2054-10-25      | 1.5940%  | N/A     | $50000000.00       | $3072979.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                           | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2118845.59        | Agency Collateralized Mortgage Obligation |
| FNMA_11-83                                            | 2041-09-25      | 2.0295%  | N/A     | $250093527.00      | $2741025.10        | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                           | 2057-07-16      | 0.7595%  | N/A     | $138981000.00      | $398865.97         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K121                                         | 2053-11-25      | 0.1000%  | N/A     | $1146002000.00     | $4514448.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                          | 2055-07-20      | 0.8112%  | N/A     | $25758393.00       | $1230188.76        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                           | 2055-03-25      | 1.5440%  | N/A     | $17363731.00       | $1007256.60        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                           | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2722532.97        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                         | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $512535.66         | Agency Collateralized Mortgage Obligation |
| FNMA_24-76H                                           | 2054-11-25      | 0.8940%  | N/A     | $31150000.00       | $907416.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                            | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1087873.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083F                                           | 2050-10-25      | 3.5000%  | N/A     | $41375933.00       | $3064083.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_5240A                                           | 2049-12-25      | 1.5295%  | N/A     | $16884639.00       | $1569633.46        | Agency Collateralized Mortgage Obligation |
| FHR-5087                                              | 2051-03-25      | 3.0000%  | N/A     | $35000000.00       | $3001087.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                           | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2894347.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                            | 2060-01-16      | 1.7940%  | N/A     | $15700000.00       | $1223716.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                           | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1352037.04        | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                           | 2055-11-16      | 0.2604%  | N/A     | $159446785.00      | $272608.14         | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                           | 2063-06-20      | 1.6112%  | N/A     | $16623169.00       | $305290.06         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                            | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $723313.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2            | 2049-08-20      | 5.5000%  | N/A     | $1840419.00        | $1109112.72        | Agency Mortgage-Backed Securities         |
| FNMA_24-93A                                           | 2054-12-25      | 0.6440%  | N/A     | $130000000.00      | $3356617.79        | Agency Collateralized Mortgage Obligation |
| FNMA_21-12E                                           | 2051-03-25      | 3.0000%  | N/A     | $22300000.00       | $2512251.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1       | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1644658.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                          | 2055-07-20      | 0.7612%  | N/A     | $11000000.00       | $443571.00         | Agency Collateralized Mortgage Obligation |
| FREMF_20-K1518                                        | 2035-10-25      | 0.0000%  | N/A     | $62265384.00       | $37343664.05       | Agency Collateralized Mortgage Obligation |
| GNMA_25-41C                                           | 2055-03-20      | 1.0612%  | N/A     | $100000000.00      | $3467506.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5150K                                           | 2051-10-15      | 4.5000%  | N/A     | $17578724.00       | $1770018.58        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129   | 2031-05-25      | 3.2697%  | N/A     | $10999504.00       | $1651156.33        | Agency Collateralized Mortgage Obligation |
| FNMA_20-85D                                           | 2050-12-25      | 2.5000%  | N/A     | $24398360.00       | $2421841.08        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                           | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1985529.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                           | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3224146.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                            | 2049-11-25      | 1.5295%  | N/A     | $13000000.00       | $665781.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5415A                                           | 2054-05-25      | 2.7940%  | N/A     | $38559235.00       | $1991475.72        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                      | 2058-01-16      | 0.8176%  | N/A     | $74900000.00       | $377245.48         | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                          | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1941773.18        | Agency Collateralized Mortgage Obligation |
| GNMA_22-1C                                            | 2052-01-20      | 0.0000%  | N/A     | $65765005.00       | $358491.93         | Agency Collateralized Mortgage Obligation |
| GNMA_23-114G                                          | 2051-05-20      | 1.8612%  | N/A     | $22656692.00       | $2632707.39        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76C                                           | 2053-05-20      | 1.7612%  | N/A     | $37500000.00       | $1869926.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-24K                                           | 2052-02-20      | 3.5000%  | N/A     | $28000000.00       | $3518234.04        | Agency Collateralized Mortgage Obligation |
| FNMA_18-72                                            | 2058-10-25      | 1.6795%  | N/A     | $47781022.00       | $2427428.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                           | 2053-12-25      | 0.7440%  | N/A     | $60000000.00       | $1946178.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5319B                                           | 2053-07-25      | 1.5940%  | N/A     | $100000000.00      | $3334444.06        | Agency Collateralized Mortgage Obligation |
| GNMA_13-129                                           | 2043-09-20      | 1.8501%  | N/A     | $20708456.00       | $153328.46         | Agency Collateralized Mortgage Obligation |
| GNMA_21-146A                                          | 2043-08-20      | 3.5000%  | N/A     | $11597408.00       | $1090283.53        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                           | 2050-12-25      | 3.0000%  | N/A     | $34000000.00       | $3467817.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                           | 2055-02-25      | 0.7440%  | N/A     | $30000000.00       | $848752.13         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2332046.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132B                                          | 2064-08-20      | 1.5112%  | N/A     | $85321161.00       | $1357741.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391E                                           | 2054-03-25      | 2.1440%  | N/A     | $100000000.00      | $2574688.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                           | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1170514.83        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                               | 2030-10-25      | 2.8351%  | N/A     | $2357000.00        | $278703.01         | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                          | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1316948.41        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                            | 2046-03-25      | 1.6795%  | N/A     | $75000000.00       | $926684.45         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                           | 2062-01-16      | 0.6179%  | N/A     | $25719162.00       | $677497.35         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                          | 2054-11-20      | 0.1112%  | N/A     | $150000000.00      | $1839816.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                           | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1291051.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                           | 2064-05-20      | 1.4612%  | N/A     | $11232602.00       | $136581.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                           | 2048-11-15      | 0.0000%  | N/A     | $93000000.00       | $1133289.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                           | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2396309.52        | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                            | 2036-03-15      | 1.9934%  | N/A     | $117787959.00      | $377669.98         | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                           | 2049-04-25      | 2.5000%  | N/A     | $34683500.00       | $3225509.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                          | 2055-08-20      | 2.1612%  | N/A     | $7000000.00        | $479483.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5278A                                           | 2052-11-25      | 0.6940%  | N/A     | $75000000.00       | $1919771.21        | Agency Collateralized Mortgage Obligation |
| FNMA_22-27C                                           | 2052-06-25      | 1.7440%  | N/A     | $50000000.00       | $3392247.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                           | 2053-07-20      | 1.6112%  | N/A     | $71769230.00       | $1703478.12        | Agency Collateralized Mortgage Obligation |

### Security 188: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $344831640.12
- **C.18.a - Value (excl. sponsor support):** $344831640.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4456A                                          | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1915555.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-215B                                         | 2051-12-20      | 3.0000%  | N/A     | $32466582.00       | $2410102.14        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $495623.00         | Agency Mortgage-Backed Securities         |
| FNMA_21-43C                                          | 2051-06-25      | 2.5000%  | N/A     | $3700000.00        | $430438.70         | Agency Collateralized Mortgage Obligation |
| FNMA_06-44H                                          | 2036-06-25      | 2.1295%  | N/A     | $42412200.00       | $53949.81          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 5.0000%  | N/A     | $247630.00         | $114605.41         | Agency Mortgage-Backed Securities         |
| GNMA_21-41N                                          | 2050-10-20      | 2.0000%  | N/A     | $18056377.00       | $1082930.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 3.0000%  | N/A     | $2061.00           | $505.13            | Agency Mortgage-Backed Securities         |
| FNMA_14-24                                           | 2044-05-25      | 1.5795%  | N/A     | $33000000.00       | $170991.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 4.5000%  | N/A     | $2178187.00        | $592169.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.8001%  | N/A     | $29250000.00       | $1299277.63        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3238                               | 2036-11-15      | 2.0034%  | N/A     | $30000000.00       | $87326.62          | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                          | 2047-07-25      | 1.8309%  | N/A     | $167805375.00      | $1161764.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                         | 2053-02-20      | 1.1612%  | N/A     | $67287106.00       | $3201082.76        | Agency Collateralized Mortgage Obligation |
| FNMA_20-63D                                          | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $73263.60          | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0000%  | N/A     | $62500000.00       | $80503.82          | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                          | 2051-11-25      | 4.0000%  | N/A     | $19120015.00       | $2459788.72        | Agency Collateralized Mortgage Obligation |
| GNMA_19-85A                                          | 2049-07-20      | 1.8501%  | N/A     | $28514769.00       | $1079770.65        | Agency Collateralized Mortgage Obligation |
| GNMA_20-165L                                         | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1926058.11        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-47                                | 2050-07-25      | 2.0000%  | N/A     | $600000.00         | $409957.07         | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $570543.92         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3549                               | 2039-07-15      | 1.3134%  | N/A     | $56066666.00       | $8086.11           | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                          | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6416.21           | Agency Collateralized Mortgage Obligation |
| FHLMC_5420G                                          | 2054-06-25      | 1.5940%  | N/A     | $12301445.00       | $758635.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056B                                          | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1158554.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-208C                                         | 2052-12-20      | 1.8812%  | N/A     | $32384320.00       | $1729559.74        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $207.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293    | 2051-03-25      | 2.0000%  | N/A     | $5200003.00        | $554612.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_45-50                                          | 2046-02-15      | 1.5634%  | N/A     | $13250000.00       | $352565.55         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $227347.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 3.5000%  | N/A     | $41707.00          | $40295.54          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_23-56                                | 2053-11-25      | 5.7560%  | N/A     | $19448000.00       | $10247732.65       | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                          | 2051-01-25      | 2.0000%  | N/A     | $3100000.00        | $346594.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                          | 2055-04-25      | 0.9940%  | N/A     | $100549.00         | $5278.84           | Agency Collateralized Mortgage Obligation |
| GNMA_25-61G                                          | 2065-04-20      | 0.9112%  | N/A     | $31421041.00       | $772921.29         | Agency Collateralized Mortgage Obligation |
| GNMA_23-106C                                         | 2053-07-20      | 1.5612%  | N/A     | $39064000.00       | $982704.00         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $176443.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47  | 2036-08-16      | 2.5386%  | N/A     | $207160131.00      | $313055.02         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2924                               | 2035-01-15      | 2.2134%  | N/A     | $128670867.00      | $63692.58          | Agency Collateralized Mortgage Obligation |
| FNMA_24-93F                                          | 2054-12-25      | 5.8060%  | N/A     | $1000.00           | $788.40            | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                          | 2040-12-25      | 1.5295%  | N/A     | $118886400.00      | $755201.89         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                         | 2071-06-20      | 0.4478%  | N/A     | $26399972.00       | $532168.92         | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                          | 2050-05-20      | 1.8501%  | N/A     | $15622546.00       | $664611.70         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                | 2050-10-25      | 2.5000%  | N/A     | $500000.00         | $58077.01          | Agency Collateralized Mortgage Obligation |
| FNMA_17-23A                                          | 2047-04-25      | 1.6295%  | N/A     | $38000000.00       | $494169.08         | Agency Collateralized Mortgage Obligation |
| GNMA_25-98L                                          | 2055-06-20      | 5.7888%  | N/A     | $1000.00           | $976.80            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $1548545.00        | $1594675.39        | Agency Mortgage-Backed Securities         |
| GNMA_20-36A                                          | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $739889.54         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3287                               | 2037-03-15      | 2.2134%  | N/A     | $27000000.00       | $65473.14          | Agency Collateralized Mortgage Obligation |
| FHLMC_5173D                                          | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $590375.29         | Agency Collateralized Mortgage Obligation |
| GNMA_14-118F                                         | 2044-08-16      | 1.3386%  | N/A     | $35501323.00       | $776433.17         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1157739.17        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                          | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $309976.62         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                          | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $435594.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-197F                                         | 2048-03-20      | 1.9001%  | N/A     | $4587781.00        | $451653.36         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-65                                | 2045-09-25      | 3.5000%  | N/A     | $400000.00         | $495139.37         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                         | 2073-12-20      | 0.5202%  | N/A     | $30517545.00       | $1956212.05        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $1150094.00        | $709961.56         | Agency Mortgage-Backed Securities         |
| GNMA_09-106                                          | 2036-04-20      | 1.8501%  | N/A     | $161210059.00      | $218602.31         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116N                                         | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4680934.01        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.5000%  | N/A     | $25802112.00       | $21476778.78       | Agency Mortgage-Backed Securities         |
| GNMA_24-186A                                         | 2054-11-20      | 5.9888%  | N/A     | $6256.00           | $5374.91           | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $47790.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 7.0000%  | N/A     | $3291117.00        | $3388805.57        | Agency Mortgage-Backed Securities         |
| FHLMC_37-61                                          | 2040-11-15      | 0.2634%  | N/A     | $25000000.00       | $73092.11          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                         | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4142921.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                         | 2053-10-20      | 2.6112%  | N/A     | $33152702.00       | $2184052.66        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 5.5000%  | N/A     | $17861032.00       | $17943375.49       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | N/A     | $1352696.00        | $1374501.07        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC FHLMC_3575                               | 2039-04-15      | 2.1134%  | N/A     | $20000000.00       | $21400.27          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                          | 2053-07-20      | 0.1000%  | N/A     | $5239396.00        | $9221.30           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 5.0000%  | N/A     | $4720486.00        | $183633.79         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 4.5000%  | N/A     | $606545.00         | $545309.85         | Agency Mortgage-Backed Securities         |
| GNMA_21-137P                                         | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $274677.44         | Agency Collateralized Mortgage Obligation |
| GNMA_24-66B                                          | 2054-04-20      | 5.5188%  | N/A     | $1165255.00        | $838358.38         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-07-01      | 6.0000%  | N/A     | $5006786.00        | $360939.11         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_30437                                | 2035-02-25      | 2.2195%  | N/A     | $14545453.00       | $11795.36          | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                          | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3584810.18        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_23-2                                 | 2050-10-25      | 2.0000%  | N/A     | $4100000.00        | $436087.57         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                                         | 2055-08-20      | 0.9612%  | N/A     | $100000000.00      | $4088807.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $15198.19          | Agency Collateralized Mortgage Obligation |
| GNMA_10-42                                           | 2040-04-20      | 1.4501%  | N/A     | $273000000.00      | $998275.91         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-07-15      | 6.5000%  | N/A     | $1030238.00        | $1036403.32        | Agency Mortgage-Backed Securities         |
| GNMA_25-22A                                          | 2055-02-20      | 1.5012%  | N/A     | $3958552.00        | $202542.20         | Agency Collateralized Mortgage Obligation |
| FHMS-K533                                            | 2029-12-25      | 0.1812%  | N/A     | $102267.00         | $265.13            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17  | 2037-04-16      | 2.2886%  | N/A     | $40000000.00       | $75439.25          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | N/A     | $810576.00         | $323802.92         | Agency Mortgage-Backed Securities         |
| GNMA_24-40C                                          | 2054-01-20      | 6.0000%  | N/A     | $2754950.00        | $296279.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $56014.12          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                               | 2028-08-15      | 4.2634%  | N/A     | $37460574.00       | $2755.73           | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                          | 2054-09-25      | 2.1940%  | N/A     | $13857066.00       | $1198055.69        | Agency Collateralized Mortgage Obligation |
| GNMA_19-84E                                          | 2049-07-20      | 1.8501%  | N/A     | $74239973.00       | $1293601.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2048-04-25      | 1.5295%  | N/A     | $33156137.00       | $1755031.98        | Agency Collateralized Mortgage Obligation |
| FNMA_19-65                                           | 2059-11-25      | 1.5269%  | N/A     | $32166333.00       | $393029.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12  | 2040-01-16      | 2.1386%  | N/A     | $24000000.00       | $47158.56          | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 5.5888%  | N/A     | $13214316.00       | $7337104.22        | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                          | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $149206.27         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2028-07-01      | 6.3900%  | N/A     | $2167.00           | $0.45              | Agency Mortgage-Backed Securities         |
| GNMA_24-174A                                         | 2054-10-20      | 0.0000%  | N/A     | $179304.00         | $0.29              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                               | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $64738.34          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-87                                | 2039-11-25      | 1.7795%  | N/A     | $103151785.00      | $155254.33         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2050-11-15      | 0.0000%  | N/A     | $23.49             | $6.83              | U.S. Treasuries (including strips)        |
| GNMA_14-56                                           | 2039-12-16      | 1.8386%  | N/A     | $299414.00         | $2181.05           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $572913.00         | $45663.70          | Agency Mortgage-Backed Securities         |
| FNMA_10-150                                          | 2041-01-25      | 2.0195%  | N/A     | $27857143.00       | $387734.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $541090.33         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39  | 2035-06-20      | 1.9501%  | N/A     | $50000000.00       | $33833.10          | Agency Collateralized Mortgage Obligation |
| FNMA_25-50B                                          | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4899228.99        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22     | 2051-10-25      | 2.5000%  | N/A     | $5141508.00        | $755007.73         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17D                                         | 2074-09-20      | 0.7602%  | N/A     | $73200000.00       | $5330597.18        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 7.0000%  | N/A     | $7152241.00        | $6828585.94        | Agency Mortgage-Backed Securities         |
| FHLMC_5371F                                          | 2054-01-25      | 28.6156% | N/A     | $4125855.00        | $4895138.17        | Agency Collateralized Mortgage Obligation |
| FNMA_16-65A                                          | 2046-09-25      | 1.6295%  | N/A     | $31164258.00       | $471456.22         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_10-42                                | 2040-05-25      | 1.9295%  | N/A     | $42500000.00       | $6061.60           | Agency Collateralized Mortgage Obligation |
| FHLMC_3988                                           | 2042-01-15      | 1.9885%  | N/A     | $60000000.00       | $516052.44         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070  | 2027-11-25      | 3.3030%  | N/A     | $1000.00           | $989.54            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-12-20      | 4.0000%  | N/A     | $11202400.00       | $577532.79         | Agency Mortgage-Backed Securities         |
| GNMA_21-76C                                          | 2050-08-20      | 3.0000%  | N/A     | $19186050.00       | $1464618.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-126A                                         | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1550645.73        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1050.86           | Agency Mortgage-Backed Securities         |
| FNMA_21-52B                                          | 2047-12-25      | 2.5000%  | N/A     | $2000000.00        | $209202.89         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $5279035.00        | $4912616.77        | Agency Mortgage-Backed Securities         |
| FHLMC_5528B                                          | 2055-04-25      | 1.6440%  | N/A     | $35155783.00       | $2166043.70        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 4.5000%  | N/A     | $1017.00           | $211.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $513489.68         | Agency Mortgage-Backed Securities         |
| FHLMC_5293C                                          | 2051-04-25      | 2.5000%  | N/A     | $3400008.00        | $443406.07         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.5000%  | N/A     | $1000.00           | $667.83            | Agency Mortgage-Backed Securities         |
| GNMA_21-155N                                         | 2051-07-20      | 2.0501%  | N/A     | $7000000.00        | $658886.16         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65K                                          | 2049-05-20      | 4.5000%  | N/A     | $1594.00           | $309.93            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24798.93          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-04-01      | 3.0000%  | N/A     | $2212480.00        | $1549269.91        | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                     | 2044-01-01      | 3.5000%  | N/A     | $2612996.00        | $211994.69         | Agency Mortgage-Backed Securities         |
| GNMA_25-146A                                         | 2055-08-20      | 1.5612%  | N/A     | $250000000.00      | $12450878.45       | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2055-09-25      | 5.5000%  | N/A     | $3823860.00        | $3652165.32        | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                           | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $132811.87         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $678243.21         | Agency Mortgage-Backed Securities         |
| FHLMC_4942G                                          | 2050-01-25      | 1.5295%  | N/A     | $23332918.00       | $1003154.27        | Agency Collateralized Mortgage Obligation |
| FNMA_24-38A                                          | 2054-06-25      | 1.5940%  | N/A     | $19793856.00       | $649836.00         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                               | 2029-06-15      | 4.1134%  | N/A     | $36910346.00       | $2901.65           | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                          | 2045-06-25      | 1.6295%  | N/A     | $29492801.00       | $828212.09         | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                         | 2054-12-20      | 1.6612%  | N/A     | $36404091.00       | $2132753.70        | Agency Collateralized Mortgage Obligation |
| FNMA_17-74B                                          | 2047-10-25      | 1.7295%  | N/A     | $13709000.00       | $397243.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                          | 2055-05-20      | 0.7412%  | N/A     | $10890423.00       | $510223.39         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $42126.00          | Agency Collateralized Mortgage Obligation |
| FHLMC_5149M                                          | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $286109.65         | Agency Collateralized Mortgage Obligation |
| GNMA_24-144J                                         | 2054-01-20      | 1.3612%  | N/A     | $34784256.00       | $1642040.84        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.0000%  | N/A     | $5928545.00        | $2165786.35        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1037.87           | Agency Mortgage-Backed Securities         |
| FHLMC_5069                                           | 2051-02-25      | 2.5000%  | N/A     | $4300000.00        | $429148.86         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $793.75            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-04-01      | 6.0000%  | N/A     | $97827.00          | $94161.53          | Agency Mortgage-Backed Securities         |
| FHLMC_2484                                           | 2032-07-15      | 6.5000%  | N/A     | $4993442.00        | $174715.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5160G                                          | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1421184.92        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.07           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-02-01      | 4.0000%  | N/A     | $1028.00           | $315.09            | Agency Mortgage-Backed Securities         |
| GNMA_23-135D                                         | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $62445.21          | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                           | 2050-08-25      | 2.5000%  | N/A     | $3752416.00        | $475288.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                         | 2073-09-20      | 0.5927%  | N/A     | $37811767.00       | $2137358.39        | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                          | 2048-10-20      | 0.2502%  | N/A     | $100044.00         | $661.46            | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.5612%  | N/A     | $66375526.00       | $3796453.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18E                                         | 2074-09-20      | 0.6914%  | N/A     | $33500000.00       | $2118645.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54K                                          | 2053-04-20      | 1.8112%  | N/A     | $30299593.00       | $1704456.64        | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                          | 2042-11-25      | 1.6795%  | N/A     | $30000000.00       | $380055.03         | Agency Collateralized Mortgage Obligation |
| FNMA_20-62B                                          | 2050-09-25      | 2.5000%  | N/A     | $900000.00         | $107313.85         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-12-20      | 4.5000%  | N/A     | $4371998.00        | $159515.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $61157.00          | $62928.27          | Agency Mortgage-Backed Securities         |
| GNMA_23-176A                                         | 2053-11-20      | 6.2888%  | N/A     | $1728895.00        | $683574.89         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193E                                         | 2050-02-20      | 3.0000%  | N/A     | $22817763.00       | $1442497.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                         | 2054-10-20      | 5.4888%  | N/A     | $762026.00         | $639862.66         | Agency Collateralized Mortgage Obligation |
| GNMA_19-115E                                         | 2049-09-20      | 1.8001%  | N/A     | $62300250.00       | $2815372.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                         | 2054-10-20      | 5.3888%  | N/A     | $836727.00         | $764945.40         | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                          | 2048-07-25      | 1.7333%  | N/A     | $4368424.00        | $40659.30          | Agency Collateralized Mortgage Obligation |
| FNMA_16-40J                                          | 2046-07-25      | 1.3276%  | N/A     | $157677272.00      | $544580.35         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $2227825.00        | $2177696.83        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2044-02-01      | 4.5000%  | N/A     | $1001.00           | $85.50             | Agency Mortgage-Backed Securities         |
| GNMA_19-128                                          | 2049-10-20      | 1.8001%  | N/A     | $23561122.00       | $802200.28         | Agency Collateralized Mortgage Obligation |
| GNMA_13-188                                          | 2043-12-16      | 1.2886%  | N/A     | $88104086.00       | $912400.27         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5458                               | 2054-09-25      | 5.3560%  | N/A     | $976568.00         | $923112.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10284.24          | Agency Mortgage-Backed Securities         |
| GNMA_14-152                                          | 2044-10-20      | 1.3501%  | N/A     | $57000000.00       | $499931.02         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59F                                          | 2049-10-25      | 1.8239%  | N/A     | $63684502.00       | $712106.52         | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                          | 2054-08-25      | 2.7440%  | N/A     | $100219.00         | $7506.76           | Agency Collateralized Mortgage Obligation |
| GNMA_25-146E                                         | 2054-05-20      | 1.5612%  | N/A     | $104260319.00      | $5527455.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14  | 2040-02-16      | 2.2886%  | N/A     | $25000000.00       | $60657.98          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2053-09-15      | 7.0000%  | N/A     | $31929.00          | $32962.14          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_07-91                                | 2037-10-25      | 5.0705%  | N/A     | $1522.00           | $55.05             | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                           | 2027-01-15      | 2.1634%  | N/A     | $104170.00         | $17.12             | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                          | 2033-10-25      | 4.7200%  | N/A     | $132085.00         | $133059.66         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $30788.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 3.5000%  | N/A     | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| GNMA_16-61                                           | 2046-05-20      | 1.8001%  | N/A     | $7000000.00        | $219802.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-09-20      | 6.5160%  | N/A     | $150901.00         | $25293.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 4.5000%  | N/A     | $56287.00          | $34434.26          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-12-20      | 5.5000%  | N/A     | $209671.00         | $109951.48         | Agency Mortgage-Backed Securities         |
| FHMS_16-K058                                         | 2026-07-25      | 2.3400%  | N/A     | $1861.00           | $350.06            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2047-06-01      | 4.5000%  | N/A     | $7372.00           | $1410.74           | Agency Mortgage-Backed Securities         |
| FNMA_12-14                                           | 2042-03-25      | 2.0295%  | N/A     | $40416958.00       | $359372.37         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 5.5000%  | N/A     | $1445358.00        | $1061376.14        | Agency Mortgage-Backed Securities         |
| GNMA_22-101E                                         | 2052-06-20      | 1.6612%  | N/A     | $80000000.00       | $5284155.38        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1691951.04        | Agency Mortgage-Backed Securities         |
| GNMA_23-70A                                          | 2053-05-20      | 5.3888%  | N/A     | $512025.00         | $393154.30         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $1200355.00        | $1222780.63        | Agency Mortgage-Backed Securities         |
| FNMA_15-2                                            | 2045-02-25      | 1.6295%  | N/A     | $56835041.00       | $775291.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | N/A     | $1066.00           | $502.12            | Agency Mortgage-Backed Securities         |
| GNMA_24-61G                                          | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $369189.80         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 4.5000%  | N/A     | $1000.00           | $199.29            | Agency Mortgage-Backed Securities         |
| FNMA_19-M23                                          | 2031-10-25      | 2.7200%  | N/A     | $625000.00         | $529454.24         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1058.63           | Agency Mortgage-Backed Securities         |
| GNMA_24-172A                                         | 2054-10-20      | 1.1112%  | N/A     | $31522868.00       | $1457516.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-04-20      | 4.5000%  | N/A     | $658884.00         | $134034.49         | Agency Mortgage-Backed Securities         |
| GNMA_24-128B                                         | 2054-08-20      | 2.2812%  | N/A     | $100000.00         | $6259.33           | Agency Collateralized Mortgage Obligation |
| GNMA_19-97D                                          | 2049-08-20      | 1.8001%  | N/A     | $33952064.00       | $1144203.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-04-20      | 6.5000%  | N/A     | $199635.00         | $205429.72         | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-56                                | 2050-08-25      | 2.5000%  | N/A     | $800001.00         | $90567.50          | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                          | 2052-02-25      | 0.0000%  | N/A     | $238043.00         | $20.38             | Agency Collateralized Mortgage Obligation |
| GNMA_09-13E                                          | 2039-03-16      | 1.7386%  | N/A     | $50000000.00       | $172460.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444A                                          | 2054-08-25      | 2.7440%  | N/A     | $51607234.00       | $2711196.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                          | 2054-08-25      | 0.0000%  | N/A     | $23861240.00       | $14835320.69       | Agency Collateralized Mortgage Obligation |
| FHLMC_4656E                                          | 2047-02-15      | 4.0000%  | N/A     | $115000.00         | $146025.18         | Agency Collateralized Mortgage Obligation |
| FNMA_07-22E                                          | 2037-03-25      | 2.2795%  | N/A     | $94696183.00       | $319472.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                          | 2055-02-25      | 0.6440%  | N/A     | $15063600.00       | $334964.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82B                                          | 2055-05-20      | 0.0000%  | N/A     | $50000000.00       | $129053.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 4.5000%  | N/A     | $708868.00         | $78535.72          | Agency Mortgage-Backed Securities         |
| FHLMC_5312B                                          | 2053-05-25      | 1.7440%  | N/A     | $27289562.00       | $1087617.26        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_15-M17                           | 2025-11-25      | 3.1040%  | N/A     | $320000.00         | $27796.92          | Agency Collateralized Mortgage Obligation |
| GNMA_21-146F                                         | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $861253.18         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08D                                         | 2074-05-20      | 0.6925%  | N/A     | $29282262.00       | $1958668.80        | Agency Collateralized Mortgage Obligation |
| FNMA_02-8                                            | 2032-03-25      | 3.6371%  | N/A     | $55000000.00       | $2587.02           | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159  | 2029-12-25      | 3.9500%  | N/A     | $1808.00           | $458.50            | Agency Collateralized Mortgage Obligation |
| FNMA_19-59C                                          | 2049-10-25      | 1.5995%  | N/A     | $6405661.00        | $321074.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5178G                                          | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5105075.50        | Agency Collateralized Mortgage Obligation |
| FNMA_20-77A                                          | 2050-11-25      | 2.5000%  | N/A     | $5184323.00        | $485526.48         | Agency Collateralized Mortgage Obligation |
| GNMA_12-96                                           | 2042-08-20      | 1.8501%  | N/A     | $50739057.00       | $968238.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-08-20      | 4.5000%  | N/A     | $1894.00           | $124.00            | Agency Mortgage-Backed Securities         |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $632018.45         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | 2037-02-01      | 6.5430%  | N/A     | $2407.00           | $133.60            | Agency Mortgage-Backed Securities         |
| GNMA_23-H16D                                         | 2073-06-20      | 0.2538%  | N/A     | $17900000.00       | $685317.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82C                                          | 2065-05-20      | 1.4112%  | N/A     | $50623112.00       | $1219830.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2048-07-01      | 4.5000%  | N/A     | $2879203.00        | $543788.54         | Agency Mortgage-Backed Securities         |
| FNMA_15-34A                                          | 2045-06-25      | 0.0000%  | N/A     | $105953.00         | $4.50              | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2033-06-01      | 5.5000%  | N/A     | $2401824.00        | $3944.66           | Agency Mortgage-Backed Securities         |
| GNMA_23-164J                                         | 2053-11-20      | 2.7112%  | N/A     | $14694517.00       | $980477.81         | Agency Collateralized Mortgage Obligation |
| FNMA_25-75B                                          | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $1177566.48        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5   | 2033-06-20      | 2.4501%  | N/A     | $79814842.00       | $4008.88           | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $81.81             | Agency Mortgage-Backed Securities         |
| FHLMC_5095A                                          | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1226735.20        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-11-20      | 4.5000%  | N/A     | $2225341.00        | $148636.98         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.0000%  | N/A     | $1708080.00        | $1340098.57        | Agency Mortgage-Backed Securities         |
| FHMS_K532                                            | 2029-11-25      | 0.1847%  | N/A     | $340426.00         | $870.91            | Agency Collateralized Mortgage Obligation |
| FHLMC_5038J                                          | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11906.53          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $127195.00         | $123642.52         | Agency Mortgage-Backed Securities         |
| GNMA_24-5B                                           | 2054-01-20      | 5.5000%  | N/A     | $5210114.00        | $5243326.16        | Agency Collateralized Mortgage Obligation |
| FNMA_11-110                                          | 2041-04-25      | 2.1795%  | N/A     | $100000000.00      | $41978.82          | Agency Collateralized Mortgage Obligation |
| FHLMC_5149R                                          | 2051-10-25      | 3.0000%  | N/A     | $6967517.00        | $596116.83         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                         | 2051-08-20      | 2.0501%  | N/A     | $12133094.00       | $1202781.02        | Agency Collateralized Mortgage Obligation |
| FNMA_12-2                                            | 2042-02-25      | 2.0295%  | N/A     | $15333333.00       | $196564.22         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-11-20      | 6.2500%  | N/A     | $441493.00         | $89293.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $16.87             | Agency Collateralized Mortgage Obligation |
| GNMA_23-116G                                         | 2053-08-20      | 5.5888%  | N/A     | $237079.00         | $118513.52         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34J                                          | 2051-03-25      | 2.5000%  | N/A     | $260000.00         | $26472.98          | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                         | 2073-01-20      | 0.8631%  | N/A     | $15464060.00       | $1222316.50        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908E                                          | 2042-12-15      | 1.6916%  | N/A     | $43734086.00       | $903807.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                         | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $73089.01          | Agency Collateralized Mortgage Obligation |
| FNMA_15-91                                           | 2045-12-25      | 1.7980%  | N/A     | $82366191.00       | $384058.51         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-05-20      | 5.0930%  | N/A     | $3229388.00        | $2879881.16        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-03-20      | 6.5000%  | N/A     | $396281.00         | $407107.76         | Agency Mortgage-Backed Securities         |
| GNMA_23-187F                                         | 2053-12-20      | 5.6388%  | N/A     | $1649203.00        | $850252.47         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                          | 2055-05-25      | 1.5940%  | N/A     | $3600256.00        | $252229.17         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.5000%  | N/A     | $1090301.00        | $854777.01         | Agency Mortgage-Backed Securities         |
| FHLMC_5092Y                                          | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $53132.06          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.5000%  | N/A     | $1800000.00        | $224881.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4657                                           | 2047-02-15      | 1.5134%  | N/A     | $36091396.00       | $927857.84         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                          | 2053-11-25      | 2.7940%  | N/A     | $8988727.00        | $591889.47         | Agency Collateralized Mortgage Obligation |
| FHLMC_5161D                                          | 2051-03-25      | 2.0000%  | N/A     | $3800000.00        | $447914.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-105Q                                         | 2049-09-20      | 1.8001%  | N/A     | $23019651.00       | $2804508.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-02-20      | 5.5000%  | N/A     | $1276053.00        | $489657.88         | Agency Mortgage-Backed Securities         |
| FHLMC_4770C                                          | 2043-08-15      | 1.9962%  | N/A     | $76400829.00       | $982409.05         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 6.0000%  | N/A     | $8078602.00        | $6628692.40        | Agency Mortgage-Backed Securities         |
| GNMA_24-H14A                                         | 2074-08-20      | 0.7569%  | N/A     | $21852325.00       | $1586974.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                            | 2044-02-15      | 2.1634%  | N/A     | $100062.00         | $960.55            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_05-89                                | 2035-10-25      | 2.2295%  | N/A     | $31962174.00       | $34330.52          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 4.5000%  | N/A     | $2011.00           | $1822.21           | Agency Mortgage-Backed Securities         |
| GNMA_24-186C                                         | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $585.94            | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                          | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1074139.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-07-20      | 5.5000%  | N/A     | $2055499.00        | $429478.18         | Agency Mortgage-Backed Securities         |
| FHLMC_5502D                                          | 2055-02-25      | 0.0598%  | N/A     | $595000000.00      | $151798.71         | Agency Collateralized Mortgage Obligation |

### Security 190: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $437495077.80
- **C.18.a - Value (excl. sponsor support):** $437495077.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDSC4P92
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $2090000.00        | $2040012.77        | U.S. Treasuries (including strips) |

### Security 192: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2219151002.59
- **C.18.a - Value (excl. sponsor support):** $2219151002.59
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $180635379.54
- **C.18.a - Value (excl. sponsor support):** $180635379.54
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $136777231.93
- **C.18.a - Value (excl. sponsor support):** $136777231.93
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDSC4NZ6
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $1989800.00        | $2039940.47        | U.S. Treasuries (including strips) |

### Security 196: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3014401790.14
- **C.18.a - Value (excl. sponsor support):** $3014401790.14
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3290252827.29
- **C.18.a - Value (excl. sponsor support):** $3290252827.29
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PV3
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $138448000.00      | $140713493.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $882314000.00      | $874099436.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $1765395000.00     | $1767664108.09     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $50000000.00       | $50150800.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $420376600.00      | $431372180.54      | U.S. Treasuries (including strips) |

### Security 199: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDSC4PD3
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 4.0585%  | N/A     | $900.00            | $905.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $220803400.00      | $207689223.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1035%  | N/A     | $44499000.00       | $44825408.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $3175400.00        | $2484539.34        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-10-06

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer